Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 3,429.0 3,462.0 33.0 1.0% 3,604.0
High 3,499.0 3,464.0 -35.0 -1.0% 3,613.0
Low 3,427.0 3,352.0 -75.0 -2.2% 3,418.0
Close 3,485.0 3,394.0 -91.0 -2.6% 3,453.0
Range 72.0 112.0 40.0 55.6% 195.0
ATR 67.0 71.7 4.7 7.0% 0.0
Volume 1,261,273 1,663,083 401,810 31.9% 6,407,570
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 3,739.3 3,678.7 3,455.6
R3 3,627.3 3,566.7 3,424.8
R2 3,515.3 3,515.3 3,414.5
R1 3,454.7 3,454.7 3,404.3 3,429.0
PP 3,403.3 3,403.3 3,403.3 3,390.5
S1 3,342.7 3,342.7 3,383.7 3,317.0
S2 3,291.3 3,291.3 3,373.5
S3 3,179.3 3,230.7 3,363.2
S4 3,067.3 3,118.7 3,332.4
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 4,079.7 3,961.3 3,560.3
R3 3,884.7 3,766.3 3,506.6
R2 3,689.7 3,689.7 3,488.8
R1 3,571.3 3,571.3 3,470.9 3,533.0
PP 3,494.7 3,494.7 3,494.7 3,475.5
S1 3,376.3 3,376.3 3,435.1 3,338.0
S2 3,299.7 3,299.7 3,417.3
S3 3,104.7 3,181.3 3,399.4
S4 2,909.7 2,986.3 3,345.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,533.0 3,352.0 181.0 5.3% 85.2 2.5% 23% False True 1,501,661
10 3,613.0 3,352.0 261.0 7.7% 72.8 2.1% 16% False True 1,226,585
20 3,822.0 3,352.0 470.0 13.8% 70.2 2.1% 9% False True 628,229
40 3,905.0 3,352.0 553.0 16.3% 58.5 1.7% 8% False True 315,636
60 3,905.0 3,352.0 553.0 16.3% 58.1 1.7% 8% False True 210,749
80 3,905.0 3,352.0 553.0 16.3% 66.4 2.0% 8% False True 161,609
100 3,905.0 3,352.0 553.0 16.3% 66.6 2.0% 8% False True 129,495
120 4,302.0 3,352.0 950.0 28.0% 70.7 2.1% 4% False True 108,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,940.0
2.618 3,757.2
1.618 3,645.2
1.000 3,576.0
0.618 3,533.2
HIGH 3,464.0
0.618 3,421.2
0.500 3,408.0
0.382 3,394.8
LOW 3,352.0
0.618 3,282.8
1.000 3,240.0
1.618 3,170.8
2.618 3,058.8
4.250 2,876.0
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 3,408.0 3,425.5
PP 3,403.3 3,415.0
S1 3,398.7 3,404.5

These figures are updated between 7pm and 10pm EST after a trading day.

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