Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 3,309.0 3,333.0 24.0 0.7% 3,315.0
High 3,354.0 3,335.0 -19.0 -0.6% 3,371.0
Low 3,287.0 3,202.0 -85.0 -2.6% 3,202.0
Close 3,301.0 3,220.0 -81.0 -2.5% 3,220.0
Range 67.0 133.0 66.0 98.5% 169.0
ATR 77.8 81.7 3.9 5.1% 0.0
Volume 1,921,646 2,156,496 234,850 12.2% 8,811,676
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 3,651.3 3,568.7 3,293.2
R3 3,518.3 3,435.7 3,256.6
R2 3,385.3 3,385.3 3,244.4
R1 3,302.7 3,302.7 3,232.2 3,277.5
PP 3,252.3 3,252.3 3,252.3 3,239.8
S1 3,169.7 3,169.7 3,207.8 3,144.5
S2 3,119.3 3,119.3 3,195.6
S3 2,986.3 3,036.7 3,183.4
S4 2,853.3 2,903.7 3,146.9
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 3,771.3 3,664.7 3,313.0
R3 3,602.3 3,495.7 3,266.5
R2 3,433.3 3,433.3 3,251.0
R1 3,326.7 3,326.7 3,235.5 3,295.5
PP 3,264.3 3,264.3 3,264.3 3,248.8
S1 3,157.7 3,157.7 3,204.5 3,126.5
S2 3,095.3 3,095.3 3,189.0
S3 2,926.3 2,988.7 3,173.5
S4 2,757.3 2,819.7 3,127.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,371.0 3,202.0 169.0 5.2% 86.8 2.7% 11% False True 1,762,335
10 3,391.0 3,202.0 189.0 5.9% 86.8 2.7% 10% False True 1,790,011
20 3,613.0 3,202.0 411.0 12.8% 79.8 2.5% 4% False True 1,508,298
40 3,905.0 3,202.0 703.0 21.8% 69.0 2.1% 3% False True 762,709
60 3,905.0 3,202.0 703.0 21.8% 62.9 2.0% 3% False True 508,905
80 3,905.0 3,202.0 703.0 21.8% 65.9 2.0% 3% False True 383,494
100 3,905.0 3,202.0 703.0 21.8% 67.8 2.1% 3% False True 308,378
120 3,905.0 3,202.0 703.0 21.8% 70.7 2.2% 3% False True 257,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.7
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 3,900.3
2.618 3,683.2
1.618 3,550.2
1.000 3,468.0
0.618 3,417.2
HIGH 3,335.0
0.618 3,284.2
0.500 3,268.5
0.382 3,252.8
LOW 3,202.0
0.618 3,119.8
1.000 3,069.0
1.618 2,986.8
2.618 2,853.8
4.250 2,636.8
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 3,268.5 3,286.5
PP 3,252.3 3,264.3
S1 3,236.2 3,242.2

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

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