Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 3,232.0 3,275.0 43.0 1.3% 3,250.0
High 3,317.0 3,349.0 32.0 1.0% 3,349.0
Low 3,218.0 3,251.0 33.0 1.0% 3,107.0
Close 3,278.0 3,341.0 63.0 1.9% 3,341.0
Range 99.0 98.0 -1.0 -1.0% 242.0
ATR 89.5 90.1 0.6 0.7% 0.0
Volume 2,211,296 1,867,148 -344,148 -15.6% 10,692,001
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 3,607.7 3,572.3 3,394.9
R3 3,509.7 3,474.3 3,368.0
R2 3,411.7 3,411.7 3,359.0
R1 3,376.3 3,376.3 3,350.0 3,394.0
PP 3,313.7 3,313.7 3,313.7 3,322.5
S1 3,278.3 3,278.3 3,332.0 3,296.0
S2 3,215.7 3,215.7 3,323.0
S3 3,117.7 3,180.3 3,314.1
S4 3,019.7 3,082.3 3,287.1
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 3,991.7 3,908.3 3,474.1
R3 3,749.7 3,666.3 3,407.6
R2 3,507.7 3,507.7 3,385.4
R1 3,424.3 3,424.3 3,363.2 3,466.0
PP 3,265.7 3,265.7 3,265.7 3,286.5
S1 3,182.3 3,182.3 3,318.8 3,224.0
S2 3,023.7 3,023.7 3,296.6
S3 2,781.7 2,940.3 3,274.5
S4 2,539.7 2,698.3 3,207.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,349.0 3,107.0 242.0 7.2% 95.0 2.8% 97% True False 2,138,400
10 3,371.0 3,107.0 264.0 7.9% 90.9 2.7% 89% False False 1,950,367
20 3,533.0 3,107.0 426.0 12.8% 88.5 2.6% 55% False False 1,805,021
40 3,822.0 3,107.0 715.0 21.4% 74.3 2.2% 33% False False 1,029,416
60 3,905.0 3,107.0 798.0 23.9% 65.4 2.0% 29% False False 687,035
80 3,905.0 3,107.0 798.0 23.9% 66.0 2.0% 29% False False 515,519
100 3,905.0 3,107.0 798.0 23.9% 69.7 2.1% 29% False False 415,227
120 3,905.0 3,107.0 798.0 23.9% 68.9 2.1% 29% False False 346,226
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 22.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,765.5
2.618 3,605.6
1.618 3,507.6
1.000 3,447.0
0.618 3,409.6
HIGH 3,349.0
0.618 3,311.6
0.500 3,300.0
0.382 3,288.4
LOW 3,251.0
0.618 3,190.4
1.000 3,153.0
1.618 3,092.4
2.618 2,994.4
4.250 2,834.5
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 3,327.3 3,303.3
PP 3,313.7 3,265.7
S1 3,300.0 3,228.0

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

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