Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 3,332.0 3,368.0 36.0 1.1% 3,250.0
High 3,381.0 3,418.0 37.0 1.1% 3,349.0
Low 3,285.0 3,368.0 83.0 2.5% 3,107.0
Close 3,350.0 3,408.0 58.0 1.7% 3,341.0
Range 96.0 50.0 -46.0 -47.9% 242.0
ATR 89.3 87.8 -1.5 -1.7% 0.0
Volume 1,361,884 1,341,794 -20,090 -1.5% 10,692,001
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 3,548.0 3,528.0 3,435.5
R3 3,498.0 3,478.0 3,421.8
R2 3,448.0 3,448.0 3,417.2
R1 3,428.0 3,428.0 3,412.6 3,438.0
PP 3,398.0 3,398.0 3,398.0 3,403.0
S1 3,378.0 3,378.0 3,403.4 3,388.0
S2 3,348.0 3,348.0 3,398.8
S3 3,298.0 3,328.0 3,394.3
S4 3,248.0 3,278.0 3,380.5
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 3,418.0 3,218.0 200.0 5.9% 83.0 2.4% 95% True False 1,590,541
10 3,418.0 3,107.0 311.0 9.1% 89.3 2.6% 97% True False 1,864,440
20 3,499.0 3,107.0 392.0 11.5% 87.3 2.6% 77% False False 1,769,536
40 3,822.0 3,107.0 715.0 21.0% 76.7 2.2% 42% False False 1,126,090
60 3,905.0 3,107.0 798.0 23.4% 66.5 2.0% 38% False False 751,576
80 3,905.0 3,107.0 798.0 23.4% 66.1 1.9% 38% False False 563,911
100 3,905.0 3,107.0 798.0 23.4% 69.9 2.1% 38% False False 453,958
120 3,905.0 3,107.0 798.0 23.4% 69.5 2.0% 38% False False 378,489
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23.6
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 3,630.5
2.618 3,548.9
1.618 3,498.9
1.000 3,468.0
0.618 3,448.9
HIGH 3,418.0
0.618 3,398.9
0.500 3,393.0
0.382 3,387.1
LOW 3,368.0
0.618 3,337.1
1.000 3,318.0
1.618 3,287.1
2.618 3,237.1
4.250 3,155.5
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 3,403.0 3,389.2
PP 3,398.0 3,370.3
S1 3,393.0 3,351.5

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

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