Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 3,399.0 3,435.0 36.0 1.1% 3,318.0
High 3,449.0 3,474.0 25.0 0.7% 3,456.0
Low 3,357.0 3,417.0 60.0 1.8% 3,292.0
Close 3,415.0 3,453.0 38.0 1.1% 3,415.0
Range 92.0 57.0 -35.0 -38.0% 164.0
ATR 81.6 80.0 -1.6 -2.0% 0.0
Volume 1,242,454 894,921 -347,533 -28.0% 6,003,309
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 3,619.0 3,593.0 3,484.4
R3 3,562.0 3,536.0 3,468.7
R2 3,505.0 3,505.0 3,463.5
R1 3,479.0 3,479.0 3,458.2 3,492.0
PP 3,448.0 3,448.0 3,448.0 3,454.5
S1 3,422.0 3,422.0 3,447.8 3,435.0
S2 3,391.0 3,391.0 3,442.6
S3 3,334.0 3,365.0 3,437.3
S4 3,277.0 3,308.0 3,421.7
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 3,879.7 3,811.3 3,505.2
R3 3,715.7 3,647.3 3,460.1
R2 3,551.7 3,551.7 3,445.1
R1 3,483.3 3,483.3 3,430.0 3,517.5
PP 3,387.7 3,387.7 3,387.7 3,404.8
S1 3,319.3 3,319.3 3,400.0 3,353.5
S2 3,223.7 3,223.7 3,384.9
S3 3,059.7 3,155.3 3,369.9
S4 2,895.7 2,991.3 3,324.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,474.0 3,303.0 171.0 5.0% 81.2 2.4% 88% True False 1,183,358
10 3,474.0 3,282.0 192.0 5.6% 72.2 2.1% 89% True False 1,228,373
20 3,474.0 3,107.0 367.0 10.6% 79.0 2.3% 94% True False 1,437,187
40 3,613.0 3,107.0 506.0 14.7% 79.4 2.3% 68% False False 1,508,195
60 3,905.0 3,107.0 798.0 23.1% 72.8 2.1% 43% False False 1,014,700
80 3,905.0 3,107.0 798.0 23.1% 67.1 1.9% 43% False False 761,347
100 3,905.0 3,107.0 798.0 23.1% 67.8 2.0% 43% False False 609,917
120 3,905.0 3,107.0 798.0 23.1% 69.4 2.0% 43% False False 510,096
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 20.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,716.3
2.618 3,623.2
1.618 3,566.2
1.000 3,531.0
0.618 3,509.2
HIGH 3,474.0
0.618 3,452.2
0.500 3,445.5
0.382 3,438.8
LOW 3,417.0
0.618 3,381.8
1.000 3,360.0
1.618 3,324.8
2.618 3,267.8
4.250 3,174.8
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 3,450.5 3,440.5
PP 3,448.0 3,428.0
S1 3,445.5 3,415.5

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

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