Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 3,279.0 3,306.0 27.0 0.8% 3,374.0
High 3,317.0 3,324.0 7.0 0.2% 3,409.0
Low 3,251.0 3,266.0 15.0 0.5% 3,251.0
Close 3,310.0 3,304.0 -6.0 -0.2% 3,318.0
Range 66.0 58.0 -8.0 -12.1% 158.0
ATR 73.1 72.0 -1.1 -1.5% 0.0
Volume 1,026,395 1,043,786 17,391 1.7% 5,259,093
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 3,472.0 3,446.0 3,335.9
R3 3,414.0 3,388.0 3,320.0
R2 3,356.0 3,356.0 3,314.6
R1 3,330.0 3,330.0 3,309.3 3,314.0
PP 3,298.0 3,298.0 3,298.0 3,290.0
S1 3,272.0 3,272.0 3,298.7 3,256.0
S2 3,240.0 3,240.0 3,293.4
S3 3,182.0 3,214.0 3,288.1
S4 3,124.0 3,156.0 3,272.1
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 3,800.0 3,717.0 3,404.9
R3 3,642.0 3,559.0 3,361.5
R2 3,484.0 3,484.0 3,347.0
R1 3,401.0 3,401.0 3,332.5 3,363.5
PP 3,326.0 3,326.0 3,326.0 3,307.3
S1 3,243.0 3,243.0 3,303.5 3,205.5
S2 3,168.0 3,168.0 3,289.0
S3 3,010.0 3,085.0 3,274.6
S4 2,852.0 2,927.0 3,231.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,326.0 3,251.0 75.0 2.3% 61.6 1.9% 71% False False 838,665
10 3,409.0 3,251.0 158.0 4.8% 61.1 1.8% 34% False False 949,255
20 3,474.0 3,251.0 223.0 6.7% 65.9 2.0% 24% False False 1,080,160
40 3,474.0 3,107.0 367.0 11.1% 75.2 2.3% 54% False False 1,369,661
60 3,756.0 3,107.0 649.0 19.6% 75.0 2.3% 30% False False 1,213,213
80 3,905.0 3,107.0 798.0 24.2% 68.2 2.1% 25% False False 910,895
100 3,905.0 3,107.0 798.0 24.2% 66.0 2.0% 25% False False 728,922
120 3,905.0 3,107.0 798.0 24.2% 69.5 2.1% 25% False False 609,779
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,570.5
2.618 3,475.8
1.618 3,417.8
1.000 3,382.0
0.618 3,359.8
HIGH 3,324.0
0.618 3,301.8
0.500 3,295.0
0.382 3,288.2
LOW 3,266.0
0.618 3,230.2
1.000 3,208.0
1.618 3,172.2
2.618 3,114.2
4.250 3,019.5
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 3,301.0 3,298.8
PP 3,298.0 3,293.7
S1 3,295.0 3,288.5

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

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