Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 3,261.0 3,166.0 -95.0 -2.9% 3,300.0
High 3,285.0 3,182.0 -103.0 -3.1% 3,336.0
Low 3,225.0 3,089.0 -136.0 -4.2% 3,176.0
Close 3,277.0 3,144.0 -133.0 -4.1% 3,277.0
Range 60.0 93.0 33.0 55.0% 160.0
ATR 83.0 90.5 7.5 9.0% 0.0
Volume 1,591,279 3,479,886 1,888,607 118.7% 9,524,287
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 3,417.3 3,373.7 3,195.2
R3 3,324.3 3,280.7 3,169.6
R2 3,231.3 3,231.3 3,161.1
R1 3,187.7 3,187.7 3,152.5 3,163.0
PP 3,138.3 3,138.3 3,138.3 3,126.0
S1 3,094.7 3,094.7 3,135.5 3,070.0
S2 3,045.3 3,045.3 3,127.0
S3 2,952.3 3,001.7 3,118.4
S4 2,859.3 2,908.7 3,092.9
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 3,743.0 3,670.0 3,365.0
R3 3,583.0 3,510.0 3,321.0
R2 3,423.0 3,423.0 3,306.3
R1 3,350.0 3,350.0 3,291.7 3,306.5
PP 3,263.0 3,263.0 3,263.0 3,241.3
S1 3,190.0 3,190.0 3,262.3 3,146.5
S2 3,103.0 3,103.0 3,247.7
S3 2,943.0 3,030.0 3,233.0
S4 2,783.0 2,870.0 3,189.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,323.0 3,089.0 234.0 7.4% 83.8 2.7% 24% False True 2,181,156
10 3,438.0 3,089.0 349.0 11.1% 85.9 2.7% 16% False True 1,996,994
20 3,438.0 3,089.0 349.0 11.1% 73.1 2.3% 16% False True 1,458,388
40 3,474.0 3,089.0 385.0 12.2% 72.0 2.3% 14% False True 1,329,825
60 3,499.0 3,089.0 410.0 13.0% 76.8 2.4% 13% False True 1,476,689
80 3,822.0 3,089.0 733.0 23.3% 73.3 2.3% 8% False True 1,194,208
100 3,905.0 3,089.0 816.0 26.0% 67.9 2.2% 7% False True 955,843
120 3,905.0 3,089.0 816.0 26.0% 68.0 2.2% 7% False True 796,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 24.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,577.3
2.618 3,425.5
1.618 3,332.5
1.000 3,275.0
0.618 3,239.5
HIGH 3,182.0
0.618 3,146.5
0.500 3,135.5
0.382 3,124.5
LOW 3,089.0
0.618 3,031.5
1.000 2,996.0
1.618 2,938.5
2.618 2,845.5
4.250 2,693.8
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 3,141.2 3,187.0
PP 3,138.3 3,172.7
S1 3,135.5 3,158.3

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

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