Dow Jones EURO STOXX 50 Index Future June 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 2,469.0 2,557.0 88.0 3.6% 2,514.0
High 2,580.0 2,626.0 46.0 1.8% 2,746.0
Low 2,402.0 2,540.0 138.0 5.7% 2,368.0
Close 2,494.0 2,580.0 86.0 3.4% 2,494.0
Range 178.0 86.0 -92.0 -51.7% 378.0
ATR 146.9 145.8 -1.1 -0.7% 0.0
Volume 2,763 943 -1,820 -65.9% 10,230
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 2,840.0 2,796.0 2,627.3
R3 2,754.0 2,710.0 2,603.7
R2 2,668.0 2,668.0 2,595.8
R1 2,624.0 2,624.0 2,587.9 2,646.0
PP 2,582.0 2,582.0 2,582.0 2,593.0
S1 2,538.0 2,538.0 2,572.1 2,560.0
S2 2,496.0 2,496.0 2,564.2
S3 2,410.0 2,452.0 2,556.4
S4 2,324.0 2,366.0 2,532.7
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 3,670.0 3,460.0 2,701.9
R3 3,292.0 3,082.0 2,598.0
R2 2,914.0 2,914.0 2,563.3
R1 2,704.0 2,704.0 2,528.7 2,620.0
PP 2,536.0 2,536.0 2,536.0 2,494.0
S1 2,326.0 2,326.0 2,459.4 2,242.0
S2 2,158.0 2,158.0 2,424.7
S3 1,780.0 1,948.0 2,390.1
S4 1,402.0 1,570.0 2,286.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,746.0 2,368.0 378.0 14.7% 85.0 3.3% 56% False False 1,509
10 2,890.0 2,325.0 565.0 21.9% 102.9 4.0% 45% False False 1,283
20 3,201.0 2,325.0 876.0 34.0% 96.9 3.8% 29% False False 1,192
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 21.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,991.5
2.618 2,851.1
1.618 2,765.1
1.000 2,712.0
0.618 2,679.1
HIGH 2,626.0
0.618 2,593.1
0.500 2,583.0
0.382 2,572.9
LOW 2,540.0
0.618 2,486.9
1.000 2,454.0
1.618 2,400.9
2.618 2,314.9
4.250 2,174.5
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 2,583.0 2,552.3
PP 2,582.0 2,524.7
S1 2,581.0 2,497.0

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

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