Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 3,525.0 3,524.0 -1.0 0.0% 3,604.0
High 3,544.0 3,533.0 -11.0 -0.3% 3,613.0
Low 3,505.0 3,418.0 -87.0 -2.5% 3,418.0
Close 3,518.0 3,453.0 -65.0 -1.8% 3,453.0
Range 39.0 115.0 76.0 194.9% 195.0
ATR 63.3 67.0 3.7 5.8% 0.0
Volume 1,246,900 1,862,686 615,786 49.4% 6,407,570
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 3,813.0 3,748.0 3,516.3
R3 3,698.0 3,633.0 3,484.6
R2 3,583.0 3,583.0 3,474.1
R1 3,518.0 3,518.0 3,463.5 3,493.0
PP 3,468.0 3,468.0 3,468.0 3,455.5
S1 3,403.0 3,403.0 3,442.5 3,378.0
S2 3,353.0 3,353.0 3,431.9
S3 3,238.0 3,288.0 3,421.4
S4 3,123.0 3,173.0 3,389.8
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 4,079.7 3,961.3 3,560.3
R3 3,884.7 3,766.3 3,506.6
R2 3,689.7 3,689.7 3,488.8
R1 3,571.3 3,571.3 3,470.9 3,533.0
PP 3,494.7 3,494.7 3,494.7 3,475.5
S1 3,376.3 3,376.3 3,435.1 3,338.0
S2 3,299.7 3,299.7 3,417.3
S3 3,104.7 3,181.3 3,399.4
S4 2,909.7 2,986.3 3,345.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,613.0 3,418.0 195.0 5.6% 69.8 2.0% 18% False True 1,281,514
10 3,645.0 3,418.0 227.0 6.6% 67.1 1.9% 15% False True 685,413
20 3,822.0 3,418.0 404.0 11.7% 62.9 1.8% 9% False True 346,768
40 3,905.0 3,418.0 487.0 14.1% 54.7 1.6% 7% False True 174,575
60 3,905.0 3,418.0 487.0 14.1% 59.3 1.7% 7% False True 116,711
80 3,905.0 3,359.0 546.0 15.8% 65.7 1.9% 17% False False 91,058
100 3,905.0 3,359.0 546.0 15.8% 65.8 1.9% 17% False False 73,094
120 4,411.0 3,359.0 1,052.0 30.5% 69.2 2.0% 9% False False 60,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.1
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,021.8
2.618 3,834.1
1.618 3,719.1
1.000 3,648.0
0.618 3,604.1
HIGH 3,533.0
0.618 3,489.1
0.500 3,475.5
0.382 3,461.9
LOW 3,418.0
0.618 3,346.9
1.000 3,303.0
1.618 3,231.9
2.618 3,116.9
4.250 2,929.3
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 3,475.5 3,501.5
PP 3,468.0 3,485.3
S1 3,460.5 3,469.2

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

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