Dow Jones EURO STOXX 50 Index Future December 2008

Trading Metrics calculated at close of trading on 04-Sep-2008

Day Change Summary
	Previous	Current
	03-Sep-2008	04-Sep-2008	Change	Change %	Previous Week
Open	3,405.0	3,393.0	-12.0	-0.4%	3,333.0
High	3,422.0	3,397.0	-25.0	-0.7%	3,410.0
Low	3,379.0	3,261.0	-118.0	-3.5%	3,274.0
Close	3,398.0	3,300.0	-98.0	-2.9%	3,394.0
Range	43.0	136.0	93.0	216.3%	136.0
ATR	66.9	71.9	5.0	7.5%	0.0
Volume	22,482	28,682	6,200	27.6%	55,109

Daily Pivots for day following 04-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	3,727.3	3,649.7	3,374.8
R3	3,591.3	3,513.7	3,337.4
R2	3,455.3	3,455.3	3,324.9
R1	3,377.7	3,377.7	3,312.5	3,348.5
PP	3,319.3	3,319.3	3,319.3	3,304.8
S1	3,241.7	3,241.7	3,287.5	3,212.5
S2	3,183.3	3,183.3	3,275.1
S3	3,047.3	3,105.7	3,262.6
S4	2,911.3	2,969.7	3,225.2

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	3,767.3	3,716.7	3,468.8
R3	3,631.3	3,580.7	3,431.4
R2	3,495.3	3,495.3	3,418.9
R1	3,444.7	3,444.7	3,406.5	3,470.0
PP	3,359.3	3,359.3	3,359.3	3,372.0
S1	3,308.7	3,308.7	3,381.5	3,334.0
S2	3,223.3	3,223.3	3,369.1
S3	3,087.3	3,172.7	3,356.6
S4	2,951.3	3,036.7	3,319.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,457.0	3,261.0	196.0	5.9%	69.0	2.1%	20%	False	True	15,004
10	3,457.0	3,261.0	196.0	5.9%	69.2	2.1%	20%	False	True	13,465
20	3,494.0	3,261.0	233.0	7.1%	63.7	1.9%	17%	False	True	8,542
40	3,494.0	3,133.0	361.0	10.9%	68.5	2.1%	46%	False	False	6,649
60	3,640.0	3,133.0	507.0	15.4%	69.1	2.1%	33%	False	False	6,998
80	3,931.0	3,133.0	798.0	24.2%	64.5	2.0%	21%	False	False	6,160
100	3,931.0	3,133.0	798.0	24.2%	59.5	1.8%	21%	False	False	5,146

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	11.9
Widest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	3,975.0
2.618	3,753.0
1.618	3,617.0
1.000	3,533.0
0.618	3,481.0
HIGH	3,397.0
0.618	3,345.0
0.500	3,329.0
0.382	3,313.0
LOW	3,261.0
0.618	3,177.0
1.000	3,125.0
1.618	3,041.0
2.618	2,905.0
4.250	2,683.0

Fisher Pivots for day following 04-Sep-2008
Pivot	1 day	3 day
R1	3,329.0	3,359.0
PP	3,319.3	3,339.3
S1	3,309.7	3,319.7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols