Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary
Previous Current
26-Mar-2008 27-Mar-2008 Change Change % Previous Week
Open 3,554.0 3,551.0 -3.0 -0.1% 3,407.0
High 3,574.0 3,619.0 45.0 1.3% 3,558.0
Low 3,538.0 3,551.0 13.0 0.4% 3,359.0
Close 3,558.0 3,599.0 41.0 1.2% 3,450.0
Range 36.0 68.0 32.0 88.9% 199.0
ATR 101.8 99.4 -2.4 -2.4% 0.0
Volume 350 1,149 799 228.3% 192,012
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 3,793.7 3,764.3 3,636.4
R3 3,725.7 3,696.3 3,617.7
R2 3,657.7 3,657.7 3,611.5
R1 3,628.3 3,628.3 3,605.2 3,643.0
PP 3,589.7 3,589.7 3,589.7 3,597.0
S1 3,560.3 3,560.3 3,592.8 3,575.0
S2 3,521.7 3,521.7 3,586.5
S3 3,453.7 3,492.3 3,580.3
S4 3,385.7 3,424.3 3,561.6
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 4,052.7 3,950.3 3,559.5
R3 3,853.7 3,751.3 3,504.7
R2 3,654.7 3,654.7 3,486.5
R1 3,552.3 3,552.3 3,468.2 3,603.5
PP 3,455.7 3,455.7 3,455.7 3,481.3
S1 3,353.3 3,353.3 3,431.8 3,404.5
S2 3,256.7 3,256.7 3,413.5
S3 3,057.7 3,154.3 3,395.3
S4 2,858.7 2,955.3 3,340.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,619.0 3,415.0 204.0 5.7% 78.4 2.2% 90% True False 13,779
10 3,633.0 3,359.0 274.0 7.6% 95.9 2.7% 88% False False 25,260
20 3,826.0 3,359.0 467.0 13.0% 84.8 2.4% 51% False False 14,099
40 3,870.0 3,359.0 511.0 14.2% 75.5 2.1% 47% False False 7,669
60 4,411.0 3,359.0 1,052.0 29.2% 79.1 2.2% 23% False False 5,245
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,908.0
2.618 3,797.0
1.618 3,729.0
1.000 3,687.0
0.618 3,661.0
HIGH 3,619.0
0.618 3,593.0
0.500 3,585.0
0.382 3,577.0
LOW 3,551.0
0.618 3,509.0
1.000 3,483.0
1.618 3,441.0
2.618 3,373.0
4.250 3,262.0
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 3,594.3 3,589.8
PP 3,589.7 3,580.7
S1 3,585.0 3,571.5

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

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