Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 3,870.0 3,869.0 -1.0 0.0% 3,800.0
High 3,905.0 3,870.0 -35.0 -0.9% 3,891.0
Low 3,859.0 3,831.0 -28.0 -0.7% 3,772.0
Close 3,895.0 3,843.0 -52.0 -1.3% 3,852.0
Range 46.0 39.0 -7.0 -15.2% 119.0
ATR 59.8 60.1 0.3 0.5% 0.0
Volume 17,682 613 -17,069 -96.5% 8,299
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 3,965.0 3,943.0 3,864.5
R3 3,926.0 3,904.0 3,853.7
R2 3,887.0 3,887.0 3,850.2
R1 3,865.0 3,865.0 3,846.6 3,856.5
PP 3,848.0 3,848.0 3,848.0 3,843.8
S1 3,826.0 3,826.0 3,839.4 3,817.5
S2 3,809.0 3,809.0 3,835.9
S3 3,770.0 3,787.0 3,832.3
S4 3,731.0 3,748.0 3,821.6
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 4,195.3 4,142.7 3,917.5
R3 4,076.3 4,023.7 3,884.7
R2 3,957.3 3,957.3 3,873.8
R1 3,904.7 3,904.7 3,862.9 3,931.0
PP 3,838.3 3,838.3 3,838.3 3,851.5
S1 3,785.7 3,785.7 3,841.1 3,812.0
S2 3,719.3 3,719.3 3,830.2
S3 3,600.3 3,666.7 3,819.3
S4 3,481.3 3,547.7 3,786.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,905.0 3,800.0 105.0 2.7% 47.4 1.2% 41% False False 5,123
10 3,905.0 3,765.0 140.0 3.6% 44.3 1.2% 56% False False 3,390
20 3,905.0 3,653.0 252.0 6.6% 47.6 1.2% 75% False False 2,164
40 3,905.0 3,522.0 383.0 10.0% 56.9 1.5% 84% False False 1,562
60 3,905.0 3,359.0 546.0 14.2% 66.0 1.7% 89% False False 5,713
80 3,905.0 3,359.0 546.0 14.2% 67.1 1.7% 89% False False 4,594
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 12.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,035.8
2.618 3,972.1
1.618 3,933.1
1.000 3,909.0
0.618 3,894.1
HIGH 3,870.0
0.618 3,855.1
0.500 3,850.5
0.382 3,845.9
LOW 3,831.0
0.618 3,806.9
1.000 3,792.0
1.618 3,767.9
2.618 3,728.9
4.250 3,665.3
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 3,850.5 3,868.0
PP 3,848.0 3,859.7
S1 3,845.5 3,851.3

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

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