Dow Jones EURO STOXX 50 Index Future September 2008

Trading Metrics calculated at close of trading on 11-Jun-2008

Day Change Summary
	Previous	Current
	10-Jun-2008	11-Jun-2008	Change	Change %	Previous Week
Open	3,597.0	3,615.0	18.0	0.5%	3,812.0
High	3,626.0	3,635.0	9.0	0.2%	3,812.0
Low	3,575.0	3,523.0	-52.0	-1.5%	3,589.0
Close	3,609.0	3,544.0	-65.0	-1.8%	3,634.0
Range	51.0	112.0	61.0	119.6%	223.0
ATR	62.8	66.3	3.5	5.6%	0.0
Volume	35,730	85,886	50,156	140.4%	58,569

Daily Pivots for day following 11-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	3,903.3	3,835.7	3,605.6
R3	3,791.3	3,723.7	3,574.8
R2	3,679.3	3,679.3	3,564.5
R1	3,611.7	3,611.7	3,554.3	3,589.5
PP	3,567.3	3,567.3	3,567.3	3,556.3
S1	3,499.7	3,499.7	3,533.7	3,477.5
S2	3,455.3	3,455.3	3,523.5
S3	3,343.3	3,387.7	3,513.2
S4	3,231.3	3,275.7	3,482.4

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	4,347.3	4,213.7	3,756.7
R3	4,124.3	3,990.7	3,695.3
R2	3,901.3	3,901.3	3,674.9
R1	3,767.7	3,767.7	3,654.4	3,723.0
PP	3,678.3	3,678.3	3,678.3	3,656.0
S1	3,544.7	3,544.7	3,613.6	3,500.0
S2	3,455.3	3,455.3	3,593.1
S3	3,232.3	3,321.7	3,572.7
S4	3,009.3	3,098.7	3,511.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,753.0	3,523.0	230.0	6.5%	83.8	2.4%	9%	False	True	31,267
10	3,822.0	3,523.0	299.0	8.4%	67.9	1.9%	7%	False	True	20,955
20	3,905.0	3,523.0	382.0	10.8%	58.7	1.7%	5%	False	True	12,272
40	3,905.0	3,523.0	382.0	10.8%	55.1	1.6%	5%	False	True	6,809
60	3,905.0	3,359.0	546.0	15.4%	61.8	1.7%	34%	False	False	7,971
80	3,905.0	3,359.0	546.0	15.4%	64.8	1.8%	34%	False	False	7,160
100	3,905.0	3,359.0	546.0	15.4%	70.9	2.0%	34%	False	False	5,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,111.0
2.618	3,928.2
1.618	3,816.2
1.000	3,747.0
0.618	3,704.2
HIGH	3,635.0
0.618	3,592.2
0.500	3,579.0
0.382	3,565.8
LOW	3,523.0
0.618	3,453.8
1.000	3,411.0
1.618	3,341.8
2.618	3,229.8
4.250	3,047.0

Fisher Pivots for day following 11-Jun-2008
Pivot	1 day	3 day
R1	3,579.0	3,584.0
PP	3,567.3	3,570.7
S1	3,555.7	3,557.3

Download as Excel Spreadsheet

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

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