Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 3,462.0 3,378.0 -84.0 -2.4% 3,444.0
High 3,464.0 3,391.0 -73.0 -2.1% 3,499.0
Low 3,352.0 3,327.0 -25.0 -0.7% 3,327.0
Close 3,394.0 3,369.0 -25.0 -0.7% 3,369.0
Range 112.0 64.0 -48.0 -42.9% 172.0
ATR 71.7 71.4 -0.3 -0.5% 0.0
Volume 1,663,083 1,804,635 141,552 8.5% 7,450,256
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 3,554.3 3,525.7 3,404.2
R3 3,490.3 3,461.7 3,386.6
R2 3,426.3 3,426.3 3,380.7
R1 3,397.7 3,397.7 3,374.9 3,380.0
PP 3,362.3 3,362.3 3,362.3 3,353.5
S1 3,333.7 3,333.7 3,363.1 3,316.0
S2 3,298.3 3,298.3 3,357.3
S3 3,234.3 3,269.7 3,351.4
S4 3,170.3 3,205.7 3,333.8
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 3,914.3 3,813.7 3,463.6
R3 3,742.3 3,641.7 3,416.3
R2 3,570.3 3,570.3 3,400.5
R1 3,469.7 3,469.7 3,384.8 3,434.0
PP 3,398.3 3,398.3 3,398.3 3,380.5
S1 3,297.7 3,297.7 3,353.2 3,262.0
S2 3,226.3 3,226.3 3,337.5
S3 3,054.3 3,125.7 3,321.7
S4 2,882.3 2,953.7 3,274.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,499.0 3,327.0 172.0 5.1% 75.0 2.2% 24% False True 1,490,051
10 3,613.0 3,327.0 286.0 8.5% 72.4 2.1% 15% False True 1,385,782
20 3,812.0 3,327.0 485.0 14.4% 72.2 2.1% 9% False True 718,148
40 3,905.0 3,327.0 578.0 17.2% 58.8 1.7% 7% False True 360,738
60 3,905.0 3,327.0 578.0 17.2% 58.2 1.7% 7% False True 240,813
80 3,905.0 3,327.0 578.0 17.2% 65.9 2.0% 7% False True 184,156
100 3,905.0 3,327.0 578.0 17.2% 65.6 1.9% 7% False True 147,498
120 4,280.0 3,327.0 953.0 28.3% 70.7 2.1% 4% False True 123,048
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 7.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,663.0
2.618 3,558.6
1.618 3,494.6
1.000 3,455.0
0.618 3,430.6
HIGH 3,391.0
0.618 3,366.6
0.500 3,359.0
0.382 3,351.4
LOW 3,327.0
0.618 3,287.4
1.000 3,263.0
1.618 3,223.4
2.618 3,159.4
4.250 3,055.0
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 3,365.7 3,413.0
PP 3,362.3 3,398.3
S1 3,359.0 3,383.7

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

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