Dow Jones EURO STOXX 50 Index Future September 2008

Trading Metrics calculated at close of trading on 30-Jun-2008

Day Change Summary
	Previous	Current
	27-Jun-2008	30-Jun-2008	Change	Change %	Previous Week
Open	3,378.0	3,355.0	-23.0	-0.7%	3,444.0
High	3,391.0	3,387.0	-4.0	-0.1%	3,499.0
Low	3,327.0	3,321.0	-6.0	-0.2%	3,327.0
Close	3,369.0	3,380.0	11.0	0.3%	3,369.0
Range	64.0	66.0	2.0	3.1%	172.0
ATR	71.4	71.0	-0.4	-0.5%	0.0
Volume	1,804,635	1,502,317	-302,318	-16.8%	7,450,256

Daily Pivots for day following 30-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	3,560.7	3,536.3	3,416.3
R3	3,494.7	3,470.3	3,398.2
R2	3,428.7	3,428.7	3,392.1
R1	3,404.3	3,404.3	3,386.1	3,416.5
PP	3,362.7	3,362.7	3,362.7	3,368.8
S1	3,338.3	3,338.3	3,374.0	3,350.5
S2	3,296.7	3,296.7	3,367.9
S3	3,230.7	3,272.3	3,361.9
S4	3,164.7	3,206.3	3,343.7

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	3,321.0	178.0	5.3%	80.2	2.4%	33%	False	True	1,578,780
10	3,613.0	3,321.0	292.0	8.6%	71.5	2.1%	20%	False	True	1,479,835
20	3,776.0	3,321.0	455.0	13.5%	71.3	2.1%	13%	False	True	792,858
40	3,905.0	3,321.0	584.0	17.3%	59.9	1.8%	10%	False	True	398,294
60	3,905.0	3,321.0	584.0	17.3%	58.4	1.7%	10%	False	True	265,845
80	3,905.0	3,321.0	584.0	17.3%	66.1	2.0%	10%	False	True	202,927
100	3,905.0	3,321.0	584.0	17.3%	65.8	1.9%	10%	False	True	162,517
120	4,268.0	3,321.0	947.0	28.0%	70.8	2.1%	6%	False	True	135,566

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,667.5
2.618	3,559.8
1.618	3,493.8
1.000	3,453.0
0.618	3,427.8
HIGH	3,387.0
0.618	3,361.8
0.500	3,354.0
0.382	3,346.2
LOW	3,321.0
0.618	3,280.2
1.000	3,255.0
1.618	3,214.2
2.618	3,148.2
4.250	3,040.5

Fisher Pivots for day following 30-Jun-2008
Pivot	1 day	3 day
R1	3,371.3	3,392.5
PP	3,362.7	3,388.3
S1	3,354.0	3,384.2

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