Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 3,355.0 3,368.0 13.0 0.4% 3,444.0
High 3,387.0 3,373.0 -14.0 -0.4% 3,499.0
Low 3,321.0 3,262.0 -59.0 -1.8% 3,327.0
Close 3,380.0 3,321.0 -59.0 -1.7% 3,369.0
Range 66.0 111.0 45.0 68.2% 172.0
ATR 71.0 74.4 3.4 4.7% 0.0
Volume 1,502,317 2,155,172 652,855 43.5% 7,450,256
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 3,651.7 3,597.3 3,382.1
R3 3,540.7 3,486.3 3,351.5
R2 3,429.7 3,429.7 3,341.4
R1 3,375.3 3,375.3 3,331.2 3,347.0
PP 3,318.7 3,318.7 3,318.7 3,304.5
S1 3,264.3 3,264.3 3,310.8 3,236.0
S2 3,207.7 3,207.7 3,300.7
S3 3,096.7 3,153.3 3,290.5
S4 2,985.7 3,042.3 3,260.0
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 3,262.0 237.0 7.1% 85.0 2.6% 25% False True 1,677,296
10 3,585.0 3,262.0 323.0 9.7% 77.2 2.3% 18% False True 1,556,568
20 3,756.0 3,262.0 494.0 14.9% 74.5 2.2% 12% False True 900,318
40 3,905.0 3,262.0 643.0 19.4% 61.3 1.8% 9% False True 452,129
60 3,905.0 3,262.0 643.0 19.4% 59.9 1.8% 9% False True 301,763
80 3,905.0 3,262.0 643.0 19.4% 66.6 2.0% 9% False True 229,838
100 3,905.0 3,262.0 643.0 19.4% 66.7 2.0% 9% False True 184,065
120 4,245.0 3,262.0 983.0 29.6% 71.5 2.2% 6% False True 153,525
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 10.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,844.8
2.618 3,663.6
1.618 3,552.6
1.000 3,484.0
0.618 3,441.6
HIGH 3,373.0
0.618 3,330.6
0.500 3,317.5
0.382 3,304.4
LOW 3,262.0
0.618 3,193.4
1.000 3,151.0
1.618 3,082.4
2.618 2,971.4
4.250 2,790.3
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 3,319.8 3,326.5
PP 3,318.7 3,324.7
S1 3,317.5 3,322.8

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

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