Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 3,305.0 3,294.0 -11.0 -0.3% 3,444.0
High 3,360.0 3,369.0 9.0 0.3% 3,499.0
Low 3,275.0 3,261.0 -14.0 -0.4% 3,327.0
Close 3,315.0 3,357.0 42.0 1.3% 3,369.0
Range 85.0 108.0 23.0 27.1% 172.0
ATR 75.1 77.5 2.3 3.1% 0.0
Volume 1,482,722 2,143,594 660,872 44.6% 7,450,256
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 3,653.0 3,613.0 3,416.4
R3 3,545.0 3,505.0 3,386.7
R2 3,437.0 3,437.0 3,376.8
R1 3,397.0 3,397.0 3,366.9 3,417.0
PP 3,329.0 3,329.0 3,329.0 3,339.0
S1 3,289.0 3,289.0 3,347.1 3,309.0
S2 3,221.0 3,221.0 3,337.2
S3 3,113.0 3,181.0 3,327.3
S4 3,005.0 3,073.0 3,297.6
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 3,391.0 3,261.0 130.0 3.9% 86.8 2.6% 74% False True 1,817,688
10 3,533.0 3,261.0 272.0 8.1% 86.0 2.6% 35% False True 1,659,674
20 3,753.0 3,261.0 492.0 14.7% 79.0 2.4% 20% False True 1,079,896
40 3,905.0 3,261.0 644.0 19.2% 63.8 1.9% 15% False True 542,677
60 3,905.0 3,261.0 644.0 19.2% 61.6 1.8% 15% False True 362,185
80 3,905.0 3,261.0 644.0 19.2% 67.4 2.0% 15% False True 275,064
100 3,905.0 3,261.0 644.0 19.2% 67.6 2.0% 15% False True 220,319
120 4,212.0 3,261.0 951.0 28.3% 72.3 2.2% 10% False True 183,742
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 15.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,828.0
2.618 3,651.7
1.618 3,543.7
1.000 3,477.0
0.618 3,435.7
HIGH 3,369.0
0.618 3,327.7
0.500 3,315.0
0.382 3,302.3
LOW 3,261.0
0.618 3,194.3
1.000 3,153.0
1.618 3,086.3
2.618 2,978.3
4.250 2,802.0
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 3,343.0 3,343.7
PP 3,329.0 3,330.3
S1 3,315.0 3,317.0

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

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