Dow Jones EURO STOXX 50 Index Future September 2008

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

Day Change Summary
	Previous	Current
	10-Jul-2008	11-Jul-2008	Change	Change %	Previous Week
Open	3,309.0	3,333.0	24.0	0.7%	3,315.0
High	3,354.0	3,335.0	-19.0	-0.6%	3,371.0
Low	3,287.0	3,202.0	-85.0	-2.6%	3,202.0
Close	3,301.0	3,220.0	-81.0	-2.5%	3,220.0
Range	67.0	133.0	66.0	98.5%	169.0
ATR	77.8	81.7	3.9	5.1%	0.0
Volume	1,921,646	2,156,496	234,850	12.2%	8,811,676

Daily Pivots for day following 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	3,651.3	3,568.7	3,293.2
R3	3,518.3	3,435.7	3,256.6
R2	3,385.3	3,385.3	3,244.4
R1	3,302.7	3,302.7	3,232.2	3,277.5
PP	3,252.3	3,252.3	3,252.3	3,239.8
S1	3,169.7	3,169.7	3,207.8	3,144.5
S2	3,119.3	3,119.3	3,195.6
S3	2,986.3	3,036.7	3,183.4
S4	2,853.3	2,903.7	3,146.9

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	3,771.3	3,664.7	3,313.0
R3	3,602.3	3,495.7	3,266.5
R2	3,433.3	3,433.3	3,251.0
R1	3,326.7	3,326.7	3,235.5	3,295.5
PP	3,264.3	3,264.3	3,264.3	3,248.8
S1	3,157.7	3,157.7	3,204.5	3,126.5
S2	3,095.3	3,095.3	3,189.0
S3	2,926.3	2,988.7	3,173.5
S4	2,757.3	2,819.7	3,127.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,371.0	3,202.0	169.0	5.2%	86.8	2.7%	11%	False	True	1,762,335
10	3,391.0	3,202.0	189.0	5.9%	86.8	2.7%	10%	False	True	1,790,011
20	3,613.0	3,202.0	411.0	12.8%	79.8	2.5%	4%	False	True	1,508,298
40	3,905.0	3,202.0	703.0	21.8%	69.0	2.1%	3%	False	True	762,709
60	3,905.0	3,202.0	703.0	21.8%	62.9	2.0%	3%	False	True	508,905
80	3,905.0	3,202.0	703.0	21.8%	65.9	2.0%	3%	False	True	383,494
100	3,905.0	3,202.0	703.0	21.8%	67.8	2.1%	3%	False	True	308,378
120	3,905.0	3,202.0	703.0	21.8%	70.7	2.2%	3%	False	True	257,145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.7
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	3,900.3
2.618	3,683.2
1.618	3,550.2
1.000	3,468.0
0.618	3,417.2
HIGH	3,335.0
0.618	3,284.2
0.500	3,268.5
0.382	3,252.8
LOW	3,202.0
0.618	3,119.8
1.000	3,069.0
1.618	2,986.8
2.618	2,853.8
4.250	2,636.8

Fisher Pivots for day following 11-Jul-2008
Pivot	1 day	3 day
R1	3,268.5	3,286.5
PP	3,252.3	3,264.3
S1	3,236.2	3,242.2

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