Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 3,202.0 3,174.0 -28.0 -0.9% 3,315.0
High 3,206.0 3,238.0 32.0 1.0% 3,371.0
Low 3,126.0 3,107.0 -19.0 -0.6% 3,202.0
Close 3,171.0 3,191.0 20.0 0.6% 3,220.0
Range 80.0 131.0 51.0 63.8% 169.0
ATR 83.3 86.7 3.4 4.1% 0.0
Volume 2,670,091 2,312,730 -357,361 -13.4% 8,811,676
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 3,571.7 3,512.3 3,263.1
R3 3,440.7 3,381.3 3,227.0
R2 3,309.7 3,309.7 3,215.0
R1 3,250.3 3,250.3 3,203.0 3,280.0
PP 3,178.7 3,178.7 3,178.7 3,193.5
S1 3,119.3 3,119.3 3,179.0 3,149.0
S2 3,047.7 3,047.7 3,167.0
S3 2,916.7 2,988.3 3,155.0
S4 2,785.7 2,857.3 3,119.0
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 3,354.0 3,107.0 247.0 7.7% 95.6 3.0% 34% False True 2,138,339
10 3,371.0 3,107.0 264.0 8.3% 90.5 2.8% 32% False True 1,905,154
20 3,585.0 3,107.0 478.0 15.0% 83.9 2.6% 18% False True 1,730,861
40 3,854.0 3,107.0 747.0 23.4% 72.8 2.3% 11% False True 927,570
60 3,905.0 3,107.0 798.0 25.0% 64.4 2.0% 11% False True 619,101
80 3,905.0 3,107.0 798.0 25.0% 64.9 2.0% 11% False True 464,566
100 3,905.0 3,107.0 798.0 25.0% 68.8 2.2% 11% False True 374,456
120 3,905.0 3,107.0 798.0 25.0% 69.0 2.2% 11% False True 312,253
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 24.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,794.8
2.618 3,581.0
1.618 3,450.0
1.000 3,369.0
0.618 3,319.0
HIGH 3,238.0
0.618 3,188.0
0.500 3,172.5
0.382 3,157.0
LOW 3,107.0
0.618 3,026.0
1.000 2,976.0
1.618 2,895.0
2.618 2,764.0
4.250 2,550.3
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 3,184.8 3,190.8
PP 3,178.7 3,190.7
S1 3,172.5 3,190.5

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

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