Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 3,310.0 3,377.0 67.0 2.0% 3,350.0
High 3,374.0 3,407.0 33.0 1.0% 3,432.0
Low 3,282.0 3,360.0 78.0 2.4% 3,285.0
Close 3,344.0 3,389.0 45.0 1.3% 3,368.0
Range 92.0 47.0 -45.0 -48.9% 147.0
ATR 86.3 84.6 -1.7 -1.9% 0.0
Volume 1,310,200 1,344,301 34,101 2.6% 6,461,761
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 3,526.3 3,504.7 3,414.9
R3 3,479.3 3,457.7 3,401.9
R2 3,432.3 3,432.3 3,397.6
R1 3,410.7 3,410.7 3,393.3 3,421.5
PP 3,385.3 3,385.3 3,385.3 3,390.8
S1 3,363.7 3,363.7 3,384.7 3,374.5
S2 3,338.3 3,338.3 3,380.4
S3 3,291.3 3,316.7 3,376.1
S4 3,244.3 3,269.7 3,363.2
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 3,802.7 3,732.3 3,448.9
R3 3,655.7 3,585.3 3,408.4
R2 3,508.7 3,508.7 3,395.0
R1 3,438.3 3,438.3 3,381.5 3,473.5
PP 3,361.7 3,361.7 3,361.7 3,379.3
S1 3,291.3 3,291.3 3,354.5 3,326.5
S2 3,214.7 3,214.7 3,341.1
S3 3,067.7 3,144.3 3,327.6
S4 2,920.7 2,997.3 3,287.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,432.0 3,282.0 150.0 4.4% 74.2 2.2% 71% False False 1,235,798
10 3,432.0 3,218.0 214.0 6.3% 78.6 2.3% 80% False False 1,413,170
20 3,432.0 3,107.0 325.0 9.6% 84.6 2.5% 87% False False 1,659,162
40 3,756.0 3,107.0 649.0 19.2% 79.5 2.3% 43% False False 1,279,740
60 3,905.0 3,107.0 798.0 23.5% 69.0 2.0% 35% False False 854,473
80 3,905.0 3,107.0 798.0 23.5% 66.0 1.9% 35% False False 641,113
100 3,905.0 3,107.0 798.0 23.5% 70.2 2.1% 35% False False 515,703
120 3,905.0 3,107.0 798.0 23.5% 69.6 2.1% 35% False False 429,915
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 22.3
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 3,606.8
2.618 3,530.0
1.618 3,483.0
1.000 3,454.0
0.618 3,436.0
HIGH 3,407.0
0.618 3,389.0
0.500 3,383.5
0.382 3,378.0
LOW 3,360.0
0.618 3,331.0
1.000 3,313.0
1.618 3,284.0
2.618 3,237.0
4.250 3,160.3
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 3,387.2 3,374.2
PP 3,385.3 3,359.3
S1 3,383.5 3,344.5

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

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