Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 3,318.0 3,308.0 -10.0 -0.3% 3,355.0
High 3,334.0 3,428.0 94.0 2.8% 3,417.0
Low 3,292.0 3,303.0 11.0 0.3% 3,282.0
Close 3,297.0 3,395.0 98.0 3.0% 3,326.0
Range 42.0 125.0 83.0 197.6% 135.0
ATR 79.4 83.1 3.7 4.6% 0.0
Volume 981,437 1,437,827 456,390 46.5% 6,322,503
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 3,750.3 3,697.7 3,463.8
R3 3,625.3 3,572.7 3,429.4
R2 3,500.3 3,500.3 3,417.9
R1 3,447.7 3,447.7 3,406.5 3,474.0
PP 3,375.3 3,375.3 3,375.3 3,388.5
S1 3,322.7 3,322.7 3,383.5 3,349.0
S2 3,250.3 3,250.3 3,372.1
S3 3,125.3 3,197.7 3,360.6
S4 3,000.3 3,072.7 3,326.3
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 3,746.7 3,671.3 3,400.3
R3 3,611.7 3,536.3 3,363.1
R2 3,476.7 3,476.7 3,350.8
R1 3,401.3 3,401.3 3,338.4 3,371.5
PP 3,341.7 3,341.7 3,341.7 3,326.8
S1 3,266.3 3,266.3 3,313.6 3,236.5
S2 3,206.7 3,206.7 3,301.3
S3 3,071.7 3,131.3 3,288.9
S4 2,936.7 2,996.3 3,251.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,428.0 3,292.0 136.0 4.0% 69.8 2.1% 76% True False 1,298,914
10 3,432.0 3,282.0 150.0 4.4% 72.3 2.1% 75% False False 1,267,105
20 3,432.0 3,107.0 325.0 9.6% 81.8 2.4% 89% False False 1,572,664
40 3,635.0 3,107.0 528.0 15.6% 79.3 2.3% 55% False False 1,407,066
60 3,905.0 3,107.0 798.0 23.5% 71.3 2.1% 36% False False 940,184
80 3,905.0 3,107.0 798.0 23.5% 66.3 2.0% 36% False False 705,451
100 3,905.0 3,107.0 798.0 23.5% 69.9 2.1% 36% False False 566,904
120 3,905.0 3,107.0 798.0 23.5% 69.7 2.1% 36% False False 472,786
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 15.8
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3,959.3
2.618 3,755.3
1.618 3,630.3
1.000 3,553.0
0.618 3,505.3
HIGH 3,428.0
0.618 3,380.3
0.500 3,365.5
0.382 3,350.8
LOW 3,303.0
0.618 3,225.8
1.000 3,178.0
1.618 3,100.8
2.618 2,975.8
4.250 2,771.8
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 3,385.2 3,383.3
PP 3,375.3 3,371.7
S1 3,365.5 3,360.0

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

View Archives - Comment on this page... - Back to Index of Symbols