Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 3,435.0 3,449.0 14.0 0.4% 3,318.0
High 3,474.0 3,468.0 -6.0 -0.2% 3,456.0
Low 3,417.0 3,421.0 4.0 0.1% 3,292.0
Close 3,453.0 3,445.0 -8.0 -0.2% 3,415.0
Range 57.0 47.0 -10.0 -17.5% 164.0
ATR 80.0 77.6 -2.4 -2.9% 0.0
Volume 894,921 1,119,134 224,213 25.1% 6,003,309
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 3,585.7 3,562.3 3,470.9
R3 3,538.7 3,515.3 3,457.9
R2 3,491.7 3,491.7 3,453.6
R1 3,468.3 3,468.3 3,449.3 3,456.5
PP 3,444.7 3,444.7 3,444.7 3,438.8
S1 3,421.3 3,421.3 3,440.7 3,409.5
S2 3,397.7 3,397.7 3,436.4
S3 3,350.7 3,374.3 3,432.1
S4 3,303.7 3,327.3 3,419.2
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 3,879.7 3,811.3 3,505.2
R3 3,715.7 3,647.3 3,460.1
R2 3,551.7 3,551.7 3,445.1
R1 3,483.3 3,483.3 3,430.0 3,517.5
PP 3,387.7 3,387.7 3,387.7 3,404.8
S1 3,319.3 3,319.3 3,400.0 3,353.5
S2 3,223.7 3,223.7 3,384.9
S3 3,059.7 3,155.3 3,369.9
S4 2,895.7 2,991.3 3,324.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,474.0 3,357.0 117.0 3.4% 65.6 1.9% 75% False False 1,119,620
10 3,474.0 3,292.0 182.0 5.3% 67.7 2.0% 84% False False 1,209,267
20 3,474.0 3,107.0 367.0 10.7% 77.4 2.2% 92% False False 1,359,640
40 3,613.0 3,107.0 506.0 14.7% 78.7 2.3% 67% False False 1,522,128
60 3,870.0 3,107.0 763.0 22.1% 72.8 2.1% 44% False False 1,033,058
80 3,905.0 3,107.0 798.0 23.2% 66.7 1.9% 42% False False 775,328
100 3,905.0 3,107.0 798.0 23.2% 66.9 1.9% 42% False False 620,512
120 3,905.0 3,107.0 798.0 23.2% 69.4 2.0% 42% False False 519,392
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,667.8
2.618 3,591.0
1.618 3,544.0
1.000 3,515.0
0.618 3,497.0
HIGH 3,468.0
0.618 3,450.0
0.500 3,444.5
0.382 3,439.0
LOW 3,421.0
0.618 3,392.0
1.000 3,374.0
1.618 3,345.0
2.618 3,298.0
4.250 3,221.3
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 3,444.8 3,435.2
PP 3,444.7 3,425.3
S1 3,444.5 3,415.5

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

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