Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 3,304.0 3,376.0 72.0 2.2% 3,261.0
High 3,381.0 3,391.0 10.0 0.3% 3,391.0
Low 3,279.0 3,355.0 76.0 2.3% 3,251.0
Close 3,365.0 3,373.0 8.0 0.2% 3,373.0
Range 102.0 36.0 -66.0 -64.7% 140.0
ATR 74.2 71.4 -2.7 -3.7% 0.0
Volume 1,358,688 901,313 -457,375 -33.7% 4,330,182
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 3,481.0 3,463.0 3,392.8
R3 3,445.0 3,427.0 3,382.9
R2 3,409.0 3,409.0 3,379.6
R1 3,391.0 3,391.0 3,376.3 3,382.0
PP 3,373.0 3,373.0 3,373.0 3,368.5
S1 3,355.0 3,355.0 3,369.7 3,346.0
S2 3,337.0 3,337.0 3,366.4
S3 3,301.0 3,319.0 3,363.1
S4 3,265.0 3,283.0 3,353.2
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 3,758.3 3,705.7 3,450.0
R3 3,618.3 3,565.7 3,411.5
R2 3,478.3 3,478.3 3,398.7
R1 3,425.7 3,425.7 3,385.8 3,452.0
PP 3,338.3 3,338.3 3,338.3 3,351.5
S1 3,285.7 3,285.7 3,360.2 3,312.0
S2 3,198.3 3,198.3 3,347.3
S3 3,058.3 3,145.7 3,334.5
S4 2,918.3 3,005.7 3,296.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,391.0 3,251.0 140.0 4.2% 67.0 2.0% 87% True False 866,036
10 3,409.0 3,251.0 158.0 4.7% 63.3 1.9% 77% False False 958,927
20 3,474.0 3,251.0 223.0 6.6% 66.0 2.0% 55% False False 1,056,609
40 3,474.0 3,107.0 367.0 10.9% 73.8 2.2% 72% False False 1,335,503
60 3,753.0 3,107.0 646.0 19.2% 75.6 2.2% 41% False False 1,250,300
80 3,905.0 3,107.0 798.0 23.7% 68.8 2.0% 33% False False 939,090
100 3,905.0 3,107.0 798.0 23.7% 66.5 2.0% 33% False False 751,512
120 3,905.0 3,107.0 798.0 23.7% 69.5 2.1% 33% False False 628,544
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 16.6
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 3,544.0
2.618 3,485.2
1.618 3,449.2
1.000 3,427.0
0.618 3,413.2
HIGH 3,391.0
0.618 3,377.2
0.500 3,373.0
0.382 3,368.8
LOW 3,355.0
0.618 3,332.8
1.000 3,319.0
1.618 3,296.8
2.618 3,260.8
4.250 3,202.0
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 3,373.0 3,358.2
PP 3,373.0 3,343.3
S1 3,373.0 3,328.5

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

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