Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 01-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 01-Sep-2008 Change Change % Previous Week
Open 3,376.0 3,353.0 -23.0 -0.7% 3,261.0
High 3,391.0 3,384.0 -7.0 -0.2% 3,391.0
Low 3,355.0 3,336.0 -19.0 -0.6% 3,251.0
Close 3,373.0 3,369.0 -4.0 -0.1% 3,373.0
Range 36.0 48.0 12.0 33.3% 140.0
ATR 71.4 69.8 -1.7 -2.3% 0.0
Volume 901,313 477,195 -424,118 -47.1% 4,330,182
Daily Pivots for day following 01-Sep-2008
Classic Woodie Camarilla DeMark
R4 3,507.0 3,486.0 3,395.4
R3 3,459.0 3,438.0 3,382.2
R2 3,411.0 3,411.0 3,377.8
R1 3,390.0 3,390.0 3,373.4 3,400.5
PP 3,363.0 3,363.0 3,363.0 3,368.3
S1 3,342.0 3,342.0 3,364.6 3,352.5
S2 3,315.0 3,315.0 3,360.2
S3 3,267.0 3,294.0 3,355.8
S4 3,219.0 3,246.0 3,342.6
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% 62.0 1.8% 84% False False 961,475
10 3,391.0 3,251.0 140.0 4.2% 60.3 1.8% 84% False False 919,781
20 3,474.0 3,251.0 223.0 6.6% 66.3 2.0% 53% False False 1,031,397
40 3,474.0 3,107.0 367.0 10.9% 73.1 2.2% 71% False False 1,310,874
60 3,645.0 3,107.0 538.0 16.0% 73.6 2.2% 49% False False 1,258,092
80 3,905.0 3,107.0 798.0 23.7% 69.0 2.0% 33% False False 945,018
100 3,905.0 3,107.0 798.0 23.7% 66.4 2.0% 33% False False 756,271
120 3,905.0 3,107.0 798.0 23.7% 68.9 2.0% 33% False False 632,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,588.0
2.618 3,509.7
1.618 3,461.7
1.000 3,432.0
0.618 3,413.7
HIGH 3,384.0
0.618 3,365.7
0.500 3,360.0
0.382 3,354.3
LOW 3,336.0
0.618 3,306.3
1.000 3,288.0
1.618 3,258.3
2.618 3,210.3
4.250 3,132.0
Fisher Pivots for day following 01-Sep-2008
Pivot 1 day 3 day
R1 3,366.0 3,357.7
PP 3,363.0 3,346.3
S1 3,360.0 3,335.0

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

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