Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 3,166.0 3,166.0 0.0 0.0% 3,300.0
High 3,182.0 3,182.0 0.0 0.0% 3,336.0
Low 3,089.0 3,089.0 0.0 0.0% 3,176.0
Close 3,144.0 3,144.0 0.0 0.0% 3,277.0
Range 93.0 93.0 0.0 0.0% 160.0
ATR 90.5 90.7 0.2 0.2% 0.0
Volume 3,479,886 0 -3,479,886 -100.0% 9,524,287
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 3,417.3 3,373.7 3,195.2
R3 3,324.3 3,280.7 3,169.6
R2 3,231.3 3,231.3 3,161.1
R1 3,187.7 3,187.7 3,152.5 3,163.0
PP 3,138.3 3,138.3 3,138.3 3,126.0
S1 3,094.7 3,094.7 3,135.5 3,070.0
S2 3,045.3 3,045.3 3,127.0
S3 2,952.3 3,001.7 3,118.4
S4 2,859.3 2,908.7 3,092.9
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 3,743.0 3,670.0 3,365.0
R3 3,583.0 3,510.0 3,321.0
R2 3,423.0 3,423.0 3,306.3
R1 3,350.0 3,350.0 3,291.7 3,306.5
PP 3,263.0 3,263.0 3,263.0 3,241.3
S1 3,190.0 3,190.0 3,262.3 3,146.5
S2 3,103.0 3,103.0 3,247.7
S3 2,943.0 3,030.0 3,233.0
S4 2,783.0 2,870.0 3,189.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,285.0 3,089.0 196.0 6.2% 80.8 2.6% 28% False True 1,804,008
10 3,403.0 3,089.0 314.0 10.0% 85.9 2.7% 18% False True 1,855,805
20 3,438.0 3,089.0 349.0 11.1% 74.3 2.4% 16% False True 1,393,257
40 3,474.0 3,089.0 385.0 12.2% 71.9 2.3% 14% False True 1,295,778
60 3,499.0 3,089.0 410.0 13.0% 77.6 2.5% 13% False True 1,459,044
80 3,822.0 3,089.0 733.0 23.3% 74.2 2.4% 8% False True 1,194,195
100 3,905.0 3,089.0 816.0 26.0% 68.4 2.2% 7% False True 955,839
120 3,905.0 3,089.0 816.0 26.0% 68.3 2.2% 7% False True 796,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 26.3
Fibonacci Retracements and Extensions
4.250 3,577.3
2.618 3,425.5
1.618 3,332.5
1.000 3,275.0
0.618 3,239.5
HIGH 3,182.0
0.618 3,146.5
0.500 3,135.5
0.382 3,124.5
LOW 3,089.0
0.618 3,031.5
1.000 2,996.0
1.618 2,938.5
2.618 2,845.5
4.250 2,693.8
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 3,141.2 3,187.0
PP 3,138.3 3,172.7
S1 3,135.5 3,158.3

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

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