Dow Jones EURO STOXX 50 Index Future September 2008


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 3,119.0 3,010.0 -109.0 -3.5% 3,166.0
High 3,147.0 3,125.0 -22.0 -0.7% 3,182.0
Low 2,973.0 2,948.0 -25.0 -0.8% 2,948.0
Close 3,006.0 2,997.0 -9.0 -0.3% 2,997.0
Range 174.0 177.0 3.0 1.7% 234.0
ATR 98.3 103.9 5.6 5.7% 0.0
Volume
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 3,554.3 3,452.7 3,094.4
R3 3,377.3 3,275.7 3,045.7
R2 3,200.3 3,200.3 3,029.5
R1 3,098.7 3,098.7 3,013.2 3,061.0
PP 3,023.3 3,023.3 3,023.3 3,004.5
S1 2,921.7 2,921.7 2,980.8 2,884.0
S2 2,846.3 2,846.3 2,964.6
S3 2,669.3 2,744.7 2,948.3
S4 2,492.3 2,567.7 2,899.7
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 3,744.3 3,604.7 3,125.7
R3 3,510.3 3,370.7 3,061.4
R2 3,276.3 3,276.3 3,039.9
R1 3,136.7 3,136.7 3,018.5 3,089.5
PP 3,042.3 3,042.3 3,042.3 3,018.8
S1 2,902.7 2,902.7 2,975.6 2,855.5
S2 2,808.3 2,808.3 2,954.1
S3 2,574.3 2,668.7 2,932.7
S4 2,340.3 2,434.7 2,868.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,182.0 2,948.0 234.0 7.8% 129.4 4.3% 21% False True 695,977
10 3,336.0 2,948.0 388.0 12.9% 104.3 3.5% 13% False True 1,300,417
20 3,438.0 2,948.0 490.0 16.3% 89.8 3.0% 10% False True 1,238,866
40 3,474.0 2,948.0 526.0 17.6% 78.1 2.6% 9% False True 1,197,546
60 3,474.0 2,948.0 526.0 17.6% 80.8 2.7% 9% False True 1,382,595
80 3,822.0 2,948.0 874.0 29.2% 78.2 2.6% 6% False True 1,194,003
100 3,905.0 2,948.0 957.0 31.9% 71.9 2.4% 5% False True 955,811
120 3,905.0 2,948.0 957.0 31.9% 69.5 2.3% 5% False True 796,672
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 34.7
Widest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 3,877.3
2.618 3,588.4
1.618 3,411.4
1.000 3,302.0
0.618 3,234.4
HIGH 3,125.0
0.618 3,057.4
0.500 3,036.5
0.382 3,015.6
LOW 2,948.0
0.618 2,838.6
1.000 2,771.0
1.618 2,661.6
2.618 2,484.6
4.250 2,195.8
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 3,036.5 3,047.5
PP 3,023.3 3,030.7
S1 3,010.2 3,013.8

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

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