Dow Jones EURO STOXX 50 Index Future December 2008


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 3,294.0 3,168.0 -126.0 -3.8% 3,188.0
High 3,300.0 3,192.0 -108.0 -3.3% 3,198.0
Low 3,134.0 3,110.0 -24.0 -0.8% 2,963.0
Close 3,207.0 3,118.0 -89.0 -2.8% 3,011.0
Range 166.0 82.0 -84.0 -50.6% 235.0
ATR 114.9 113.6 -1.3 -1.1% 0.0
Volume 2,017,535 1,696,634 -320,901 -15.9% 860,471
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 3,386.0 3,334.0 3,163.1
R3 3,304.0 3,252.0 3,140.6
R2 3,222.0 3,222.0 3,133.0
R1 3,170.0 3,170.0 3,125.5 3,155.0
PP 3,140.0 3,140.0 3,140.0 3,132.5
S1 3,088.0 3,088.0 3,110.5 3,073.0
S2 3,058.0 3,058.0 3,103.0
S3 2,976.0 3,006.0 3,095.5
S4 2,894.0 2,924.0 3,072.9
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 3,762.3 3,621.7 3,140.3
R3 3,527.3 3,386.7 3,075.6
R2 3,292.3 3,292.3 3,054.1
R1 3,151.7 3,151.7 3,032.5 3,104.5
PP 3,057.3 3,057.3 3,057.3 3,033.8
S1 2,916.7 2,916.7 2,989.5 2,869.5
S2 2,822.3 2,822.3 2,967.9
S3 2,587.3 2,681.7 2,946.4
S4 2,352.3 2,446.7 2,881.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,300.0 2,963.0 337.0 10.8% 142.6 4.6% 46% False False 742,833
10 3,302.0 2,963.0 339.0 10.9% 111.0 3.6% 46% False False 508,931
20 3,457.0 2,963.0 494.0 15.8% 91.1 2.9% 31% False False 266,566
40 3,494.0 2,963.0 531.0 17.0% 76.5 2.5% 29% False False 135,053
60 3,494.0 2,963.0 531.0 17.0% 77.3 2.5% 29% False False 91,478
80 3,796.0 2,963.0 833.0 26.7% 74.0 2.4% 19% False False 71,105
100 3,931.0 2,963.0 968.0 31.0% 67.2 2.2% 16% False False 57,122
120 3,931.0 2,963.0 968.0 31.0% 63.1 2.0% 16% False False 47,758
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 29.5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3,540.5
2.618 3,406.7
1.618 3,324.7
1.000 3,274.0
0.618 3,242.7
HIGH 3,192.0
0.618 3,160.7
0.500 3,151.0
0.382 3,141.3
LOW 3,110.0
0.618 3,059.3
1.000 3,028.0
1.618 2,977.3
2.618 2,895.3
4.250 2,761.5
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 3,151.0 3,131.5
PP 3,140.0 3,127.0
S1 3,129.0 3,122.5

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

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