Dow Jones EURO STOXX 50 Index Future December 2008


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 2,838.0 2,745.0 -93.0 -3.3% 3,039.0
High 2,864.0 2,757.0 -107.0 -3.7% 3,162.0
Low 2,670.0 2,456.0 -214.0 -8.0% 2,475.0
Close 2,761.0 2,568.0 -193.0 -7.0% 2,588.0
Range 194.0 301.0 107.0 55.2% 687.0
ATR 189.8 198.0 8.2 4.3% 0.0
Volume
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 3,496.7 3,333.3 2,733.6
R3 3,195.7 3,032.3 2,650.8
R2 2,894.7 2,894.7 2,623.2
R1 2,731.3 2,731.3 2,595.6 2,662.5
PP 2,593.7 2,593.7 2,593.7 2,559.3
S1 2,430.3 2,430.3 2,540.4 2,361.5
S2 2,292.7 2,292.7 2,512.8
S3 1,991.7 2,129.3 2,485.2
S4 1,690.7 1,828.3 2,402.5
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,802.7 4,382.3 2,965.9
R3 4,115.7 3,695.3 2,776.9
R2 3,428.7 3,428.7 2,714.0
R1 3,008.3 3,008.3 2,651.0 2,875.0
PP 2,741.7 2,741.7 2,741.7 2,675.0
S1 2,321.3 2,321.3 2,525.0 2,188.0
S2 2,054.7 2,054.7 2,462.1
S3 1,367.7 1,634.3 2,399.1
S4 680.7 947.3 2,210.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,864.0 2,305.0 559.0 21.8% 255.8 10.0% 47% False False
10 3,162.0 2,305.0 857.0 33.4% 225.8 8.8% 31% False False 192,813
20 3,300.0 2,305.0 995.0 38.7% 170.6 6.6% 26% False False 795,072
40 3,457.0 2,305.0 1,152.0 44.9% 124.3 4.8% 23% False False 438,450
60 3,494.0 2,305.0 1,189.0 46.3% 104.4 4.1% 22% False False 293,219
80 3,494.0 2,305.0 1,189.0 46.3% 98.0 3.8% 22% False False 221,060
100 3,850.0 2,305.0 1,545.0 60.2% 90.5 3.5% 17% False False 178,871
120 3,931.0 2,305.0 1,626.0 63.3% 81.6 3.2% 16% False False 149,207
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 47.9
Widest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 4,036.3
2.618 3,545.0
1.618 3,244.0
1.000 3,058.0
0.618 2,943.0
HIGH 2,757.0
0.618 2,642.0
0.500 2,606.5
0.382 2,571.0
LOW 2,456.0
0.618 2,270.0
1.000 2,155.0
1.618 1,969.0
2.618 1,668.0
4.250 1,176.8
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 2,606.5 2,660.0
PP 2,593.7 2,629.3
S1 2,580.8 2,598.7

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

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