Dow Jones EURO STOXX 50 Index Future December 2008


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 2,560.0 2,581.0 21.0 0.8% 2,439.0
High 2,636.0 2,670.0 34.0 1.3% 2,864.0
Low 2,422.0 2,567.0 145.0 6.0% 2,305.0
Close 2,525.0 2,610.0 85.0 3.4% 2,410.0
Range 214.0 103.0 -111.0 -51.9% 559.0
ATR 200.4 196.5 -4.0 -2.0% 0.0
Volume
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 2,924.7 2,870.3 2,666.7
R3 2,821.7 2,767.3 2,638.3
R2 2,718.7 2,718.7 2,628.9
R1 2,664.3 2,664.3 2,619.4 2,691.5
PP 2,615.7 2,615.7 2,615.7 2,629.3
S1 2,561.3 2,561.3 2,600.6 2,588.5
S2 2,512.7 2,512.7 2,591.1
S3 2,409.7 2,458.3 2,581.7
S4 2,306.7 2,355.3 2,553.4
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,203.3 3,865.7 2,717.5
R3 3,644.3 3,306.7 2,563.7
R2 3,085.3 3,085.3 2,512.5
R1 2,747.7 2,747.7 2,461.2 2,637.0
PP 2,526.3 2,526.3 2,526.3 2,471.0
S1 2,188.7 2,188.7 2,358.8 2,078.0
S2 1,967.3 1,967.3 2,307.5
S3 1,408.3 1,629.7 2,256.3
S4 849.3 1,070.7 2,102.6
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 2,373.0 491.0 18.8% 203.2 7.8% 48% False False
10 2,966.0 2,305.0 661.0 25.3% 228.0 8.7% 46% False False
20 3,243.0 2,305.0 938.0 35.9% 175.3 6.7% 33% False False 609,364
40 3,457.0 2,305.0 1,152.0 44.1% 133.2 5.1% 26% False False 437,965
60 3,494.0 2,305.0 1,189.0 45.6% 109.4 4.2% 26% False False 293,157
80 3,494.0 2,305.0 1,189.0 45.6% 101.8 3.9% 26% False False 220,949
100 3,796.0 2,305.0 1,491.0 57.1% 94.3 3.6% 20% False False 178,757
120 3,931.0 2,305.0 1,626.0 62.3% 85.2 3.3% 19% False False 149,163
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 53.8
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3,107.8
2.618 2,939.7
1.618 2,836.7
1.000 2,773.0
0.618 2,733.7
HIGH 2,670.0
0.618 2,630.7
0.500 2,618.5
0.382 2,606.3
LOW 2,567.0
0.618 2,503.3
1.000 2,464.0
1.618 2,400.3
2.618 2,297.3
4.250 2,129.3
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 2,618.5 2,580.5
PP 2,615.7 2,551.0
S1 2,612.8 2,521.5

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

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