Dow Jones EURO STOXX 50 Index Future December 2008


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 2,672.0 2,580.0 -92.0 -3.4% 2,618.0
High 2,698.0 2,586.0 -112.0 -4.2% 2,783.0
Low 2,542.0 2,466.0 -76.0 -3.0% 2,467.0
Close 2,626.0 2,491.0 -135.0 -5.1% 2,590.0
Range 156.0 120.0 -36.0 -23.1% 316.0
ATR 182.2 180.6 -1.6 -0.9% 0.0
Volume 1,126,541 1,420,598 294,057 26.1% 8,597,095
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 2,874.3 2,802.7 2,557.0
R3 2,754.3 2,682.7 2,524.0
R2 2,634.3 2,634.3 2,513.0
R1 2,562.7 2,562.7 2,502.0 2,538.5
PP 2,514.3 2,514.3 2,514.3 2,502.3
S1 2,442.7 2,442.7 2,480.0 2,418.5
S2 2,394.3 2,394.3 2,469.0
S3 2,274.3 2,322.7 2,458.0
S4 2,154.3 2,202.7 2,425.0
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 3,561.3 3,391.7 2,763.8
R3 3,245.3 3,075.7 2,676.9
R2 2,929.3 2,929.3 2,647.9
R1 2,759.7 2,759.7 2,619.0 2,686.5
PP 2,613.3 2,613.3 2,613.3 2,576.8
S1 2,443.7 2,443.7 2,561.0 2,370.5
S2 2,297.3 2,297.3 2,532.1
S3 1,981.3 2,127.7 2,503.1
S4 1,665.3 1,811.7 2,416.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,783.0 2,466.0 317.0 12.7% 159.0 6.4% 8% False True 1,682,594
10 2,783.0 2,407.0 376.0 15.1% 146.7 5.9% 22% False False 1,696,900
20 2,864.0 2,173.0 691.0 27.7% 167.1 6.7% 46% False False 1,336,207
40 3,300.0 2,173.0 1,127.0 45.2% 163.6 6.6% 28% False False 1,065,640
60 3,457.0 2,173.0 1,284.0 51.5% 132.0 5.3% 25% False False 738,055
80 3,494.0 2,173.0 1,321.0 53.0% 115.1 4.6% 24% False False 554,086
100 3,522.0 2,173.0 1,349.0 54.2% 108.1 4.3% 24% False False 444,249
120 3,850.0 2,173.0 1,677.0 67.3% 99.8 4.0% 19% False False 371,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 24.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,096.0
2.618 2,900.2
1.618 2,780.2
1.000 2,706.0
0.618 2,660.2
HIGH 2,586.0
0.618 2,540.2
0.500 2,526.0
0.382 2,511.8
LOW 2,466.0
0.618 2,391.8
1.000 2,346.0
1.618 2,271.8
2.618 2,151.8
4.250 1,956.0
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 2,526.0 2,582.0
PP 2,514.3 2,551.7
S1 2,502.7 2,521.3

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

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