Dow Jones EURO STOXX 50 Index Future December 2008


Trading Metrics calculated at close of trading on 27-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 27-Nov-2008 Change Change % Previous Week
Open 2,364.0 2,421.0 57.0 2.4% 2,452.0
High 2,440.0 2,438.0 -2.0 -0.1% 2,465.0
Low 2,312.0 2,396.0 84.0 3.6% 2,105.0
Close 2,387.0 2,432.0 45.0 1.9% 2,155.0
Range 128.0 42.0 -86.0 -67.2% 360.0
ATR 169.2 160.7 -8.4 -5.0% 0.0
Volume 1,385,470 492,738 -892,732 -64.4% 9,997,133
Daily Pivots for day following 27-Nov-2008
Classic Woodie Camarilla DeMark
R4 2,548.0 2,532.0 2,455.1
R3 2,506.0 2,490.0 2,443.6
R2 2,464.0 2,464.0 2,439.7
R1 2,448.0 2,448.0 2,435.9 2,456.0
PP 2,422.0 2,422.0 2,422.0 2,426.0
S1 2,406.0 2,406.0 2,428.2 2,414.0
S2 2,380.0 2,380.0 2,424.3
S3 2,338.0 2,364.0 2,420.5
S4 2,296.0 2,322.0 2,408.9
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 3,321.7 3,098.3 2,353.0
R3 2,961.7 2,738.3 2,254.0
R2 2,601.7 2,601.7 2,221.0
R1 2,378.3 2,378.3 2,188.0 2,310.0
PP 2,241.7 2,241.7 2,241.7 2,207.5
S1 2,018.3 2,018.3 2,122.0 1,950.0
S2 1,881.7 1,881.7 2,089.0
S3 1,521.7 1,658.3 2,056.0
S4 1,161.7 1,298.3 1,957.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,450.0 2,105.0 345.0 14.2% 135.0 5.6% 95% False False 1,565,469
10 2,538.0 2,105.0 433.0 17.8% 136.4 5.6% 76% False False 1,699,021
20 2,783.0 2,105.0 678.0 27.9% 148.8 6.1% 48% False False 1,675,719
40 3,162.0 2,105.0 1,057.0 43.5% 171.9 7.1% 31% False False 1,234,804
60 3,397.0 2,105.0 1,292.0 53.1% 150.0 6.2% 25% False False 1,081,543
80 3,494.0 2,105.0 1,389.0 57.1% 127.7 5.2% 24% False False 812,961
100 3,494.0 2,105.0 1,389.0 57.1% 116.6 4.8% 24% False False 651,306
120 3,640.0 2,105.0 1,535.0 63.1% 108.8 4.5% 21% False False 544,104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37.9
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 2,616.5
2.618 2,548.0
1.618 2,506.0
1.000 2,480.0
0.618 2,464.0
HIGH 2,438.0
0.618 2,422.0
0.500 2,417.0
0.382 2,412.0
LOW 2,396.0
0.618 2,370.0
1.000 2,354.0
1.618 2,328.0
2.618 2,286.0
4.250 2,217.5
Fisher Pivots for day following 27-Nov-2008
Pivot 1 day 3 day
R1 2,427.0 2,415.0
PP 2,422.0 2,398.0
S1 2,417.0 2,381.0

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

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