Dow Jones EURO STOXX 50 Index Future December 2008


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 2,388.0 2,435.0 47.0 2.0% 2,422.0
High 2,475.0 2,518.0 43.0 1.7% 2,441.0
Low 2,377.0 2,406.0 29.0 1.2% 2,223.0
Close 2,451.0 2,483.0 32.0 1.3% 2,249.0
Range 98.0 112.0 14.0 14.3% 218.0
ATR 158.2 154.9 -3.3 -2.1% 0.0
Volume 1,371,858 1,464,688 92,830 6.8% 7,799,435
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 2,805.0 2,756.0 2,544.6
R3 2,693.0 2,644.0 2,513.8
R2 2,581.0 2,581.0 2,503.5
R1 2,532.0 2,532.0 2,493.3 2,556.5
PP 2,469.0 2,469.0 2,469.0 2,481.3
S1 2,420.0 2,420.0 2,472.7 2,444.5
S2 2,357.0 2,357.0 2,462.5
S3 2,245.0 2,308.0 2,452.2
S4 2,133.0 2,196.0 2,421.4
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 2,958.3 2,821.7 2,368.9
R3 2,740.3 2,603.7 2,309.0
R2 2,522.3 2,522.3 2,289.0
R1 2,385.7 2,385.7 2,269.0 2,345.0
PP 2,304.3 2,304.3 2,304.3 2,284.0
S1 2,167.7 2,167.7 2,229.0 2,127.0
S2 2,086.3 2,086.3 2,209.0
S3 1,868.3 1,949.7 2,189.1
S4 1,650.3 1,731.7 2,129.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,518.0 2,223.0 295.0 11.9% 120.4 4.8% 88% True False 1,538,985
10 2,518.0 2,223.0 295.0 11.9% 118.0 4.8% 88% True False 1,335,464
20 2,574.0 2,105.0 469.0 18.9% 139.1 5.6% 81% False False 1,610,817
40 2,864.0 2,105.0 759.0 30.6% 153.1 6.2% 50% False False 1,473,512
60 3,300.0 2,105.0 1,195.0 48.1% 155.4 6.3% 32% False False 1,247,365
80 3,457.0 2,105.0 1,352.0 54.5% 133.8 5.4% 28% False False 956,246
100 3,494.0 2,105.0 1,389.0 55.9% 119.9 4.8% 27% False False 765,432
120 3,522.0 2,105.0 1,417.0 57.1% 113.3 4.6% 27% False False 638,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 31.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,994.0
2.618 2,811.2
1.618 2,699.2
1.000 2,630.0
0.618 2,587.2
HIGH 2,518.0
0.618 2,475.2
0.500 2,462.0
0.382 2,448.8
LOW 2,406.0
0.618 2,336.8
1.000 2,294.0
1.618 2,224.8
2.618 2,112.8
4.250 1,930.0
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 2,476.0 2,445.5
PP 2,469.0 2,408.0
S1 2,462.0 2,370.5

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

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