Thursday August 1st 2013 : Sell Order at 2749 (cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is selling futures when the Eurostoxx index is breaking 2749 (cash level) on the downside.  

If the order is executed, the position is bought back at 17h35 (Paris time) at the closing bell.

If the market is opening below 2749 the model is waiting until a come back to 2749, then it sells futures.

An interesting new level to follow on a daily basis :

-2755(cash) for a short-term support