This is still unclear to me:
When day session (for europe) ends and afterhours session begins?
It seem that day session is 9:00 a.m. - 5:30 p.m. CET. So the value at 5:30 p.m. CET will be used as historical close for index???
Dow Jones Euro STOXXSM 50 index: 9:00 a.m. until 8:00 p.m. CET.
There are no separate day and afterhours sessions (not sure where you get 5:30pm CET from!). There is only one continuous 11 hour trading session which runs from 9:00am to 8:00pm Central European Time. The close is therefore the close at 8:00pm