DAX Index Future December 2007


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 8,025.0 8,042.0 17.0 0.2% 7,874.5
High 8,049.0 8,047.0 -2.0 0.0% 7,964.0
Low 8,001.5 8,003.5 2.0 0.0% 7,801.0
Close 8,021.0 8,028.5 7.5 0.1% 7,954.5
Range 47.5 43.5 -4.0 -8.4% 163.0
ATR 111.6 106.8 -4.9 -4.4% 0.0
Volume 144,768 111,850 -32,918 -22.7% 709,078
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,156.8 8,136.2 8,052.4
R3 8,113.3 8,092.7 8,040.5
R2 8,069.8 8,069.8 8,036.5
R1 8,049.2 8,049.2 8,032.5 8,037.8
PP 8,026.3 8,026.3 8,026.3 8,020.6
S1 8,005.7 8,005.7 8,024.5 7,994.3
S2 7,982.8 7,982.8 8,020.5
S3 7,939.3 7,962.2 8,016.5
S4 7,895.8 7,918.7 8,004.6
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,395.5 8,338.0 8,044.2
R3 8,232.5 8,175.0 7,999.3
R2 8,069.5 8,069.5 7,984.4
R1 8,012.0 8,012.0 7,969.4 8,040.8
PP 7,906.5 7,906.5 7,906.5 7,920.9
S1 7,849.0 7,849.0 7,939.6 7,877.8
S2 7,743.5 7,743.5 7,924.6
S3 7,580.5 7,686.0 7,909.7
S4 7,417.5 7,523.0 7,864.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,049.0 7,833.0 216.0 2.7% 79.3 1.0% 91% False False 145,089
10 8,049.0 7,783.0 266.0 3.3% 70.7 0.9% 92% False False 139,276
20 8,049.0 7,465.0 584.0 7.3% 95.0 1.2% 96% False False 83,804
40 8,049.0 7,307.0 742.0 9.2% 112.3 1.4% 97% False False 42,455
60 8,300.0 7,307.0 993.0 12.4% 123.1 1.5% 73% False False 28,492
80 8,300.0 7,307.0 993.0 12.4% 120.5 1.5% 73% False False 21,490
100 8,300.0 7,307.0 993.0 12.4% 112.9 1.4% 73% False False 17,382
120 8,300.0 7,307.0 993.0 12.4% 102.7 1.3% 73% False False 14,517
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,231.9
2.618 8,160.9
1.618 8,117.4
1.000 8,090.5
0.618 8,073.9
HIGH 8,047.0
0.618 8,030.4
0.500 8,025.3
0.382 8,020.1
LOW 8,003.5
0.618 7,976.6
1.000 7,960.0
1.618 7,933.1
2.618 7,889.6
4.250 7,818.6
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 8,027.4 8,012.5
PP 8,026.3 7,996.5
S1 8,025.3 7,980.5

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

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