DAX Index Future December 2008

Trading Metrics calculated at close of trading on 17-Sep-2008

Day Change Summary
	Previous	Current
	16-Sep-2008	17-Sep-2008	Change	Change %	Previous Week
Open	5,981.5	6,042.0	60.5	1.0%	6,343.0
High	6,098.0	6,110.0	12.0	0.2%	6,432.0
Low	5,925.0	5,844.5	-80.5	-1.4%	6,149.5
Close	6,014.0	5,887.0	-127.0	-2.1%	6,300.5
Range	173.0	265.5	92.5	53.5%	282.5
ATR	154.8	162.7	7.9	5.1%	0.0
Volume	68,382	81,804	13,422	19.6%	35,589

Daily Pivots for day following 17-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,743.7	6,580.8	6,033.0
R3	6,478.2	6,315.3	5,960.0
R2	6,212.7	6,212.7	5,935.7
R1	6,049.8	6,049.8	5,911.3	5,998.5
PP	5,947.2	5,947.2	5,947.2	5,921.5
S1	5,784.3	5,784.3	5,862.7	5,733.0
S2	5,681.7	5,681.7	5,838.3
S3	5,416.2	5,518.8	5,814.0
S4	5,150.7	5,253.3	5,741.0

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,141.5	7,003.5	6,455.9
R3	6,859.0	6,721.0	6,378.2
R2	6,576.5	6,576.5	6,352.3
R1	6,438.5	6,438.5	6,326.4	6,366.3
PP	6,294.0	6,294.0	6,294.0	6,257.9
S1	6,156.0	6,156.0	6,274.6	6,083.8
S2	6,011.5	6,011.5	6,248.7
S3	5,729.0	5,873.5	6,222.8
S4	5,446.5	5,591.0	6,145.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,320.5	5,844.5	476.0	8.1%	167.8	2.9%	9%	False	True	39,684
10	6,556.0	5,844.5	711.5	12.1%	164.9	2.8%	6%	False	True	21,973
20	6,637.0	5,844.5	792.5	13.5%	139.8	2.4%	5%	False	True	11,636
40	6,738.0	5,844.5	893.5	15.2%	131.2	2.2%	5%	False	True	6,307
60	6,738.0	5,844.5	893.5	15.2%	135.1	2.3%	5%	False	True	4,495
80	7,292.0	5,844.5	1,447.5	24.6%	130.0	2.2%	3%	False	True	4,078
100	7,421.0	5,844.5	1,576.5	26.8%	120.2	2.0%	3%	False	True	3,297
120	7,421.0	5,844.5	1,576.5	26.8%	116.0	2.0%	3%	False	True	2,789

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	49.9
Widest range in 126 trading days

Fibonacci Retracements and Extensions
4.250	7,238.4
2.618	6,805.1
1.618	6,539.6
1.000	6,375.5
0.618	6,274.1
HIGH	6,110.0
0.618	6,008.6
0.500	5,977.3
0.382	5,945.9
LOW	5,844.5
0.618	5,680.4
1.000	5,579.0
1.618	5,414.9
2.618	5,149.4
4.250	4,716.1

Fisher Pivots for day following 17-Sep-2008
Pivot	1 day	3 day
R1	5,977.3	5,995.0
PP	5,947.2	5,959.0
S1	5,917.1	5,923.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols