DAX Index Future December 2008


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 4,460.0 4,855.0 395.0 8.9% 4,915.0
High 5,006.5 4,915.0 -91.5 -1.8% 4,979.0
Low 4,415.0 4,651.5 236.5 5.4% 4,032.5
Close 4,686.0 4,800.5 114.5 2.4% 4,297.5
Range 591.5 263.5 -328.0 -55.5% 946.5
ATR 380.0 371.7 -8.3 -2.2% 0.0
Volume 326,830 224,802 -102,028 -31.2% 1,110,001
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,579.5 5,453.5 4,945.4
R3 5,316.0 5,190.0 4,873.0
R2 5,052.5 5,052.5 4,848.8
R1 4,926.5 4,926.5 4,824.7 4,857.8
PP 4,789.0 4,789.0 4,789.0 4,754.6
S1 4,663.0 4,663.0 4,776.3 4,594.3
S2 4,525.5 4,525.5 4,752.2
S3 4,262.0 4,399.5 4,728.0
S4 3,998.5 4,136.0 4,655.6
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 7,275.8 6,733.2 4,818.1
R3 6,329.3 5,786.7 4,557.8
R2 5,382.8 5,382.8 4,471.0
R1 4,840.2 4,840.2 4,384.3 4,638.3
PP 4,436.3 4,436.3 4,436.3 4,335.4
S1 3,893.7 3,893.7 4,210.7 3,691.8
S2 3,489.8 3,489.8 4,124.0
S3 2,543.3 2,947.2 4,037.2
S4 1,596.8 2,000.7 3,776.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,006.5 4,032.5 974.0 20.3% 389.9 8.1% 79% False False 274,726
10 5,006.5 4,032.5 974.0 20.3% 353.1 7.4% 79% False False 252,667
20 5,935.5 4,032.5 1,903.0 39.6% 374.9 7.8% 40% False False 280,348
40 6,556.0 4,032.5 2,523.5 52.6% 281.4 5.9% 30% False False 195,759
60 6,738.0 4,032.5 2,705.5 56.4% 225.4 4.7% 28% False False 130,921
80 6,738.0 4,032.5 2,705.5 56.4% 203.9 4.2% 28% False False 98,392
100 7,012.5 4,032.5 2,980.0 62.1% 189.0 3.9% 26% False False 79,250
120 7,421.0 4,032.5 3,388.5 70.6% 174.4 3.6% 23% False False 66,158
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 56.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,034.9
2.618 5,604.8
1.618 5,341.3
1.000 5,178.5
0.618 5,077.8
HIGH 4,915.0
0.618 4,814.3
0.500 4,783.3
0.382 4,752.2
LOW 4,651.5
0.618 4,488.7
1.000 4,388.0
1.618 4,225.2
2.618 3,961.7
4.250 3,531.6
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 4,794.8 4,714.8
PP 4,789.0 4,629.0
S1 4,783.3 4,543.3

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

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