DAX Index Future December 2008


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 4,855.0 4,917.5 62.5 1.3% 4,915.0
High 4,915.0 5,048.5 133.5 2.7% 4,979.0
Low 4,651.5 4,830.0 178.5 3.8% 4,032.5
Close 4,800.5 4,900.5 100.0 2.1% 4,297.5
Range 263.5 218.5 -45.0 -17.1% 946.5
ATR 371.7 362.8 -8.8 -2.4% 0.0
Volume 224,802 185,136 -39,666 -17.6% 1,110,001
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,581.8 5,459.7 5,020.7
R3 5,363.3 5,241.2 4,960.6
R2 5,144.8 5,144.8 4,940.6
R1 5,022.7 5,022.7 4,920.5 4,974.5
PP 4,926.3 4,926.3 4,926.3 4,902.3
S1 4,804.2 4,804.2 4,880.5 4,756.0
S2 4,707.8 4,707.8 4,860.4
S3 4,489.3 4,585.7 4,840.4
S4 4,270.8 4,367.2 4,780.3
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 5,048.5 4,032.5 1,016.0 20.7% 374.6 7.6% 85% True False 258,872
10 5,048.5 4,032.5 1,016.0 20.7% 336.6 6.9% 85% True False 236,486
20 5,899.0 4,032.5 1,866.5 38.1% 372.9 7.6% 47% False False 279,877
40 6,432.0 4,032.5 2,399.5 49.0% 280.5 5.7% 36% False False 200,282
60 6,738.0 4,032.5 2,705.5 55.2% 227.0 4.6% 32% False False 133,993
80 6,738.0 4,032.5 2,705.5 55.2% 205.1 4.2% 32% False False 100,693
100 7,012.5 4,032.5 2,980.0 60.8% 190.3 3.9% 29% False False 81,086
120 7,421.0 4,032.5 3,388.5 69.1% 175.6 3.6% 26% False False 67,699
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 64.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,977.1
2.618 5,620.5
1.618 5,402.0
1.000 5,267.0
0.618 5,183.5
HIGH 5,048.5
0.618 4,965.0
0.500 4,939.3
0.382 4,913.5
LOW 4,830.0
0.618 4,695.0
1.000 4,611.5
1.618 4,476.5
2.618 4,258.0
4.250 3,901.4
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 4,939.3 4,844.3
PP 4,926.3 4,788.0
S1 4,913.4 4,731.8

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

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