DAX Index Future December 2008


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 5,089.0 4,951.5 -137.5 -2.7% 5,095.0
High 5,149.0 4,973.0 -176.0 -3.4% 5,356.0
Low 4,884.0 4,733.0 -151.0 -3.1% 4,699.0
Close 5,043.0 4,778.5 -264.5 -5.2% 4,936.5
Range 265.0 240.0 -25.0 -9.4% 657.0
ATR 341.8 339.5 -2.3 -0.7% 0.0
Volume 152,900 168,872 15,972 10.4% 904,604
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,548.2 5,403.3 4,910.5
R3 5,308.2 5,163.3 4,844.5
R2 5,068.2 5,068.2 4,822.5
R1 4,923.3 4,923.3 4,800.5 4,875.8
PP 4,828.2 4,828.2 4,828.2 4,804.4
S1 4,683.3 4,683.3 4,756.5 4,635.8
S2 4,588.2 4,588.2 4,734.5
S3 4,348.2 4,443.3 4,712.5
S4 4,108.2 4,203.3 4,646.5
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 6,968.2 6,609.3 5,297.9
R3 6,311.2 5,952.3 5,117.2
R2 5,654.2 5,654.2 5,057.0
R1 5,295.3 5,295.3 4,996.7 5,146.3
PP 4,997.2 4,997.2 4,997.2 4,922.6
S1 4,638.3 4,638.3 4,876.3 4,489.3
S2 4,340.2 4,340.2 4,816.1
S3 3,683.2 3,981.3 4,755.8
S4 3,026.2 3,324.3 4,575.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,344.0 4,699.0 645.0 13.5% 299.4 6.3% 12% False False 186,657
10 5,356.0 4,651.5 704.5 14.7% 277.8 5.8% 18% False False 180,912
20 5,356.0 4,032.5 1,323.5 27.7% 330.5 6.9% 56% False False 219,190
40 6,301.5 4,032.5 2,269.0 47.5% 309.6 6.5% 33% False False 231,919
60 6,637.0 4,032.5 2,604.5 54.5% 249.8 5.2% 29% False False 157,171
80 6,738.0 4,032.5 2,705.5 56.6% 217.9 4.6% 28% False False 118,097
100 6,775.0 4,032.5 2,742.5 57.4% 203.2 4.3% 27% False False 94,651
120 7,292.0 4,032.5 3,259.5 68.2% 188.7 3.9% 23% False False 79,344
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 49.3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,993.0
2.618 5,601.3
1.618 5,361.3
1.000 5,213.0
0.618 5,121.3
HIGH 4,973.0
0.618 4,881.3
0.500 4,853.0
0.382 4,824.7
LOW 4,733.0
0.618 4,584.7
1.000 4,493.0
1.618 4,344.7
2.618 4,104.7
4.250 3,713.0
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 4,853.0 4,941.0
PP 4,828.2 4,886.8
S1 4,803.3 4,832.7

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

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