DAX Index Future December 2008


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 4,240.0 4,189.0 -51.0 -1.2% 4,692.5
High 4,345.5 4,307.5 -38.0 -0.9% 4,747.0
Low 4,043.0 4,034.0 -9.0 -0.2% 4,034.0
Close 4,238.0 4,089.0 -149.0 -3.5% 4,089.0
Range 302.5 273.5 -29.0 -9.6% 713.0
ATR 319.9 316.5 -3.3 -1.0% 0.0
Volume 256,828 249,435 -7,393 -2.9% 1,072,585
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,964.0 4,800.0 4,239.4
R3 4,690.5 4,526.5 4,164.2
R2 4,417.0 4,417.0 4,139.1
R1 4,253.0 4,253.0 4,114.1 4,198.3
PP 4,143.5 4,143.5 4,143.5 4,116.1
S1 3,979.5 3,979.5 4,063.9 3,924.8
S2 3,870.0 3,870.0 4,038.9
S3 3,596.5 3,706.0 4,013.8
S4 3,323.0 3,432.5 3,938.6
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 6,429.0 5,972.0 4,481.2
R3 5,716.0 5,259.0 4,285.1
R2 5,003.0 5,003.0 4,219.7
R1 4,546.0 4,546.0 4,154.4 4,418.0
PP 4,290.0 4,290.0 4,290.0 4,226.0
S1 3,833.0 3,833.0 4,023.6 3,705.0
S2 3,577.0 3,577.0 3,958.3
S3 2,864.0 3,120.0 3,892.9
S4 2,151.0 2,407.0 3,696.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,747.0 4,034.0 713.0 17.4% 266.9 6.5% 8% False True 214,517
10 5,149.0 4,034.0 1,115.0 27.3% 282.1 6.9% 5% False True 197,834
20 5,356.0 4,034.0 1,322.0 32.3% 305.4 7.5% 4% False True 202,441
40 6,091.5 4,032.5 2,059.0 50.4% 332.3 8.1% 3% False False 237,953
60 6,637.0 4,032.5 2,604.5 63.7% 274.2 6.7% 2% False False 184,581
80 6,738.0 4,032.5 2,705.5 66.2% 234.3 5.7% 2% False False 138,727
100 6,738.0 4,032.5 2,705.5 66.2% 215.5 5.3% 2% False False 111,144
120 7,012.5 4,032.5 2,980.0 72.9% 200.5 4.9% 2% False False 93,098
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 62.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,469.9
2.618 5,023.5
1.618 4,750.0
1.000 4,581.0
0.618 4,476.5
HIGH 4,307.5
0.618 4,203.0
0.500 4,170.8
0.382 4,138.5
LOW 4,034.0
0.618 3,865.0
1.000 3,760.5
1.618 3,591.5
2.618 3,318.0
4.250 2,871.6
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 4,170.8 4,336.0
PP 4,143.5 4,253.7
S1 4,116.3 4,171.3

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

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