DAX Index Future December 2008


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 4,189.0 4,262.0 73.0 1.7% 4,692.5
High 4,307.5 4,643.5 336.0 7.8% 4,747.0
Low 4,034.0 4,164.5 130.5 3.2% 4,034.0
Close 4,089.0 4,578.5 489.5 12.0% 4,089.0
Range 273.5 479.0 205.5 75.1% 713.0
ATR 316.5 333.5 17.0 5.4% 0.0
Volume 249,435 215,560 -33,875 -13.6% 1,072,585
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,899.2 5,717.8 4,842.0
R3 5,420.2 5,238.8 4,710.2
R2 4,941.2 4,941.2 4,666.3
R1 4,759.8 4,759.8 4,622.4 4,850.5
PP 4,462.2 4,462.2 4,462.2 4,507.5
S1 4,280.8 4,280.8 4,534.6 4,371.5
S2 3,983.2 3,983.2 4,490.7
S3 3,504.2 3,801.8 4,446.8
S4 3,025.2 3,322.8 4,315.1
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 4,643.5 4,034.0 609.5 13.3% 318.3 7.0% 89% True False 221,703
10 4,973.0 4,034.0 939.0 20.5% 303.5 6.6% 58% False False 204,100
20 5,356.0 4,034.0 1,322.0 28.9% 308.2 6.7% 41% False False 200,404
40 5,965.0 4,032.5 1,932.5 42.2% 331.3 7.2% 28% False False 236,448
60 6,637.0 4,032.5 2,604.5 56.9% 280.4 6.1% 21% False False 188,164
80 6,738.0 4,032.5 2,705.5 59.1% 239.3 5.2% 20% False False 141,412
100 6,738.0 4,032.5 2,705.5 59.1% 218.9 4.8% 20% False False 113,291
120 7,012.5 4,032.5 2,980.0 65.1% 204.0 4.5% 18% False False 94,876
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 66.3
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6,679.3
2.618 5,897.5
1.618 5,418.5
1.000 5,122.5
0.618 4,939.5
HIGH 4,643.5
0.618 4,460.5
0.500 4,404.0
0.382 4,347.5
LOW 4,164.5
0.618 3,868.5
1.000 3,685.5
1.618 3,389.5
2.618 2,910.5
4.250 2,128.8
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 4,520.3 4,498.6
PP 4,462.2 4,418.7
S1 4,404.0 4,338.8

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

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