DAX Index Future December 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 8,028.0 8,006.0 -22.0 -0.3% 7,927.5
High 8,040.0 8,089.0 49.0 0.6% 8,089.0
Low 7,983.5 8,006.0 22.5 0.3% 7,912.0
Close 8,013.0 8,061.5 48.5 0.6% 8,061.5
Range 56.5 83.0 26.5 46.9% 177.0
ATR 103.2 101.7 -1.4 -1.4% 0.0
Volume 125,388 140,117 14,729 11.7% 685,655
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,301.2 8,264.3 8,107.2
R3 8,218.2 8,181.3 8,084.3
R2 8,135.2 8,135.2 8,076.7
R1 8,098.3 8,098.3 8,069.1 8,116.8
PP 8,052.2 8,052.2 8,052.2 8,061.4
S1 8,015.3 8,015.3 8,053.9 8,033.8
S2 7,969.2 7,969.2 8,046.3
S3 7,886.2 7,932.3 8,038.7
S4 7,803.2 7,849.3 8,015.9
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,551.8 8,483.7 8,158.9
R3 8,374.8 8,306.7 8,110.2
R2 8,197.8 8,197.8 8,094.0
R1 8,129.7 8,129.7 8,077.7 8,163.8
PP 8,020.8 8,020.8 8,020.8 8,037.9
S1 7,952.7 7,952.7 8,045.3 7,986.8
S2 7,843.8 7,843.8 8,029.1
S3 7,666.8 7,775.7 8,012.8
S4 7,489.8 7,598.7 7,964.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,089.0 7,912.0 177.0 2.2% 71.5 0.9% 84% True False 137,131
10 8,089.0 7,801.0 288.0 3.6% 68.8 0.9% 90% True False 139,473
20 8,089.0 7,465.0 624.0 7.7% 85.1 1.1% 96% True False 96,937
40 8,089.0 7,307.0 782.0 9.7% 108.0 1.3% 96% True False 49,059
60 8,279.5 7,307.0 972.5 12.1% 120.1 1.5% 78% False False 32,901
80 8,300.0 7,307.0 993.0 12.3% 118.7 1.5% 76% False False 24,773
100 8,300.0 7,307.0 993.0 12.3% 113.6 1.4% 76% False False 20,037
120 8,300.0 7,307.0 993.0 12.3% 102.8 1.3% 76% False False 16,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,441.8
2.618 8,306.3
1.618 8,223.3
1.000 8,172.0
0.618 8,140.3
HIGH 8,089.0
0.618 8,057.3
0.500 8,047.5
0.382 8,037.7
LOW 8,006.0
0.618 7,954.7
1.000 7,923.0
1.618 7,871.7
2.618 7,788.7
4.250 7,653.3
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 8,056.8 8,053.1
PP 8,052.2 8,044.7
S1 8,047.5 8,036.3

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

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