DAX Index Future December 2007


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 8,080.0 8,042.0 -38.0 -0.5% 8,064.0
High 8,130.5 8,120.0 -10.5 -0.1% 8,130.5
Low 8,034.0 8,032.5 -1.5 0.0% 8,007.5
Close 8,096.0 8,094.5 -1.5 0.0% 8,094.5
Range 96.5 87.5 -9.0 -9.3% 123.0
ATR 94.9 94.3 -0.5 -0.6% 0.0
Volume 178,617 147,773 -30,844 -17.3% 668,658
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,344.8 8,307.2 8,142.6
R3 8,257.3 8,219.7 8,118.6
R2 8,169.8 8,169.8 8,110.5
R1 8,132.2 8,132.2 8,102.5 8,151.0
PP 8,082.3 8,082.3 8,082.3 8,091.8
S1 8,044.7 8,044.7 8,086.5 8,063.5
S2 7,994.8 7,994.8 8,078.5
S3 7,907.3 7,957.2 8,070.4
S4 7,819.8 7,869.7 8,046.4
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,446.5 8,393.5 8,162.2
R3 8,323.5 8,270.5 8,128.3
R2 8,200.5 8,200.5 8,117.1
R1 8,147.5 8,147.5 8,105.8 8,174.0
PP 8,077.5 8,077.5 8,077.5 8,090.8
S1 8,024.5 8,024.5 8,083.2 8,051.0
S2 7,954.5 7,954.5 8,072.0
S3 7,831.5 7,901.5 8,060.7
S4 7,708.5 7,778.5 8,026.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,130.5 8,007.5 123.0 1.5% 76.5 0.9% 71% False False 133,731
10 8,130.5 7,912.0 218.5 2.7% 74.0 0.9% 84% False False 135,431
20 8,130.5 7,523.0 607.5 7.5% 82.7 1.0% 94% False False 129,001
40 8,130.5 7,459.0 671.5 8.3% 96.9 1.2% 95% False False 65,658
60 8,130.5 7,307.0 823.5 10.2% 118.5 1.5% 96% False False 44,015
80 8,300.0 7,307.0 993.0 12.3% 116.5 1.4% 79% False False 33,107
100 8,300.0 7,307.0 993.0 12.3% 115.1 1.4% 79% False False 26,717
120 8,300.0 7,307.0 993.0 12.3% 104.1 1.3% 79% False False 22,292
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 True
Bear Hook False
Bull Hook False
Stretch 15.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,491.9
2.618 8,349.1
1.618 8,261.6
1.000 8,207.5
0.618 8,174.1
HIGH 8,120.0
0.618 8,086.6
0.500 8,076.3
0.382 8,065.9
LOW 8,032.5
0.618 7,978.4
1.000 7,945.0
1.618 7,890.9
2.618 7,803.4
4.250 7,660.6
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 8,088.4 8,086.0
PP 8,082.3 8,077.5
S1 8,076.3 8,069.0

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

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