DAX Index Future December 2007


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 8,091.0 8,035.0 -56.0 -0.7% 8,064.0
High 8,102.5 8,040.0 -62.5 -0.8% 8,130.5
Low 8,010.5 7,987.0 -23.5 -0.3% 8,007.5
Close 8,031.0 8,012.5 -18.5 -0.2% 8,094.5
Range 92.0 53.0 -39.0 -42.4% 123.0
ATR 94.2 91.2 -2.9 -3.1% 0.0
Volume 142,700 162,263 19,563 13.7% 668,658
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,172.2 8,145.3 8,041.7
R3 8,119.2 8,092.3 8,027.1
R2 8,066.2 8,066.2 8,022.2
R1 8,039.3 8,039.3 8,017.4 8,026.3
PP 8,013.2 8,013.2 8,013.2 8,006.6
S1 7,986.3 7,986.3 8,007.6 7,973.3
S2 7,960.2 7,960.2 8,002.8
S3 7,907.2 7,933.3 7,997.9
S4 7,854.2 7,880.3 7,983.4
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 7,987.0 143.5 1.8% 80.8 1.0% 18% False True 152,002
10 8,130.5 7,983.5 147.0 1.8% 71.1 0.9% 20% False False 135,097
20 8,130.5 7,783.0 347.5 4.3% 72.4 0.9% 66% False False 136,822
40 8,130.5 7,460.0 670.5 8.4% 95.7 1.2% 82% False False 73,190
60 8,130.5 7,307.0 823.5 10.3% 115.0 1.4% 86% False False 49,077
80 8,300.0 7,307.0 993.0 12.4% 115.5 1.4% 71% False False 36,905
100 8,300.0 7,307.0 993.0 12.4% 115.7 1.4% 71% False False 29,766
120 8,300.0 7,307.0 993.0 12.4% 104.7 1.3% 71% False False 24,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8,265.3
2.618 8,178.8
1.618 8,125.8
1.000 8,093.0
0.618 8,072.8
HIGH 8,040.0
0.618 8,019.8
0.500 8,013.5
0.382 8,007.2
LOW 7,987.0
0.618 7,954.2
1.000 7,934.0
1.618 7,901.2
2.618 7,848.2
4.250 7,761.8
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 8,013.5 8,053.5
PP 8,013.2 8,039.8
S1 8,012.8 8,026.2

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

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