DAX Index Future December 2007


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 7,820.5 7,904.0 83.5 1.1% 8,091.0
High 7,889.5 7,933.5 44.0 0.6% 8,102.5
Low 7,806.5 7,875.5 69.0 0.9% 7,860.0
Close 7,846.0 7,890.5 44.5 0.6% 7,942.0
Range 83.0 58.0 -25.0 -30.1% 242.5
ATR 99.1 98.3 -0.8 -0.8% 0.0
Volume 180,643 131,478 -49,165 -27.2% 850,766
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,073.8 8,040.2 7,922.4
R3 8,015.8 7,982.2 7,906.5
R2 7,957.8 7,957.8 7,901.1
R1 7,924.2 7,924.2 7,895.8 7,912.0
PP 7,899.8 7,899.8 7,899.8 7,893.8
S1 7,866.2 7,866.2 7,885.2 7,854.0
S2 7,841.8 7,841.8 7,879.9
S3 7,783.8 7,808.2 7,874.6
S4 7,725.8 7,750.2 7,858.6
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,695.7 8,561.3 8,075.4
R3 8,453.2 8,318.8 8,008.7
R2 8,210.7 8,210.7 7,986.5
R1 8,076.3 8,076.3 7,964.2 8,022.3
PP 7,968.2 7,968.2 7,968.2 7,941.1
S1 7,833.8 7,833.8 7,919.8 7,779.8
S2 7,725.7 7,725.7 7,897.5
S3 7,483.2 7,591.3 7,875.3
S4 7,240.7 7,348.8 7,808.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,079.0 7,806.5 272.5 3.5% 97.4 1.2% 31% False False 171,584
10 8,130.5 7,806.5 324.0 4.1% 89.1 1.1% 26% False False 161,793
20 8,130.5 7,806.5 324.0 4.1% 79.4 1.0% 26% False False 147,773
40 8,130.5 7,460.0 670.5 8.5% 94.9 1.2% 64% False False 94,520
60 8,130.5 7,307.0 823.5 10.4% 108.5 1.4% 71% False False 63,299
80 8,300.0 7,307.0 993.0 12.6% 116.0 1.5% 59% False False 47,611
100 8,300.0 7,307.0 993.0 12.6% 116.8 1.5% 59% False False 38,302
120 8,300.0 7,307.0 993.0 12.6% 107.5 1.4% 59% False False 31,979
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 17.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,180.0
2.618 8,085.3
1.618 8,027.3
1.000 7,991.5
0.618 7,969.3
HIGH 7,933.5
0.618 7,911.3
0.500 7,904.5
0.382 7,897.7
LOW 7,875.5
0.618 7,839.7
1.000 7,817.5
1.618 7,781.7
2.618 7,723.7
4.250 7,629.0
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 7,904.5 7,904.3
PP 7,899.8 7,899.7
S1 7,895.2 7,895.1

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

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