DAX Index Future December 2007

Trading Metrics calculated at close of trading on 24-Oct-2007

Day Change Summary
	Previous	Current
	23-Oct-2007	24-Oct-2007	Change	Change %	Previous Week
Open	7,904.0	7,898.0	-6.0	-0.1%	8,091.0
High	7,933.5	7,958.0	24.5	0.3%	8,102.5
Low	7,875.5	7,860.5	-15.0	-0.2%	7,860.0
Close	7,890.5	7,881.5	-9.0	-0.1%	7,942.0
Range	58.0	97.5	39.5	68.1%	242.5
ATR	98.3	98.3	-0.1	-0.1%	0.0
Volume	131,478	193,022	61,544	46.8%	850,766

Daily Pivots for day following 24-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,192.5	8,134.5	7,935.1
R3	8,095.0	8,037.0	7,908.3
R2	7,997.5	7,997.5	7,899.4
R1	7,939.5	7,939.5	7,890.4	7,919.8
PP	7,900.0	7,900.0	7,900.0	7,890.1
S1	7,842.0	7,842.0	7,872.6	7,822.3
S2	7,802.5	7,802.5	7,863.6
S3	7,705.0	7,744.5	7,854.7
S4	7,607.5	7,647.0	7,827.9

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	8,076.5	7,806.5	270.0	3.4%	101.5	1.3%	28%	False	False	173,568
10	8,130.5	7,806.5	324.0	4.1%	91.4	1.2%	23%	False	False	168,229
20	8,130.5	7,806.5	324.0	4.1%	82.4	1.0%	23%	False	False	150,775
40	8,130.5	7,465.0	665.5	8.4%	93.5	1.2%	63%	False	False	99,293
60	8,130.5	7,307.0	823.5	10.4%	106.1	1.3%	70%	False	False	66,508
80	8,300.0	7,307.0	993.0	12.6%	116.8	1.5%	58%	False	False	50,021
100	8,300.0	7,307.0	993.0	12.6%	115.8	1.5%	58%	False	False	40,225
120	8,300.0	7,307.0	993.0	12.6%	107.7	1.4%	58%	False	False	33,585

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,372.4
2.618	8,213.3
1.618	8,115.8
1.000	8,055.5
0.618	8,018.3
HIGH	7,958.0
0.618	7,920.8
0.500	7,909.3
0.382	7,897.7
LOW	7,860.5
0.618	7,800.2
1.000	7,763.0
1.618	7,702.7
2.618	7,605.2
4.250	7,446.1

Fisher Pivots for day following 24-Oct-2007
Pivot	1 day	3 day
R1	7,909.3	7,882.3
PP	7,900.0	7,882.0
S1	7,890.8	7,881.8

Download as Excel Spreadsheet

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

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