DAX Index Future December 2007

Trading Metrics calculated at close of trading on 29-Oct-2007

Day Change Summary
	Previous	Current
	26-Oct-2007	29-Oct-2007	Change	Change %	Previous Week
Open	8,006.5	8,006.5	0.0	0.0%	7,820.5
High	8,025.0	8,025.0	0.0	0.0%	8,025.0
Low	7,969.0	7,969.0	0.0	0.0%	7,806.5
Close	7,992.0	7,992.0	0.0	0.0%	7,992.0
Range	56.0	56.0	0.0	0.0%	218.5
ATR	99.3	96.2	-3.1	-3.1%	0.0
Volume	151,540	0	-151,540	-100.0%	860,879

Daily Pivots for day following 29-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,163.3	8,133.7	8,022.8
R3	8,107.3	8,077.7	8,007.4
R2	8,051.3	8,051.3	8,002.3
R1	8,021.7	8,021.7	7,997.1	8,008.5
PP	7,995.3	7,995.3	7,995.3	7,988.8
S1	7,965.7	7,965.7	7,986.9	7,952.5
S2	7,939.3	7,939.3	7,981.7
S3	7,883.3	7,909.7	7,976.6
S4	7,827.3	7,853.7	7,961.2

Weekly Pivots for week ending 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,596.7	8,512.8	8,112.2
R3	8,378.2	8,294.3	8,052.1
R2	8,159.7	8,159.7	8,032.1
R1	8,075.8	8,075.8	8,012.0	8,117.8
PP	7,941.2	7,941.2	7,941.2	7,962.1
S1	7,857.3	7,857.3	7,972.0	7,899.3
S2	7,722.7	7,722.7	7,951.9
S3	7,504.2	7,638.8	7,931.9
S4	7,285.7	7,420.3	7,871.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,025.0	7,860.0	165.0	2.1%	85.4	1.1%	80%	True	False	136,047
10	8,079.0	7,806.5	272.5	3.4%	90.9	1.1%	68%	False	False	156,894
20	8,130.5	7,806.5	324.0	4.1%	80.7	1.0%	57%	False	False	145,121
40	8,130.5	7,465.0	665.5	8.3%	92.9	1.2%	79%	False	False	108,118
60	8,130.5	7,307.0	823.5	10.3%	104.2	1.3%	83%	False	False	72,419
80	8,300.0	7,307.0	993.0	12.4%	116.0	1.5%	69%	False	False	54,452
100	8,300.0	7,307.0	993.0	12.4%	114.0	1.4%	69%	False	False	43,762
120	8,300.0	7,307.0	993.0	12.4%	107.8	1.3%	69%	False	False	36,541

Crabel Price Patterns
NR	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	25.4

Fibonacci Retracements and Extensions
4.250	8,263.0
2.618	8,171.6
1.618	8,115.6
1.000	8,081.0
0.618	8,059.6
HIGH	8,025.0
0.618	8,003.6
0.500	7,997.0
0.382	7,990.4
LOW	7,969.0
0.618	7,934.4
1.000	7,913.0
1.618	7,878.4
2.618	7,822.4
4.250	7,731.0

Fisher Pivots for day following 29-Oct-2007
Pivot	1 day	3 day
R1	7,997.0	7,975.5
PP	7,995.3	7,959.0
S1	7,993.7	7,942.5

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