DAX Index Future December 2007


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 8,019.0 8,019.0 0.0 0.0% 7,820.5
High 8,100.0 8,100.0 0.0 0.0% 8,025.0
Low 7,998.5 7,998.5 0.0 0.0% 7,806.5
Close 8,059.5 8,059.5 0.0 0.0% 7,992.0
Range 101.5 101.5 0.0 0.0% 218.5
ATR 94.6 95.1 0.5 0.5% 0.0
Volume 135,518 0 -135,518 -100.0% 860,879
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,357.2 8,309.8 8,115.3
R3 8,255.7 8,208.3 8,087.4
R2 8,154.2 8,154.2 8,078.1
R1 8,106.8 8,106.8 8,068.8 8,130.5
PP 8,052.7 8,052.7 8,052.7 8,064.5
S1 8,005.3 8,005.3 8,050.2 8,029.0
S2 7,951.2 7,951.2 8,040.9
S3 7,849.7 7,903.8 8,031.6
S4 7,748.2 7,802.3 8,003.7
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 8,100.0 7,969.0 131.0 1.6% 76.3 0.9% 69% True False 75,458
10 8,100.0 7,806.5 293.5 3.6% 92.2 1.1% 86% True False 127,915
20 8,130.5 7,806.5 324.0 4.0% 86.8 1.1% 78% False False 137,308
40 8,130.5 7,465.0 665.5 8.3% 89.1 1.1% 89% False False 113,658
60 8,130.5 7,307.0 823.5 10.2% 101.8 1.3% 91% False False 76,151
80 8,300.0 7,307.0 993.0 12.3% 111.8 1.4% 76% False False 57,257
100 8,300.0 7,307.0 993.0 12.3% 113.3 1.4% 76% False False 45,889
120 8,300.0 7,307.0 993.0 12.3% 108.6 1.3% 76% False False 38,415
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 28.5
Fibonacci Retracements and Extensions
4.250 8,531.4
2.618 8,365.7
1.618 8,264.2
1.000 8,201.5
0.618 8,162.7
HIGH 8,100.0
0.618 8,061.2
0.500 8,049.3
0.382 8,037.3
LOW 7,998.5
0.618 7,935.8
1.000 7,897.0
1.618 7,834.3
2.618 7,732.8
4.250 7,567.1
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 8,056.1 8,053.5
PP 8,052.7 8,047.5
S1 8,049.3 8,041.5

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

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