DAX Index Future December 2007

Trading Metrics calculated at close of trading on 14-Nov-2007

Day Change Summary
	Previous	Current
	13-Nov-2007	14-Nov-2007	Change	Change %	Previous Week
Open	7,791.5	7,894.0	102.5	1.3%	7,860.0
High	7,889.5	7,913.5	24.0	0.3%	7,957.5
Low	7,789.5	7,783.5	-6.0	-0.1%	7,742.0
Close	7,816.5	7,818.5	2.0	0.0%	7,858.0
Range	100.0	130.0	30.0	30.0%	215.5
ATR	111.4	112.7	1.3	1.2%	0.0
Volume	156,960	184,930	27,970	17.8%	1,003,733

Daily Pivots for day following 14-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,228.5	8,153.5	7,890.0
R3	8,098.5	8,023.5	7,854.3
R2	7,968.5	7,968.5	7,842.3
R1	7,893.5	7,893.5	7,830.4	7,866.0
PP	7,838.5	7,838.5	7,838.5	7,824.8
S1	7,763.5	7,763.5	7,806.6	7,736.0
S2	7,708.5	7,708.5	7,794.7
S3	7,578.5	7,633.5	7,782.8
S4	7,448.5	7,503.5	7,747.0

Weekly Pivots for week ending 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,499.0	8,394.0	7,976.5
R3	8,283.5	8,178.5	7,917.3
R2	8,068.0	8,068.0	7,897.5
R1	7,963.0	7,963.0	7,877.8	7,907.8
PP	7,852.5	7,852.5	7,852.5	7,824.9
S1	7,747.5	7,747.5	7,838.2	7,692.3
S2	7,637.0	7,637.0	7,818.5
S3	7,421.5	7,532.0	7,798.7
S4	7,206.0	7,316.5	7,739.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,957.5	7,742.0	215.5	2.8%	135.4	1.7%	35%	False	False	199,232
10	8,100.0	7,742.0	358.0	4.6%	125.4	1.6%	21%	False	False	151,663
20	8,100.0	7,742.0	358.0	4.6%	110.1	1.4%	21%	False	False	148,298
40	8,130.5	7,742.0	388.5	5.0%	91.3	1.2%	20%	False	False	144,524
60	8,130.5	7,460.0	670.5	8.6%	99.9	1.3%	53%	False	False	101,240
80	8,130.5	7,307.0	823.5	10.5%	113.3	1.4%	62%	False	False	76,165
100	8,300.0	7,307.0	993.0	12.7%	114.1	1.5%	52%	False	False	61,012
120	8,300.0	7,307.0	993.0	12.7%	114.8	1.5%	52%	False	False	51,046

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	25.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,466.0
2.618	8,253.8
1.618	8,123.8
1.000	8,043.5
0.618	7,993.8
HIGH	7,913.5
0.618	7,863.8
0.500	7,848.5
0.382	7,833.2
LOW	7,783.5
0.618	7,703.2
1.000	7,653.5
1.618	7,573.2
2.618	7,443.2
4.250	7,231.0

Fisher Pivots for day following 14-Nov-2007
Pivot	1 day	3 day
R1	7,848.5	7,829.0
PP	7,838.5	7,825.5
S1	7,828.5	7,822.0

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