DAX Index Future December 2007


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 7,894.0 7,806.0 -88.0 -1.1% 7,860.0
High 7,913.5 7,837.5 -76.0 -1.0% 7,957.5
Low 7,783.5 7,600.0 -183.5 -2.4% 7,742.0
Close 7,818.5 7,700.0 -118.5 -1.5% 7,858.0
Range 130.0 237.5 107.5 82.7% 215.5
ATR 112.7 121.7 8.9 7.9% 0.0
Volume 184,930 241,548 56,618 30.6% 1,003,733
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,425.0 8,300.0 7,830.6
R3 8,187.5 8,062.5 7,765.3
R2 7,950.0 7,950.0 7,743.5
R1 7,825.0 7,825.0 7,721.8 7,768.8
PP 7,712.5 7,712.5 7,712.5 7,684.4
S1 7,587.5 7,587.5 7,678.2 7,531.3
S2 7,475.0 7,475.0 7,656.5
S3 7,237.5 7,350.0 7,634.7
S4 7,000.0 7,112.5 7,569.4
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 7,600.0 357.5 4.6% 143.8 1.9% 28% False True 199,028
10 8,078.5 7,600.0 478.5 6.2% 139.0 1.8% 21% False True 175,818
20 8,100.0 7,600.0 500.0 6.5% 115.6 1.5% 20% False True 151,866
40 8,130.5 7,600.0 530.5 6.9% 95.8 1.2% 19% False True 148,778
60 8,130.5 7,460.0 670.5 8.7% 101.8 1.3% 36% False False 105,245
80 8,130.5 7,307.0 823.5 10.7% 111.9 1.5% 48% False False 79,161
100 8,300.0 7,307.0 993.0 12.9% 115.5 1.5% 40% False False 63,424
120 8,300.0 7,307.0 993.0 12.9% 116.3 1.5% 40% False False 53,055
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.3
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 8,846.9
2.618 8,459.3
1.618 8,221.8
1.000 8,075.0
0.618 7,984.3
HIGH 7,837.5
0.618 7,746.8
0.500 7,718.8
0.382 7,690.7
LOW 7,600.0
0.618 7,453.2
1.000 7,362.5
1.618 7,215.7
2.618 6,978.2
4.250 6,590.6
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 7,718.8 7,756.8
PP 7,712.5 7,737.8
S1 7,706.3 7,718.9

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

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