DAX Index Future December 2007


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 7,647.5 7,651.5 4.0 0.1% 7,819.0
High 7,689.5 7,671.0 -18.5 -0.2% 7,913.5
Low 7,593.5 7,525.5 -68.0 -0.9% 7,593.5
Close 7,641.5 7,544.0 -97.5 -1.3% 7,641.5
Range 96.0 145.5 49.5 51.6% 320.0
ATR 120.6 122.3 1.8 1.5% 0.0
Volume 197,610 200,968 3,358 1.7% 952,062
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,016.7 7,925.8 7,624.0
R3 7,871.2 7,780.3 7,584.0
R2 7,725.7 7,725.7 7,570.7
R1 7,634.8 7,634.8 7,557.3 7,607.5
PP 7,580.2 7,580.2 7,580.2 7,566.5
S1 7,489.3 7,489.3 7,530.7 7,462.0
S2 7,434.7 7,434.7 7,517.3
S3 7,289.2 7,343.8 7,504.0
S4 7,143.7 7,198.3 7,464.0
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,676.2 8,478.8 7,817.5
R3 8,356.2 8,158.8 7,729.5
R2 8,036.2 8,036.2 7,700.2
R1 7,838.8 7,838.8 7,670.8 7,777.5
PP 7,716.2 7,716.2 7,716.2 7,685.5
S1 7,518.8 7,518.8 7,612.2 7,457.5
S2 7,396.2 7,396.2 7,582.8
S3 7,076.2 7,198.8 7,553.5
S4 6,756.2 6,878.8 7,465.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,913.5 7,525.5 388.0 5.1% 141.8 1.9% 5% False True 196,403
10 7,957.5 7,525.5 432.0 5.7% 132.7 1.8% 4% False True 200,252
20 8,100.0 7,525.5 574.5 7.6% 116.4 1.5% 3% False True 153,137
40 8,130.5 7,525.5 605.0 8.0% 98.2 1.3% 3% False True 151,244
60 8,130.5 7,460.0 670.5 8.9% 103.1 1.4% 13% False False 111,876
80 8,130.5 7,307.0 823.5 10.9% 111.3 1.5% 29% False False 84,120
100 8,300.0 7,307.0 993.0 13.2% 116.1 1.5% 24% False False 67,407
120 8,300.0 7,307.0 993.0 13.2% 117.2 1.6% 24% False False 56,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 28.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,289.4
2.618 8,051.9
1.618 7,906.4
1.000 7,816.5
0.618 7,760.9
HIGH 7,671.0
0.618 7,615.4
0.500 7,598.3
0.382 7,581.1
LOW 7,525.5
0.618 7,435.6
1.000 7,380.0
1.618 7,290.1
2.618 7,144.6
4.250 6,907.1
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 7,598.3 7,681.5
PP 7,580.2 7,635.7
S1 7,562.1 7,589.8

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

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