DAX Index Future December 2007


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 7,575.0 7,798.5 223.5 3.0% 7,651.5
High 7,811.5 7,818.5 7.0 0.1% 7,671.0
Low 7,560.5 7,751.0 190.5 2.5% 7,501.0
Close 7,750.0 7,775.5 25.5 0.3% 7,634.0
Range 251.0 67.5 -183.5 -73.1% 170.0
ATR 125.9 121.8 -4.1 -3.3% 0.0
Volume 198,398 157,350 -41,048 -20.7% 844,980
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,984.2 7,947.3 7,812.6
R3 7,916.7 7,879.8 7,794.1
R2 7,849.2 7,849.2 7,787.9
R1 7,812.3 7,812.3 7,781.7 7,797.0
PP 7,781.7 7,781.7 7,781.7 7,774.0
S1 7,744.8 7,744.8 7,769.3 7,729.5
S2 7,714.2 7,714.2 7,763.1
S3 7,646.7 7,677.3 7,756.9
S4 7,579.2 7,609.8 7,738.4
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,112.0 8,043.0 7,727.5
R3 7,942.0 7,873.0 7,680.8
R2 7,772.0 7,772.0 7,665.2
R1 7,703.0 7,703.0 7,649.6 7,652.5
PP 7,602.0 7,602.0 7,602.0 7,576.8
S1 7,533.0 7,533.0 7,618.4 7,482.5
S2 7,432.0 7,432.0 7,602.8
S3 7,262.0 7,363.0 7,587.3
S4 7,092.0 7,193.0 7,540.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,818.5 7,560.5 258.0 3.3% 117.2 1.5% 83% True False 92,688
10 7,818.5 7,501.0 317.5 4.1% 113.7 1.5% 86% True False 139,833
20 8,078.5 7,501.0 577.5 7.4% 126.4 1.6% 48% False False 157,826
40 8,130.5 7,501.0 629.5 8.1% 106.6 1.4% 44% False False 147,567
60 8,130.5 7,465.0 665.5 8.6% 101.5 1.3% 47% False False 128,381
80 8,130.5 7,307.0 823.5 10.6% 107.9 1.4% 57% False False 96,570
100 8,300.0 7,307.0 993.0 12.8% 114.7 1.5% 47% False False 77,371
120 8,300.0 7,307.0 993.0 12.8% 115.4 1.5% 47% False False 64,545
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 22.3
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 8,105.4
2.618 7,995.2
1.618 7,927.7
1.000 7,886.0
0.618 7,860.2
HIGH 7,818.5
0.618 7,792.7
0.500 7,784.8
0.382 7,776.8
LOW 7,751.0
0.618 7,709.3
1.000 7,683.5
1.618 7,641.8
2.618 7,574.3
4.250 7,464.1
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 7,784.8 7,746.8
PP 7,781.7 7,718.2
S1 7,778.6 7,689.5

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

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