DAX Index Future December 2007


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 8,033.5 7,976.5 -57.0 -0.7% 7,985.5
High 8,047.0 7,996.5 -50.5 -0.6% 8,135.0
Low 7,928.0 7,882.5 -45.5 -0.6% 7,875.0
Close 7,941.5 7,960.0 18.5 0.2% 7,960.0
Range 119.0 114.0 -5.0 -4.2% 260.0
ATR 129.0 127.9 -1.1 -0.8% 0.0
Volume 200,456 158,306 -42,150 -21.0% 850,914
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,288.3 8,238.2 8,022.7
R3 8,174.3 8,124.2 7,991.4
R2 8,060.3 8,060.3 7,980.9
R1 8,010.2 8,010.2 7,970.5 7,978.3
PP 7,946.3 7,946.3 7,946.3 7,930.4
S1 7,896.2 7,896.2 7,949.6 7,864.3
S2 7,832.3 7,832.3 7,939.1
S3 7,718.3 7,782.2 7,928.7
S4 7,604.3 7,668.2 7,897.3
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,770.0 8,625.0 8,103.0
R3 8,510.0 8,365.0 8,031.5
R2 8,250.0 8,250.0 8,007.7
R1 8,105.0 8,105.0 7,983.8 8,047.5
PP 7,990.0 7,990.0 7,990.0 7,961.3
S1 7,845.0 7,845.0 7,936.2 7,787.5
S2 7,730.0 7,730.0 7,912.3
S3 7,470.0 7,585.0 7,888.5
S4 7,210.0 7,325.0 7,817.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,135.0 7,875.0 260.0 3.3% 150.0 1.9% 33% False False 170,182
10 8,135.0 7,806.0 329.0 4.1% 111.0 1.4% 47% False False 136,667
20 8,135.0 7,501.0 634.0 8.0% 113.4 1.4% 72% False False 136,956
40 8,135.0 7,501.0 634.0 8.0% 113.3 1.4% 72% False False 144,539
60 8,135.0 7,501.0 634.0 8.0% 101.6 1.3% 72% False False 144,928
80 8,135.0 7,460.0 675.0 8.5% 104.8 1.3% 74% False False 115,638
100 8,135.0 7,307.0 828.0 10.4% 111.7 1.4% 79% False False 92,688
120 8,300.0 7,307.0 993.0 12.5% 114.9 1.4% 66% False False 77,325
Crabel Price Patterns
NR True
NR4 True
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 23.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,481.0
2.618 8,295.0
1.618 8,181.0
1.000 8,110.5
0.618 8,067.0
HIGH 7,996.5
0.618 7,953.0
0.500 7,939.5
0.382 7,926.0
LOW 7,882.5
0.618 7,812.0
1.000 7,768.5
1.618 7,698.0
2.618 7,584.0
4.250 7,398.0
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 7,953.2 8,008.8
PP 7,946.3 7,992.5
S1 7,939.5 7,976.3

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

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