DAX Index Future December 2007


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 7,976.5 7,871.0 -105.5 -1.3% 7,985.5
High 7,996.5 7,881.0 -115.5 -1.4% 8,135.0
Low 7,882.5 7,772.5 -110.0 -1.4% 7,875.0
Close 7,960.0 7,842.0 -118.0 -1.5% 7,960.0
Range 114.0 108.5 -5.5 -4.8% 260.0
ATR 127.9 132.2 4.3 3.3% 0.0
Volume 158,306 168,178 9,872 6.2% 850,914
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,157.3 8,108.2 7,901.7
R3 8,048.8 7,999.7 7,871.8
R2 7,940.3 7,940.3 7,861.9
R1 7,891.2 7,891.2 7,851.9 7,861.5
PP 7,831.8 7,831.8 7,831.8 7,817.0
S1 7,782.7 7,782.7 7,832.1 7,753.0
S2 7,723.3 7,723.3 7,822.1
S3 7,614.8 7,674.2 7,812.2
S4 7,506.3 7,565.7 7,782.3
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 7,772.5 362.5 4.6% 149.7 1.9% 19% False True 180,081
10 8,135.0 7,772.5 362.5 4.6% 115.1 1.5% 19% False True 142,625
20 8,135.0 7,501.0 634.0 8.1% 111.5 1.4% 54% False False 135,317
40 8,135.0 7,501.0 634.0 8.1% 114.0 1.5% 54% False False 144,227
60 8,135.0 7,501.0 634.0 8.1% 102.7 1.3% 54% False False 145,935
80 8,135.0 7,460.0 675.0 8.6% 105.2 1.3% 57% False False 117,736
100 8,135.0 7,307.0 828.0 10.6% 111.3 1.4% 65% False False 94,360
120 8,300.0 7,307.0 993.0 12.7% 115.3 1.5% 54% False False 78,725
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 22.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,342.1
2.618 8,165.1
1.618 8,056.6
1.000 7,989.5
0.618 7,948.1
HIGH 7,881.0
0.618 7,839.6
0.500 7,826.8
0.382 7,813.9
LOW 7,772.5
0.618 7,705.4
1.000 7,664.0
1.618 7,596.9
2.618 7,488.4
4.250 7,311.4
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 7,836.9 7,909.8
PP 7,831.8 7,887.2
S1 7,826.8 7,864.6

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

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