DAX Index Future December 2007

Trading Metrics calculated at close of trading on 21-Dec-2007

Day Change Summary
	Previous	Current
	20-Dec-2007	21-Dec-2007	Change	Change %	Previous Week
Open	7,840.0	7,935.5	95.5	1.2%	7,871.0
High	7,922.5	8,005.0	82.5	1.0%	8,005.0
Low	7,837.0	7,929.0	92.0	1.2%	7,772.5
Close	7,868.0	7,996.7	128.7	1.6%	7,996.7
Range	85.5	76.0	-9.5	-11.1%	232.5
ATR	129.2	129.8	0.6	0.4%	0.0
Volume	146,153	33,291	-112,862	-77.2%	795,512

Daily Pivots for day following 21-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,204.9	8,176.8	8,038.5
R3	8,128.9	8,100.8	8,017.6
R2	8,052.9	8,052.9	8,010.6
R1	8,024.8	8,024.8	8,003.7	8,038.9
PP	7,976.9	7,976.9	7,976.9	7,983.9
S1	7,948.8	7,948.8	7,989.7	7,962.9
S2	7,900.9	7,900.9	7,982.8
S3	7,824.9	7,872.8	7,975.8
S4	7,748.9	7,796.8	7,954.9

Weekly Pivots for week ending 21-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,622.2	8,542.0	8,124.6
R3	8,389.7	8,309.5	8,060.6
R2	8,157.2	8,157.2	8,039.3
R1	8,077.0	8,077.0	8,018.0	8,117.1
PP	7,924.7	7,924.7	7,924.7	7,944.8
S1	7,844.5	7,844.5	7,975.4	7,884.6
S2	7,692.2	7,692.2	7,954.1
S3	7,459.7	7,612.0	7,932.8
S4	7,227.2	7,379.5	7,868.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,005.0	7,772.5	232.5	2.9%	108.5	1.4%	96%	True	False	159,102
10	8,135.0	7,772.5	362.5	4.5%	129.3	1.6%	62%	False	False	164,642
20	8,135.0	7,560.5	574.5	7.2%	113.5	1.4%	76%	False	False	134,483
40	8,135.0	7,501.0	634.0	7.9%	115.5	1.4%	78%	False	False	142,904
60	8,135.0	7,501.0	634.0	7.9%	105.1	1.3%	78%	False	False	146,369
80	8,135.0	7,465.0	670.0	8.4%	104.0	1.3%	79%	False	False	125,516
100	8,135.0	7,307.0	828.0	10.4%	110.0	1.4%	83%	False	False	100,617
120	8,300.0	7,307.0	993.0	12.4%	115.8	1.4%	69%	False	False	83,939

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	14.4
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	8,328.0
2.618	8,204.0
1.618	8,128.0
1.000	8,081.0
0.618	8,052.0
HIGH	8,005.0
0.618	7,976.0
0.500	7,967.0
0.382	7,958.0
LOW	7,929.0
0.618	7,882.0
1.000	7,853.0
1.618	7,806.0
2.618	7,730.0
4.250	7,606.0

Fisher Pivots for day following 21-Dec-2007
Pivot	1 day	3 day
R1	7,986.8	7,962.1
PP	7,976.9	7,927.6
S1	7,967.0	7,893.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols