DAX Index Future March 2008


Trading Metrics calculated at close of trading on 13-Nov-2007
Day Change Summary
Previous Current
12-Nov-2007 13-Nov-2007 Change Change % Previous Week
Open 7,882.0 7,889.0 7.0 0.1% 7,912.0
High 7,940.0 7,966.0 26.0 0.3% 8,033.0
Low 7,835.0 7,878.0 43.0 0.5% 7,830.0
Close 7,923.0 7,896.0 -27.0 -0.3% 7,937.5
Range 105.0 88.0 -17.0 -16.2% 203.0
ATR 99.9 99.1 -0.9 -0.9% 0.0
Volume 182 733 551 302.7% 1,254
Daily Pivots for day following 13-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,177.3 8,124.7 7,944.4
R3 8,089.3 8,036.7 7,920.2
R2 8,001.3 8,001.3 7,912.1
R1 7,948.7 7,948.7 7,904.1 7,975.0
PP 7,913.3 7,913.3 7,913.3 7,926.5
S1 7,860.7 7,860.7 7,887.9 7,887.0
S2 7,825.3 7,825.3 7,879.9
S3 7,737.3 7,772.7 7,871.8
S4 7,649.3 7,684.7 7,847.6
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,542.5 8,443.0 8,049.2
R3 8,339.5 8,240.0 7,993.3
R2 8,136.5 8,136.5 7,974.7
R1 8,037.0 8,037.0 7,956.1 8,086.8
PP 7,933.5 7,933.5 7,933.5 7,958.4
S1 7,834.0 7,834.0 7,918.9 7,883.8
S2 7,730.5 7,730.5 7,900.3
S3 7,527.5 7,631.0 7,881.7
S4 7,324.5 7,428.0 7,825.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,033.0 7,830.0 203.0 2.6% 117.0 1.5% 33% False False 382
10 8,176.0 7,830.0 346.0 4.4% 109.1 1.4% 19% False False 323
20 8,176.0 7,830.0 346.0 4.4% 94.3 1.2% 19% False False 478
40 8,204.5 7,830.0 374.5 4.7% 77.1 1.0% 18% False False 1,086
60 8,204.5 7,543.0 661.5 8.4% 85.6 1.1% 53% False False 849
80 8,204.5 7,398.0 806.5 10.2% 91.2 1.2% 62% False False 675
100 8,390.0 7,398.0 992.0 12.6% 94.4 1.2% 50% False False 567
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 16.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,340.0
2.618 8,196.4
1.618 8,108.4
1.000 8,054.0
0.618 8,020.4
HIGH 7,966.0
0.618 7,932.4
0.500 7,922.0
0.382 7,911.6
LOW 7,878.0
0.618 7,823.6
1.000 7,790.0
1.618 7,735.6
2.618 7,647.6
4.250 7,504.0
Fisher Pivots for day following 13-Nov-2007
Pivot 1 day 3 day
R1 7,922.0 7,934.0
PP 7,913.3 7,921.3
S1 7,904.7 7,908.7

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

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