DAX Index Future March 2008


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 7,640.0 7,662.5 22.5 0.3% 7,882.0
High 7,743.0 7,677.0 -66.0 -0.9% 7,991.0
Low 7,640.0 7,590.0 -50.0 -0.7% 7,675.0
Close 7,740.0 7,634.5 -105.5 -1.4% 7,722.0
Range 103.0 87.0 -16.0 -15.5% 316.0
ATR 112.5 115.2 2.7 2.4% 0.0
Volume 715 1,720 1,005 140.6% 3,659
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,894.8 7,851.7 7,682.4
R3 7,807.8 7,764.7 7,658.4
R2 7,720.8 7,720.8 7,650.5
R1 7,677.7 7,677.7 7,642.5 7,655.8
PP 7,633.8 7,633.8 7,633.8 7,622.9
S1 7,590.7 7,590.7 7,626.5 7,568.8
S2 7,546.8 7,546.8 7,618.6
S3 7,459.8 7,503.7 7,610.6
S4 7,372.8 7,416.7 7,586.7
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,744.0 8,549.0 7,895.8
R3 8,428.0 8,233.0 7,808.9
R2 8,112.0 8,112.0 7,779.9
R1 7,917.0 7,917.0 7,751.0 7,856.5
PP 7,796.0 7,796.0 7,796.0 7,765.8
S1 7,601.0 7,601.0 7,693.0 7,540.5
S2 7,480.0 7,480.0 7,664.1
S3 7,164.0 7,285.0 7,635.1
S4 6,848.0 6,969.0 7,548.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,916.5 7,590.0 326.5 4.3% 130.7 1.7% 14% False True 1,042
10 8,033.0 7,590.0 443.0 5.8% 127.2 1.7% 10% False True 788
20 8,176.0 7,590.0 586.0 7.7% 107.0 1.4% 8% False True 589
40 8,204.5 7,590.0 614.5 8.0% 87.9 1.2% 7% False True 629
60 8,204.5 7,569.5 635.0 8.3% 89.1 1.2% 10% False False 942
80 8,204.5 7,398.0 806.5 10.6% 91.9 1.2% 29% False False 736
100 8,390.0 7,398.0 992.0 13.0% 98.4 1.3% 24% False False 625
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 22.2
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 8,046.8
2.618 7,904.8
1.618 7,817.8
1.000 7,764.0
0.618 7,730.8
HIGH 7,677.0
0.618 7,643.8
0.500 7,633.5
0.382 7,623.2
LOW 7,590.0
0.618 7,536.2
1.000 7,503.0
1.618 7,449.2
2.618 7,362.2
4.250 7,220.3
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 7,634.2 7,669.0
PP 7,633.8 7,657.5
S1 7,633.5 7,646.0

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

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