DAX Index Future March 2008

Trading Metrics calculated at close of trading on 29-Nov-2007

Day Change Summary
	Previous	Current
	28-Nov-2007	29-Nov-2007	Change	Change %	Previous Week
Open	7,678.5	7,880.5	202.0	2.6%	7,722.5
High	7,891.5	7,899.0	7.5	0.1%	7,748.0
Low	7,645.5	7,836.0	190.5	2.5%	7,590.0
Close	7,834.0	7,859.5	25.5	0.3%	7,714.0
Range	246.0	63.0	-183.0	-74.4%	158.0
ATR	129.2	124.6	-4.6	-3.5%	0.0
Volume	1,786	745	-1,041	-58.3%	5,867

Daily Pivots for day following 29-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,053.8	8,019.7	7,894.2
R3	7,990.8	7,956.7	7,876.8
R2	7,927.8	7,927.8	7,871.1
R1	7,893.7	7,893.7	7,865.3	7,879.3
PP	7,864.8	7,864.8	7,864.8	7,857.6
S1	7,830.7	7,830.7	7,853.7	7,816.3
S2	7,801.8	7,801.8	7,848.0
S3	7,738.8	7,767.7	7,842.2
S4	7,675.8	7,704.7	7,824.9

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,158.0	8,094.0	7,800.9
R3	8,000.0	7,936.0	7,757.5
R2	7,842.0	7,842.0	7,743.0
R1	7,778.0	7,778.0	7,728.5	7,731.0
PP	7,684.0	7,684.0	7,684.0	7,660.5
S1	7,620.0	7,620.0	7,699.5	7,573.0
S2	7,526.0	7,526.0	7,685.0
S3	7,368.0	7,462.0	7,670.6
S4	7,210.0	7,304.0	7,627.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,899.0	7,553.5	345.5	4.4%	147.4	1.9%	89%	True	False	1,098
10	7,899.0	7,553.5	345.5	4.4%	124.7	1.6%	89%	True	False	1,197
20	8,033.0	7,553.5	479.5	6.1%	119.3	1.5%	64%	False	False	810
40	8,204.5	7,553.5	651.0	8.3%	99.7	1.3%	47%	False	False	695
60	8,204.5	7,553.5	651.0	8.3%	91.9	1.2%	47%	False	False	1,050
80	8,204.5	7,398.0	806.5	10.3%	96.4	1.2%	57%	False	False	823
100	8,390.0	7,398.0	992.0	12.6%	98.1	1.2%	47%	False	False	689

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	24.3
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	8,166.8
2.618	8,063.9
1.618	8,000.9
1.000	7,962.0
0.618	7,937.9
HIGH	7,899.0
0.618	7,874.9
0.500	7,867.5
0.382	7,860.1
LOW	7,836.0
0.618	7,797.1
1.000	7,773.0
1.618	7,734.1
2.618	7,671.1
4.250	7,568.3

Fisher Pivots for day following 29-Nov-2007
Pivot	1 day	3 day
R1	7,867.5	7,815.3
PP	7,864.8	7,771.2
S1	7,862.2	7,727.0

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