DAX Index Future March 2008


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 7,897.0 7,956.0 59.0 0.7% 7,770.0
High 8,000.5 7,992.0 -8.5 -0.1% 8,000.5
Low 7,888.0 7,933.0 45.0 0.6% 7,553.5
Close 7,981.0 7,947.5 -33.5 -0.4% 7,981.0
Range 112.5 59.0 -53.5 -47.6% 447.0
ATR 125.8 121.0 -4.8 -3.8% 0.0
Volume 845 894 49 5.8% 5,803
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,134.5 8,100.0 7,980.0
R3 8,075.5 8,041.0 7,963.7
R2 8,016.5 8,016.5 7,958.3
R1 7,982.0 7,982.0 7,952.9 7,969.8
PP 7,957.5 7,957.5 7,957.5 7,951.4
S1 7,923.0 7,923.0 7,942.1 7,910.8
S2 7,898.5 7,898.5 7,936.7
S3 7,839.5 7,864.0 7,931.3
S4 7,780.5 7,805.0 7,915.1
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 9,186.0 9,030.5 8,226.9
R3 8,739.0 8,583.5 8,103.9
R2 8,292.0 8,292.0 8,063.0
R1 8,136.5 8,136.5 8,022.0 8,214.3
PP 7,845.0 7,845.0 7,845.0 7,883.9
S1 7,689.5 7,689.5 7,940.0 7,767.3
S2 7,398.0 7,398.0 7,899.1
S3 6,951.0 7,242.5 7,858.1
S4 6,504.0 6,795.5 7,735.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,000.5 7,555.0 445.5 5.6% 119.1 1.5% 88% False False 1,131
10 8,000.5 7,553.5 447.0 5.6% 118.7 1.5% 88% False False 1,161
20 8,033.0 7,553.5 479.5 6.0% 120.3 1.5% 82% False False 863
40 8,204.5 7,553.5 651.0 8.2% 101.4 1.3% 61% False False 712
60 8,204.5 7,553.5 651.0 8.2% 91.0 1.1% 61% False False 1,074
80 8,204.5 7,398.0 806.5 10.1% 96.4 1.2% 68% False False 843
100 8,315.0 7,398.0 917.0 11.5% 98.6 1.2% 60% False False 705
120 8,397.0 7,398.0 999.0 12.6% 98.0 1.2% 55% False False 605
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.4
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 8,242.8
2.618 8,146.5
1.618 8,087.5
1.000 8,051.0
0.618 8,028.5
HIGH 7,992.0
0.618 7,969.5
0.500 7,962.5
0.382 7,955.5
LOW 7,933.0
0.618 7,896.5
1.000 7,874.0
1.618 7,837.5
2.618 7,778.5
4.250 7,682.3
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 7,962.5 7,937.8
PP 7,957.5 7,928.0
S1 7,952.5 7,918.3

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

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