DAX Index Future March 2008


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 8,064.5 7,962.0 -102.5 -1.3% 8,083.0
High 8,086.5 7,968.0 -118.5 -1.5% 8,226.0
Low 7,973.5 7,862.5 -111.0 -1.4% 7,965.0
Close 8,050.0 7,931.0 -119.0 -1.5% 8,050.0
Range 113.0 105.5 -7.5 -6.6% 261.0
ATR 126.8 131.1 4.3 3.4% 0.0
Volume 16,125 34,577 18,452 114.4% 44,360
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,237.0 8,189.5 7,989.0
R3 8,131.5 8,084.0 7,960.0
R2 8,026.0 8,026.0 7,950.3
R1 7,978.5 7,978.5 7,940.7 7,949.5
PP 7,920.5 7,920.5 7,920.5 7,906.0
S1 7,873.0 7,873.0 7,921.3 7,844.0
S2 7,815.0 7,815.0 7,911.7
S3 7,709.5 7,767.5 7,902.0
S4 7,604.0 7,662.0 7,873.0
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,863.3 8,717.7 8,193.6
R3 8,602.3 8,456.7 8,121.8
R2 8,341.3 8,341.3 8,097.9
R1 8,195.7 8,195.7 8,073.9 8,138.0
PP 8,080.3 8,080.3 8,080.3 8,051.5
S1 7,934.7 7,934.7 8,026.1 7,877.0
S2 7,819.3 7,819.3 8,002.2
S3 7,558.3 7,673.7 7,978.2
S4 7,297.3 7,412.7 7,906.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,226.0 7,862.5 363.5 4.6% 147.4 1.9% 19% False True 14,875
10 8,226.0 7,862.5 363.5 4.6% 116.7 1.5% 19% False True 8,618
20 8,226.0 7,553.5 672.5 8.5% 117.7 1.5% 56% False False 4,890
40 8,226.0 7,553.5 672.5 8.5% 111.1 1.4% 56% False False 2,707
60 8,226.0 7,553.5 672.5 8.5% 96.2 1.2% 56% False False 2,019
80 8,226.0 7,543.0 683.0 8.6% 96.1 1.2% 57% False False 1,900
100 8,226.0 7,398.0 828.0 10.4% 97.5 1.2% 64% False False 1,543
120 8,390.0 7,398.0 992.0 12.5% 100.7 1.3% 54% False False 1,316
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 18.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,416.4
2.618 8,244.2
1.618 8,138.7
1.000 8,073.5
0.618 8,033.2
HIGH 7,968.0
0.618 7,927.7
0.500 7,915.3
0.382 7,902.8
LOW 7,862.5
0.618 7,797.3
1.000 7,757.0
1.618 7,691.8
2.618 7,586.3
4.250 7,414.1
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 7,925.8 7,998.8
PP 7,920.5 7,976.2
S1 7,915.3 7,953.6

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

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