DAX Index Future March 2008


Trading Metrics calculated at close of trading on 21-Dec-2007
Day Change Summary
Previous Current
20-Dec-2007 21-Dec-2007 Change Change % Previous Week
Open 7,927.0 8,019.5 92.5 1.2% 7,962.0
High 8,008.0 8,115.0 107.0 1.3% 8,115.0
Low 7,924.5 8,015.0 90.5 1.1% 7,862.5
Close 7,954.5 8,088.0 133.5 1.7% 8,088.0
Range 83.5 100.0 16.5 19.8% 252.5
ATR 128.2 130.5 2.3 1.8% 0.0
Volume 57,021 122,620 65,599 115.0% 370,553
Daily Pivots for day following 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,372.7 8,330.3 8,143.0
R3 8,272.7 8,230.3 8,115.5
R2 8,172.7 8,172.7 8,106.3
R1 8,130.3 8,130.3 8,097.2 8,151.5
PP 8,072.7 8,072.7 8,072.7 8,083.3
S1 8,030.3 8,030.3 8,078.8 8,051.5
S2 7,972.7 7,972.7 8,069.7
S3 7,872.7 7,930.3 8,060.5
S4 7,772.7 7,830.3 8,033.0
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,779.3 8,686.2 8,226.9
R3 8,526.8 8,433.7 8,157.4
R2 8,274.3 8,274.3 8,134.3
R1 8,181.2 8,181.2 8,111.1 8,227.8
PP 8,021.8 8,021.8 8,021.8 8,045.1
S1 7,928.7 7,928.7 8,064.9 7,975.3
S2 7,769.3 7,769.3 8,041.7
S3 7,516.8 7,676.2 8,018.6
S4 7,264.3 7,423.7 7,949.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,115.0 7,862.5 252.5 3.1% 112.2 1.4% 89% True False 74,110
10 8,226.0 7,862.5 363.5 4.5% 130.1 1.6% 62% False False 41,491
20 8,226.0 7,553.5 672.5 8.3% 122.5 1.5% 79% False False 21,443
40 8,226.0 7,553.5 672.5 8.3% 114.2 1.4% 79% False False 11,032
60 8,226.0 7,553.5 672.5 8.3% 100.2 1.2% 79% False False 7,581
80 8,226.0 7,553.5 672.5 8.3% 96.7 1.2% 79% False False 6,096
100 8,226.0 7,398.0 828.0 10.2% 97.9 1.2% 83% False False 4,899
120 8,390.0 7,398.0 992.0 12.3% 101.5 1.3% 70% False False 4,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,540.0
2.618 8,376.8
1.618 8,276.8
1.000 8,215.0
0.618 8,176.8
HIGH 8,115.0
0.618 8,076.8
0.500 8,065.0
0.382 8,053.2
LOW 8,015.0
0.618 7,953.2
1.000 7,915.0
1.618 7,853.2
2.618 7,753.2
4.250 7,590.0
Fisher Pivots for day following 21-Dec-2007
Pivot 1 day 3 day
R1 8,080.3 8,055.8
PP 8,072.7 8,023.7
S1 8,065.0 7,991.5

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

View Archives - Comment on this page... - Back to Index of Symbols