DAX Index Future March 2008


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
31-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 8,095.0 8,105.5 10.5 0.1% 8,019.5
High 8,150.0 8,180.5 30.5 0.4% 8,253.0
Low 8,073.0 7,972.5 -100.5 -1.2% 8,015.0
Close 8,144.5 8,028.5 -116.0 -1.4% 8,144.5
Range 77.0 208.0 131.0 170.1% 238.0
ATR 125.4 131.3 5.9 4.7% 0.0
Volume 0 134,934 134,934 90,270
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,684.5 8,564.5 8,142.9
R3 8,476.5 8,356.5 8,085.7
R2 8,268.5 8,268.5 8,066.6
R1 8,148.5 8,148.5 8,047.6 8,104.5
PP 8,060.5 8,060.5 8,060.5 8,038.5
S1 7,940.5 7,940.5 8,009.4 7,896.5
S2 7,852.5 7,852.5 7,990.4
S3 7,644.5 7,732.5 7,971.3
S4 7,436.5 7,524.5 7,914.1
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,851.5 8,736.0 8,275.4
R3 8,613.5 8,498.0 8,210.0
R2 8,375.5 8,375.5 8,188.1
R1 8,260.0 8,260.0 8,166.3 8,317.8
PP 8,137.5 8,137.5 8,137.5 8,166.4
S1 8,022.0 8,022.0 8,122.7 8,079.8
S2 7,899.5 7,899.5 8,100.9
S3 7,661.5 7,784.0 8,079.1
S4 7,423.5 7,546.0 8,013.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,253.0 7,972.5 280.5 3.5% 131.6 1.6% 20% False True 45,040
10 8,253.0 7,862.5 390.5 4.9% 121.9 1.5% 43% False False 59,575
20 8,253.0 7,862.5 390.5 4.9% 117.0 1.5% 43% False False 32,413
40 8,253.0 7,553.5 699.5 8.7% 118.9 1.5% 68% False False 16,621
60 8,253.0 7,553.5 699.5 8.7% 106.3 1.3% 68% False False 11,267
80 8,253.0 7,553.5 699.5 8.7% 97.7 1.2% 68% False False 8,899
100 8,253.0 7,398.0 855.0 10.6% 100.5 1.3% 74% False False 7,148
120 8,362.0 7,398.0 964.0 12.0% 101.5 1.3% 65% False False 5,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.6
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 9,064.5
2.618 8,725.0
1.618 8,517.0
1.000 8,388.5
0.618 8,309.0
HIGH 8,180.5
0.618 8,101.0
0.500 8,076.5
0.382 8,052.0
LOW 7,972.5
0.618 7,844.0
1.000 7,764.5
1.618 7,636.0
2.618 7,428.0
4.250 7,088.5
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 8,076.5 8,076.5
PP 8,060.5 8,060.5
S1 8,044.5 8,044.5

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

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