DAX Index Future March 2008


Trading Metrics calculated at close of trading on 03-Jan-2008
Day Change Summary
Previous Current
02-Jan-2008 03-Jan-2008 Change Change % Previous Week
Open 8,105.5 8,035.5 -70.0 -0.9% 8,019.5
High 8,180.5 8,045.0 -135.5 -1.7% 8,253.0
Low 7,972.5 7,930.0 -42.5 -0.5% 8,015.0
Close 8,028.5 7,977.5 -51.0 -0.6% 8,144.5
Range 208.0 115.0 -93.0 -44.7% 238.0
ATR 131.3 130.2 -1.2 -0.9% 0.0
Volume 134,934 135,668 734 0.5% 90,270
Daily Pivots for day following 03-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,329.2 8,268.3 8,040.8
R3 8,214.2 8,153.3 8,009.1
R2 8,099.2 8,099.2 7,998.6
R1 8,038.3 8,038.3 7,988.0 8,011.3
PP 7,984.2 7,984.2 7,984.2 7,970.6
S1 7,923.3 7,923.3 7,967.0 7,896.3
S2 7,869.2 7,869.2 7,956.4
S3 7,754.2 7,808.3 7,945.9
S4 7,639.2 7,693.3 7,914.3
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 7,930.0 323.0 4.0% 134.6 1.7% 15% False True 72,174
10 8,253.0 7,868.0 385.0 4.8% 122.9 1.5% 28% False False 69,684
20 8,253.0 7,862.5 390.5 4.9% 119.8 1.5% 29% False False 39,151
40 8,253.0 7,553.5 699.5 8.8% 120.0 1.5% 61% False False 20,007
60 8,253.0 7,553.5 699.5 8.8% 107.5 1.3% 61% False False 13,525
80 8,253.0 7,553.5 699.5 8.8% 98.2 1.2% 61% False False 10,594
100 8,253.0 7,398.0 855.0 10.7% 101.1 1.3% 68% False False 8,505
120 8,315.0 7,398.0 917.0 11.5% 102.1 1.3% 63% False False 7,113
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 27.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,533.8
2.618 8,346.1
1.618 8,231.1
1.000 8,160.0
0.618 8,116.1
HIGH 8,045.0
0.618 8,001.1
0.500 7,987.5
0.382 7,973.9
LOW 7,930.0
0.618 7,858.9
1.000 7,815.0
1.618 7,743.9
2.618 7,628.9
4.250 7,441.3
Fisher Pivots for day following 03-Jan-2008
Pivot 1 day 3 day
R1 7,987.5 8,055.3
PP 7,984.2 8,029.3
S1 7,980.8 8,003.4

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

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