DAX Index Future March 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 7,760.0 7,568.5 -191.5 -2.5% 7,840.0
High 7,786.0 7,618.0 -168.0 -2.2% 7,996.0
Low 7,617.5 7,511.0 -106.5 -1.4% 7,721.5
Close 7,636.0 7,549.0 -87.0 -1.1% 7,789.5
Range 168.5 107.0 -61.5 -36.5% 274.5
ATR 129.7 129.4 -0.3 -0.3% 0.0
Volume 236,250 280,536 44,286 18.7% 935,640
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,880.3 7,821.7 7,607.9
R3 7,773.3 7,714.7 7,578.4
R2 7,666.3 7,666.3 7,568.6
R1 7,607.7 7,607.7 7,558.8 7,583.5
PP 7,559.3 7,559.3 7,559.3 7,547.3
S1 7,500.7 7,500.7 7,539.2 7,476.5
S2 7,452.3 7,452.3 7,529.4
S3 7,345.3 7,393.7 7,519.6
S4 7,238.3 7,286.7 7,490.2
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,659.2 8,498.8 7,940.5
R3 8,384.7 8,224.3 7,865.0
R2 8,110.2 8,110.2 7,839.8
R1 7,949.8 7,949.8 7,814.7 7,892.8
PP 7,835.7 7,835.7 7,835.7 7,807.1
S1 7,675.3 7,675.3 7,764.3 7,618.3
S2 7,561.2 7,561.2 7,739.2
S3 7,286.7 7,400.8 7,714.0
S4 7,012.2 7,126.3 7,638.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,899.5 7,511.0 388.5 5.1% 116.5 1.5% 10% False True 208,699
10 8,045.0 7,511.0 534.0 7.1% 121.5 1.6% 7% False True 188,028
20 8,253.0 7,511.0 742.0 9.8% 121.7 1.6% 5% False True 123,802
40 8,253.0 7,511.0 742.0 9.8% 120.6 1.6% 5% False True 63,505
60 8,253.0 7,511.0 742.0 9.8% 113.9 1.5% 5% False True 42,506
80 8,253.0 7,511.0 742.0 9.8% 101.7 1.3% 5% False True 32,033
100 8,253.0 7,511.0 742.0 9.8% 100.9 1.3% 5% False True 25,936
120 8,253.0 7,398.0 855.0 11.3% 101.1 1.3% 18% False False 21,632
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 30.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,072.8
2.618 7,898.1
1.618 7,791.1
1.000 7,725.0
0.618 7,684.1
HIGH 7,618.0
0.618 7,577.1
0.500 7,564.5
0.382 7,551.9
LOW 7,511.0
0.618 7,444.9
1.000 7,404.0
1.618 7,337.9
2.618 7,230.9
4.250 7,056.3
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 7,564.5 7,668.8
PP 7,559.3 7,628.8
S1 7,554.2 7,588.9

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

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