DAX Index Future March 2008


Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary
Previous Current
23-Jan-2008 24-Jan-2008 Change Change % Previous Week
Open 6,720.5 6,751.5 31.0 0.5% 7,768.0
High 6,933.5 6,900.0 -33.5 -0.5% 7,826.5
Low 6,448.5 6,713.5 265.0 4.1% 7,342.5
Close 6,833.0 6,870.5 37.5 0.5% 7,379.0
Range 485.0 186.5 -298.5 -61.5% 484.0
ATR 219.9 217.5 -2.4 -1.1% 0.0
Volume 0 282,338 282,338 1,196,464
Daily Pivots for day following 24-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,387.5 7,315.5 6,973.1
R3 7,201.0 7,129.0 6,921.8
R2 7,014.5 7,014.5 6,904.7
R1 6,942.5 6,942.5 6,887.6 6,978.5
PP 6,828.0 6,828.0 6,828.0 6,846.0
S1 6,756.0 6,756.0 6,853.4 6,792.0
S2 6,641.5 6,641.5 6,836.3
S3 6,455.0 6,569.5 6,819.2
S4 6,268.5 6,383.0 6,767.9
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,968.0 8,657.5 7,645.2
R3 8,484.0 8,173.5 7,512.1
R2 8,000.0 8,000.0 7,467.7
R1 7,689.5 7,689.5 7,423.4 7,602.8
PP 7,516.0 7,516.0 7,516.0 7,472.6
S1 7,205.5 7,205.5 7,334.6 7,118.8
S2 7,032.0 7,032.0 7,290.3
S3 6,548.0 6,721.5 7,245.9
S4 6,064.0 6,237.5 7,112.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,561.5 6,448.5 1,113.0 16.2% 391.1 5.7% 38% False False 197,296
10 7,826.5 6,448.5 1,378.0 20.1% 263.9 3.8% 31% False False 206,453
20 8,253.0 6,448.5 1,804.5 26.3% 198.3 2.9% 23% False False 167,567
40 8,253.0 6,448.5 1,804.5 26.3% 157.1 2.3% 23% False False 94,479
60 8,253.0 6,448.5 1,804.5 26.3% 143.4 2.1% 23% False False 63,203
80 8,253.0 6,448.5 1,804.5 26.3% 124.4 1.8% 23% False False 47,567
100 8,253.0 6,448.5 1,804.5 26.3% 117.8 1.7% 23% False False 38,390
120 8,253.0 6,448.5 1,804.5 26.3% 115.4 1.7% 23% False False 32,010
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 56.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,692.6
2.618 7,388.3
1.618 7,201.8
1.000 7,086.5
0.618 7,015.3
HIGH 6,900.0
0.618 6,828.8
0.500 6,806.8
0.382 6,784.7
LOW 6,713.5
0.618 6,598.2
1.000 6,527.0
1.618 6,411.7
2.618 6,225.2
4.250 5,920.9
Fisher Pivots for day following 24-Jan-2008
Pivot 1 day 3 day
R1 6,849.3 6,891.5
PP 6,828.0 6,884.5
S1 6,806.8 6,877.5

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

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