DAX Index Future March 2008


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 6,917.0 6,901.0 -16.0 -0.2% 7,320.0
High 6,972.5 7,017.5 45.0 0.6% 7,334.5
Low 6,857.0 6,861.5 4.5 0.1% 6,448.5
Close 6,927.0 6,917.0 -10.0 -0.1% 6,847.0
Range 115.5 156.0 40.5 35.1% 886.0
ATR 221.6 217.0 -4.7 -2.1% 0.0
Volume 174,923 169,246 -5,677 -3.2% 919,511
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,400.0 7,314.5 7,002.8
R3 7,244.0 7,158.5 6,959.9
R2 7,088.0 7,088.0 6,945.6
R1 7,002.5 7,002.5 6,931.3 7,045.3
PP 6,932.0 6,932.0 6,932.0 6,953.4
S1 6,846.5 6,846.5 6,902.7 6,889.3
S2 6,776.0 6,776.0 6,888.4
S3 6,620.0 6,690.5 6,874.1
S4 6,464.0 6,534.5 6,831.2
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 9,534.7 9,076.8 7,334.3
R3 8,648.7 8,190.8 7,090.7
R2 7,762.7 7,762.7 7,009.4
R1 7,304.8 7,304.8 6,928.2 7,090.8
PP 6,876.7 6,876.7 6,876.7 6,769.6
S1 6,418.8 6,418.8 6,765.8 6,204.8
S2 5,990.7 5,990.7 6,684.6
S3 5,104.7 5,532.8 6,603.4
S4 4,218.7 4,646.8 6,359.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,047.5 6,608.0 439.5 6.4% 213.6 3.1% 70% False False 214,970
10 7,608.0 6,448.5 1,159.5 16.8% 307.4 4.4% 40% False False 203,837
20 8,045.0 6,448.5 1,596.5 23.1% 214.4 3.1% 29% False False 195,932
40 8,253.0 6,448.5 1,804.5 26.1% 165.7 2.4% 26% False False 114,172
60 8,253.0 6,448.5 1,804.5 26.1% 150.7 2.2% 26% False False 76,391
80 8,253.0 6,448.5 1,804.5 26.1% 133.3 1.9% 26% False False 57,433
100 8,253.0 6,448.5 1,804.5 26.1% 121.0 1.7% 26% False False 46,306
120 8,253.0 6,448.5 1,804.5 26.1% 119.5 1.7% 26% False False 38,612
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 61.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,680.5
2.618 7,425.9
1.618 7,269.9
1.000 7,173.5
0.618 7,113.9
HIGH 7,017.5
0.618 6,957.9
0.500 6,939.5
0.382 6,921.1
LOW 6,861.5
0.618 6,765.1
1.000 6,705.5
1.618 6,609.1
2.618 6,453.1
4.250 6,198.5
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 6,939.5 6,882.3
PP 6,932.0 6,847.5
S1 6,924.5 6,812.8

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

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