DAX Index Future March 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 6,855.0 6,959.0 104.0 1.5% 6,615.0
High 6,992.5 7,075.5 83.0 1.2% 7,075.5
Low 6,727.5 6,941.0 213.5 3.2% 6,608.0
Close 6,910.5 7,000.5 90.0 1.3% 7,000.5
Range 265.0 134.5 -130.5 -49.2% 467.5
ATR 220.4 216.4 -4.0 -1.8% 0.0
Volume 235,676 211,203 -24,473 -10.4% 1,012,488
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 7,409.2 7,339.3 7,074.5
R3 7,274.7 7,204.8 7,037.5
R2 7,140.2 7,140.2 7,025.2
R1 7,070.3 7,070.3 7,012.8 7,105.3
PP 7,005.7 7,005.7 7,005.7 7,023.1
S1 6,935.8 6,935.8 6,988.2 6,970.8
S2 6,871.2 6,871.2 6,975.8
S3 6,736.7 6,801.3 6,963.5
S4 6,602.2 6,666.8 6,926.5
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 8,297.2 8,116.3 7,257.6
R3 7,829.7 7,648.8 7,129.1
R2 7,362.2 7,362.2 7,086.2
R1 7,181.3 7,181.3 7,043.4 7,271.8
PP 6,894.7 6,894.7 6,894.7 6,939.9
S1 6,713.8 6,713.8 6,957.6 6,804.3
S2 6,427.2 6,427.2 6,914.8
S3 5,959.7 6,246.3 6,871.9
S4 5,492.2 5,778.8 6,743.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,075.5 6,608.0 467.5 6.7% 198.7 2.8% 84% True False 202,497
10 7,334.5 6,448.5 886.0 12.7% 301.8 4.3% 62% False False 193,199
20 7,996.0 6,448.5 1,547.5 22.1% 221.1 3.2% 36% False False 203,205
40 8,253.0 6,448.5 1,804.5 25.8% 172.7 2.5% 31% False False 125,284
60 8,253.0 6,448.5 1,804.5 25.8% 155.5 2.2% 31% False False 83,835
80 8,253.0 6,448.5 1,804.5 25.8% 137.1 2.0% 31% False False 63,016
100 8,253.0 6,448.5 1,804.5 25.8% 123.9 1.8% 31% False False 50,773
120 8,253.0 6,448.5 1,804.5 25.8% 121.9 1.7% 31% False False 42,336
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 62.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,647.1
2.618 7,427.6
1.618 7,293.1
1.000 7,210.0
0.618 7,158.6
HIGH 7,075.5
0.618 7,024.1
0.500 7,008.3
0.382 6,992.4
LOW 6,941.0
0.618 6,857.9
1.000 6,806.5
1.618 6,723.4
2.618 6,588.9
4.250 6,369.4
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 7,008.3 6,967.5
PP 7,005.7 6,934.5
S1 7,003.1 6,901.5

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

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