DAX Index Future March 2008

Trading Metrics calculated at close of trading on 18-Feb-2008

Day Change Summary
	Previous	Current
	15-Feb-2008	18-Feb-2008	Change	Change %	Previous Week
Open	7,078.5	6,929.0	-149.5	-2.1%	6,758.5
High	7,090.0	7,025.5	-64.5	-0.9%	7,090.0
Low	6,946.0	6,899.0	-47.0	-0.7%	6,718.0
Close	6,980.0	6,998.0	18.0	0.3%	6,980.0
Range	144.0	126.5	-17.5	-12.2%	372.0
ATR	194.5	189.6	-4.9	-2.5%	0.0
Volume	0	82,254	82,254		663,609

Daily Pivots for day following 18-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,353.7	7,302.3	7,067.6
R3	7,227.2	7,175.8	7,032.8
R2	7,100.7	7,100.7	7,021.2
R1	7,049.3	7,049.3	7,009.6	7,075.0
PP	6,974.2	6,974.2	6,974.2	6,987.0
S1	6,922.8	6,922.8	6,986.4	6,948.5
S2	6,847.7	6,847.7	6,974.8
S3	6,721.2	6,796.3	6,963.2
S4	6,594.7	6,669.8	6,928.4

Weekly Pivots for week ending 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	8,045.3	7,884.7	7,184.6
R3	7,673.3	7,512.7	7,082.3
R2	7,301.3	7,301.3	7,048.2
R1	7,140.7	7,140.7	7,014.1	7,221.0
PP	6,929.3	6,929.3	6,929.3	6,969.5
S1	6,768.7	6,768.7	6,945.9	6,849.0
S2	6,557.3	6,557.3	6,911.8
S3	6,185.3	6,396.7	6,877.7
S4	5,813.3	6,024.7	6,775.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,090.0	6,776.5	313.5	4.5%	162.4	2.3%	71%	False	False	120,075
10	7,090.0	6,686.0	404.0	5.8%	177.4	2.5%	77%	False	False	152,960
20	7,334.5	6,448.5	886.0	12.7%	218.5	3.1%	62%	False	False	158,709
40	8,253.0	6,448.5	1,804.5	25.8%	185.4	2.6%	30%	False	False	160,571
60	8,253.0	6,448.5	1,804.5	25.8%	164.2	2.3%	30%	False	False	111,242
80	8,253.0	6,448.5	1,804.5	25.8%	149.9	2.1%	30%	False	False	83,579
100	8,253.0	6,448.5	1,804.5	25.8%	133.7	1.9%	30%	False	False	66,997
120	8,253.0	6,448.5	1,804.5	25.8%	126.7	1.8%	30%	False	False	56,092

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	31.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,563.1
2.618	7,356.7
1.618	7,230.2
1.000	7,152.0
0.618	7,103.7
HIGH	7,025.5
0.618	6,977.2
0.500	6,962.3
0.382	6,947.3
LOW	6,899.0
0.618	6,820.8
1.000	6,772.5
1.618	6,694.3
2.618	6,567.8
4.250	6,361.4

Fisher Pivots for day following 18-Feb-2008
Pivot	1 day	3 day
R1	6,986.1	6,996.8
PP	6,974.2	6,995.7
S1	6,962.3	6,994.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols