DAX Index Future March 2008

Trading Metrics calculated at close of trading on 20-Feb-2008

Day Change Summary
	Previous	Current
	19-Feb-2008	20-Feb-2008	Change	Change %	Previous Week
Open	6,978.0	6,960.0	-18.0	-0.3%	6,758.5
High	7,108.0	7,022.5	-85.5	-1.2%	7,090.0
Low	6,914.5	6,873.0	-41.5	-0.6%	6,718.0
Close	7,026.5	6,924.0	-102.5	-1.5%	6,980.0
Range	193.5	149.5	-44.0	-22.7%	372.0
ATR	189.9	187.3	-2.6	-1.4%	0.0
Volume	194,150	197,938	3,788	2.0%	663,609

Daily Pivots for day following 20-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,388.3	7,305.7	7,006.2
R3	7,238.8	7,156.2	6,965.1
R2	7,089.3	7,089.3	6,951.4
R1	7,006.7	7,006.7	6,937.7	6,973.3
PP	6,939.8	6,939.8	6,939.8	6,923.1
S1	6,857.2	6,857.2	6,910.3	6,823.8
S2	6,790.3	6,790.3	6,896.6
S3	6,640.8	6,707.7	6,882.9
S4	6,491.3	6,558.2	6,841.8

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	7,108.0	6,873.0	235.0	3.4%	151.5	2.2%	22%	False	True	127,231
10	7,108.0	6,686.0	422.0	6.1%	163.0	2.4%	56%	False	False	153,371
20	7,108.0	6,608.0	500.0	7.2%	184.8	2.7%	63%	False	False	178,314
40	8,253.0	6,448.5	1,804.5	26.1%	189.3	2.7%	26%	False	False	165,882
60	8,253.0	6,448.5	1,804.5	26.1%	167.1	2.4%	26%	False	False	117,735
80	8,253.0	6,448.5	1,804.5	26.1%	151.8	2.2%	26%	False	False	88,457
100	8,253.0	6,448.5	1,804.5	26.1%	135.8	2.0%	26%	False	False	70,901
120	8,253.0	6,448.5	1,804.5	26.1%	127.6	1.8%	26%	False	False	59,358

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	41.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,657.9
2.618	7,413.9
1.618	7,264.4
1.000	7,172.0
0.618	7,114.9
HIGH	7,022.5
0.618	6,965.4
0.500	6,947.8
0.382	6,930.1
LOW	6,873.0
0.618	6,780.6
1.000	6,723.5
1.618	6,631.1
2.618	6,481.6
4.250	6,237.6

Fisher Pivots for day following 20-Feb-2008
Pivot	1 day	3 day
R1	6,947.8	6,990.5
PP	6,939.8	6,968.3
S1	6,931.9	6,946.2

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