DAX Index Future March 2008

Trading Metrics calculated at close of trading on 29-Feb-2008

Day Change Summary
	Previous	Current
	28-Feb-2008	29-Feb-2008	Change	Change %	Previous Week
Open	6,972.5	6,866.0	-106.5	-1.5%	6,906.0
High	7,014.5	6,883.0	-131.5	-1.9%	7,048.5
Low	6,866.0	6,690.5	-175.5	-2.6%	6,690.5
Close	6,880.0	6,748.5	-131.5	-1.9%	6,748.5
Range	148.5	192.5	44.0	29.6%	358.0
ATR	172.3	173.7	1.4	0.8%	0.0
Volume	167,611	198,041	30,430	18.2%	874,337

Daily Pivots for day following 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,351.5	7,242.5	6,854.4
R3	7,159.0	7,050.0	6,801.4
R2	6,966.5	6,966.5	6,783.8
R1	6,857.5	6,857.5	6,766.1	6,815.8
PP	6,774.0	6,774.0	6,774.0	6,753.1
S1	6,665.0	6,665.0	6,730.9	6,623.3
S2	6,581.5	6,581.5	6,713.2
S3	6,389.0	6,472.5	6,695.6
S4	6,196.5	6,280.0	6,642.6

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,903.2	7,683.8	6,945.4
R3	7,545.2	7,325.8	6,847.0
R2	7,187.2	7,187.2	6,814.1
R1	6,967.8	6,967.8	6,781.3	6,898.5
PP	6,829.2	6,829.2	6,829.2	6,794.5
S1	6,609.8	6,609.8	6,715.7	6,540.5
S2	6,471.2	6,471.2	6,682.9
S3	6,113.2	6,251.8	6,650.1
S4	5,755.2	5,893.8	6,551.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,048.5	6,690.5	358.0	5.3%	143.5	2.1%	16%	False	True	174,867
10	7,108.0	6,690.5	417.5	6.2%	146.0	2.2%	14%	False	True	152,506
20	7,108.0	6,686.0	422.0	6.3%	160.9	2.4%	15%	False	False	154,763
40	7,996.0	6,448.5	1,547.5	22.9%	191.0	2.8%	19%	False	False	178,984
60	8,253.0	6,448.5	1,804.5	26.7%	168.8	2.5%	17%	False	False	135,110
80	8,253.0	6,448.5	1,804.5	26.7%	156.8	2.3%	17%	False	False	101,567
100	8,253.0	6,448.5	1,804.5	26.7%	141.8	2.1%	17%	False	False	81,365
120	8,253.0	6,448.5	1,804.5	26.7%	130.0	1.9%	17%	False	False	68,105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	39.0
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	7,701.1
2.618	7,387.0
1.618	7,194.5
1.000	7,075.5
0.618	7,002.0
HIGH	6,883.0
0.618	6,809.5
0.500	6,786.8
0.382	6,764.0
LOW	6,690.5
0.618	6,571.5
1.000	6,498.0
1.618	6,379.0
2.618	6,186.5
4.250	5,872.4

Fisher Pivots for day following 29-Feb-2008
Pivot	1 day	3 day
R1	6,786.8	6,864.5
PP	6,774.0	6,825.8
S1	6,761.3	6,787.2

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