DAX Index Future March 2008

Trading Metrics calculated at close of trading on 07-Mar-2008

Day Change Summary
	Previous	Current
	06-Mar-2008	07-Mar-2008	Change	Change %	Previous Week
Open	6,700.0	6,540.0	-160.0	-2.4%	6,628.0
High	6,703.0	6,576.0	-127.0	-1.9%	6,739.5
Low	6,543.0	6,454.0	-89.0	-1.4%	6,454.0
Close	6,603.0	6,505.5	-97.5	-1.5%	6,505.5
Range	160.0	122.0	-38.0	-23.8%	285.5
ATR	174.4	172.6	-1.8	-1.0%	0.0
Volume	177,246	245,323	68,077	38.4%	801,153

Daily Pivots for day following 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,877.8	6,813.7	6,572.6
R3	6,755.8	6,691.7	6,539.1
R2	6,633.8	6,633.8	6,527.9
R1	6,569.7	6,569.7	6,516.7	6,540.8
PP	6,511.8	6,511.8	6,511.8	6,497.4
S1	6,447.7	6,447.7	6,494.3	6,418.8
S2	6,389.8	6,389.8	6,483.1
S3	6,267.8	6,325.7	6,472.0
S4	6,145.8	6,203.7	6,438.4

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,422.8	7,249.7	6,662.5
R3	7,137.3	6,964.2	6,584.0
R2	6,851.8	6,851.8	6,557.8
R1	6,678.7	6,678.7	6,531.7	6,622.5
PP	6,566.3	6,566.3	6,566.3	6,538.3
S1	6,393.2	6,393.2	6,479.3	6,337.0
S2	6,280.8	6,280.8	6,453.2
S3	5,995.3	6,107.7	6,427.0
S4	5,709.8	5,822.2	6,348.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,739.5	6,454.0	285.5	4.4%	163.1	2.5%	18%	False	True	160,230
10	7,048.5	6,454.0	594.5	9.1%	153.3	2.4%	9%	False	True	167,549
20	7,108.0	6,454.0	654.0	10.1%	154.4	2.4%	8%	False	True	149,491
40	7,826.5	6,448.5	1,378.0	21.2%	196.6	3.0%	4%	False	False	175,622
60	8,253.0	6,448.5	1,804.5	27.7%	172.8	2.7%	3%	False	False	148,198
80	8,253.0	6,448.5	1,804.5	27.7%	159.7	2.5%	3%	False	False	111,558
100	8,253.0	6,448.5	1,804.5	27.7%	146.6	2.3%	3%	False	False	89,342
120	8,253.0	6,448.5	1,804.5	27.7%	132.2	2.0%	3%	False	False	74,734

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	29.2
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7,094.5
2.618	6,895.4
1.618	6,773.4
1.000	6,698.0
0.618	6,651.4
HIGH	6,576.0
0.618	6,529.4
0.500	6,515.0
0.382	6,500.6
LOW	6,454.0
0.618	6,378.6
1.000	6,332.0
1.618	6,256.6
2.618	6,134.6
4.250	5,935.5

Fisher Pivots for day following 07-Mar-2008
Pivot	1 day	3 day
R1	6,515.0	6,594.5
PP	6,511.8	6,564.8
S1	6,508.7	6,535.2

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