DAX Index Future March 2008


Trading Metrics calculated at close of trading on 17-Mar-2008
Day Change Summary
Previous Current
14-Mar-2008 17-Mar-2008 Change Change % Previous Week
Open 6,503.0 6,275.5 -227.5 -3.5% 6,540.0
High 6,630.0 6,317.5 -312.5 -4.7% 6,648.5
Low 6,355.5 6,174.0 -181.5 -2.9% 6,355.5
Close 6,469.5 6,194.5 -275.0 -4.3% 6,469.5
Range 274.5 143.5 -131.0 -47.7% 293.0
ATR 181.4 189.5 8.2 4.5% 0.0
Volume 310,195 345,923 35,728 11.5% 803,538
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,659.2 6,570.3 6,273.4
R3 6,515.7 6,426.8 6,234.0
R2 6,372.2 6,372.2 6,220.8
R1 6,283.3 6,283.3 6,207.7 6,256.0
PP 6,228.7 6,228.7 6,228.7 6,215.0
S1 6,139.8 6,139.8 6,181.3 6,112.5
S2 6,085.2 6,085.2 6,168.2
S3 5,941.7 5,996.3 6,155.0
S4 5,798.2 5,852.8 6,115.6
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 7,370.2 7,212.8 6,630.7
R3 7,077.2 6,919.8 6,550.1
R2 6,784.2 6,784.2 6,523.2
R1 6,626.8 6,626.8 6,496.4 6,559.0
PP 6,491.2 6,491.2 6,491.2 6,457.3
S1 6,333.8 6,333.8 6,442.6 6,266.0
S2 6,198.2 6,198.2 6,415.8
S3 5,905.2 6,040.8 6,388.9
S4 5,612.2 5,747.8 6,308.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,648.5 6,174.0 474.5 7.7% 201.4 3.3% 4% False True 229,892
10 6,735.0 6,174.0 561.0 9.1% 182.1 2.9% 4% False True 178,131
20 7,108.0 6,174.0 934.0 15.1% 163.9 2.6% 2% False True 169,671
40 7,334.5 6,174.0 1,160.5 18.7% 191.2 3.1% 2% False True 164,190
60 8,253.0 6,174.0 2,079.0 33.6% 178.2 2.9% 1% False True 163,604
80 8,253.0 6,174.0 2,079.0 33.6% 164.1 2.6% 1% False True 125,849
100 8,253.0 6,174.0 2,079.0 33.6% 152.7 2.5% 1% False True 100,797
120 8,253.0 6,174.0 2,079.0 33.6% 138.7 2.2% 1% False True 84,109
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,927.4
2.618 6,693.2
1.618 6,549.7
1.000 6,461.0
0.618 6,406.2
HIGH 6,317.5
0.618 6,262.7
0.500 6,245.8
0.382 6,228.8
LOW 6,174.0
0.618 6,085.3
1.000 6,030.5
1.618 5,941.8
2.618 5,798.3
4.250 5,564.1
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 6,245.8 6,402.0
PP 6,228.7 6,332.8
S1 6,211.6 6,263.7

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

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