DAX Index Future June 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 6,476.0 6,301.5 -174.5 -2.7% 6,454.5
High 6,476.0 6,377.0 -99.0 -1.5% 6,675.5
Low 6,280.5 6,301.5 21.0 0.3% 6,403.5
Close 6,368.5 6,326.7 -41.8 -0.7% 6,514.5
Range 195.5 75.5 -120.0 -61.4% 272.0
ATR 194.7 186.2 -8.5 -4.4% 0.0
Volume 301,411 44,925 -256,486 -85.1% 902,686
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,561.6 6,519.6 6,368.2
R3 6,486.1 6,444.1 6,347.5
R2 6,410.6 6,410.6 6,340.5
R1 6,368.6 6,368.6 6,333.6 6,389.6
PP 6,335.1 6,335.1 6,335.1 6,345.6
S1 6,293.1 6,293.1 6,319.8 6,314.1
S2 6,259.6 6,259.6 6,312.9
S3 6,184.1 6,217.6 6,305.9
S4 6,108.6 6,142.1 6,285.2
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 7,347.2 7,202.8 6,664.1
R3 7,075.2 6,930.8 6,589.3
R2 6,803.2 6,803.2 6,564.4
R1 6,658.8 6,658.8 6,539.4 6,731.0
PP 6,531.2 6,531.2 6,531.2 6,567.3
S1 6,386.8 6,386.8 6,489.6 6,459.0
S2 6,259.2 6,259.2 6,464.6
S3 5,987.2 6,114.8 6,439.7
S4 5,715.2 5,842.8 6,364.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,630.0 6,174.0 456.0 7.2% 172.4 2.7% 33% False False 69,267
10 6,675.5 6,174.0 501.5 7.9% 162.6 2.6% 30% False False 125,125
20 7,124.0 6,174.0 950.0 15.0% 150.9 2.4% 16% False False 62,952
40 7,183.5 6,174.0 1,009.5 16.0% 163.2 2.6% 15% False False 32,191
60 8,300.0 6,174.0 2,126.0 33.6% 171.9 2.7% 7% False False 21,769
80 8,300.0 6,174.0 2,126.0 33.6% 156.5 2.5% 7% False False 16,949
100 8,300.0 6,174.0 2,126.0 33.6% 139.6 2.2% 7% False False 13,642
120 8,300.0 6,174.0 2,126.0 33.6% 124.5 2.0% 7% False False 11,463
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45.5
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 6,697.9
2.618 6,574.7
1.618 6,499.2
1.000 6,452.5
0.618 6,423.7
HIGH 6,377.0
0.618 6,348.2
0.500 6,339.3
0.382 6,330.3
LOW 6,301.5
0.618 6,254.8
1.000 6,226.0
1.618 6,179.3
2.618 6,103.8
4.250 5,980.6
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 6,339.3 6,326.1
PP 6,335.1 6,325.6
S1 6,330.9 6,325.0

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

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