DAX Index Future June 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 6,655.5 6,586.0 -69.5 -1.0% 6,602.0
High 6,687.0 6,642.0 -45.0 -0.7% 6,687.0
Low 6,571.0 6,495.0 -76.0 -1.2% 6,531.0
Close 6,627.5 6,595.5 -32.0 -0.5% 6,627.5
Range 116.0 147.0 31.0 26.7% 156.0
ATR 179.1 176.8 -2.3 -1.3% 0.0
Volume 114,460 158,438 43,978 38.4% 546,400
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 7,018.5 6,954.0 6,676.4
R3 6,871.5 6,807.0 6,635.9
R2 6,724.5 6,724.5 6,622.5
R1 6,660.0 6,660.0 6,609.0 6,692.3
PP 6,577.5 6,577.5 6,577.5 6,593.6
S1 6,513.0 6,513.0 6,582.0 6,545.3
S2 6,430.5 6,430.5 6,568.6
S3 6,283.5 6,366.0 6,555.1
S4 6,136.5 6,219.0 6,514.7
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 7,083.2 7,011.3 6,713.3
R3 6,927.2 6,855.3 6,670.4
R2 6,771.2 6,771.2 6,656.1
R1 6,699.3 6,699.3 6,641.8 6,735.3
PP 6,615.2 6,615.2 6,615.2 6,633.1
S1 6,543.3 6,543.3 6,613.2 6,579.3
S2 6,459.2 6,459.2 6,598.9
S3 6,303.2 6,387.3 6,584.6
S4 6,147.2 6,231.3 6,541.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,687.0 6,495.0 192.0 2.9% 114.7 1.7% 52% False True 140,967
10 6,687.0 6,174.0 513.0 7.8% 143.6 2.2% 82% False False 105,117
20 6,954.0 6,174.0 780.0 11.8% 148.9 2.3% 54% False False 98,057
40 7,183.5 6,174.0 1,009.5 15.3% 150.5 2.3% 42% False False 49,710
60 8,079.5 6,174.0 1,905.5 28.9% 171.2 2.6% 22% False False 33,393
80 8,300.0 6,174.0 2,126.0 32.2% 155.6 2.4% 20% False False 25,732
100 8,300.0 6,174.0 2,126.0 32.2% 142.7 2.2% 20% False False 20,681
120 8,300.0 6,174.0 2,126.0 32.2% 127.7 1.9% 20% False False 17,332
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37.5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,266.8
2.618 7,026.8
1.618 6,879.8
1.000 6,789.0
0.618 6,732.8
HIGH 6,642.0
0.618 6,585.8
0.500 6,568.5
0.382 6,551.2
LOW 6,495.0
0.618 6,404.2
1.000 6,348.0
1.618 6,257.2
2.618 6,110.2
4.250 5,870.3
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 6,586.5 6,594.0
PP 6,577.5 6,592.5
S1 6,568.5 6,591.0

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

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