DAX Index Future June 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 6,969.0 6,986.5 17.5 0.3% 7,223.0
High 6,988.0 7,028.5 40.5 0.6% 7,270.0
Low 6,937.0 6,926.5 -10.5 -0.2% 6,954.5
Close 6,980.5 6,981.0 0.5 0.0% 6,969.0
Range 51.0 102.0 51.0 100.0% 315.5
ATR 113.5 112.6 -0.8 -0.7% 0.0
Volume 35,832 156,264 120,432 336.1% 520,393
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 7,284.7 7,234.8 7,037.1
R3 7,182.7 7,132.8 7,009.1
R2 7,080.7 7,080.7 6,999.7
R1 7,030.8 7,030.8 6,990.4 7,004.8
PP 6,978.7 6,978.7 6,978.7 6,965.6
S1 6,928.8 6,928.8 6,971.7 6,902.8
S2 6,876.7 6,876.7 6,962.3
S3 6,774.7 6,826.8 6,953.0
S4 6,672.7 6,724.8 6,924.9
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 8,011.0 7,805.5 7,142.5
R3 7,695.5 7,490.0 7,055.8
R2 7,380.0 7,380.0 7,026.8
R1 7,174.5 7,174.5 6,997.9 7,119.5
PP 7,064.5 7,064.5 7,064.5 7,037.0
S1 6,859.0 6,859.0 6,940.1 6,804.0
S2 6,749.0 6,749.0 6,911.2
S3 6,433.5 6,543.5 6,882.2
S4 6,118.0 6,228.0 6,795.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,228.0 6,926.5 301.5 4.3% 103.0 1.5% 18% False True 94,204
10 7,270.0 6,926.5 343.5 4.9% 100.4 1.4% 16% False True 116,788
20 7,270.0 6,895.0 375.0 5.4% 95.3 1.4% 23% False False 114,123
40 7,270.0 6,572.5 697.5 10.0% 104.4 1.5% 59% False False 130,856
60 7,270.0 6,174.0 1,096.0 15.7% 121.3 1.7% 74% False False 123,235
80 7,270.0 6,174.0 1,096.0 15.7% 129.8 1.9% 74% False False 92,771
100 8,079.5 6,174.0 1,905.5 27.3% 146.1 2.1% 42% False False 74,370
120 8,300.0 6,174.0 2,126.0 30.5% 140.6 2.0% 38% False False 62,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,462.0
2.618 7,295.5
1.618 7,193.5
1.000 7,130.5
0.618 7,091.5
HIGH 7,028.5
0.618 6,989.5
0.500 6,977.5
0.382 6,965.5
LOW 6,926.5
0.618 6,863.5
1.000 6,824.5
1.618 6,761.5
2.618 6,659.5
4.250 6,493.0
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 6,979.8 7,013.8
PP 6,978.7 7,002.8
S1 6,977.5 6,991.9

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

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