DAX Index Future June 2008

Trading Metrics calculated at close of trading on 12-Jun-2008

Day Change Summary
	Previous	Current
	11-Jun-2008	12-Jun-2008	Change	Change %	Previous Week
Open	6,799.5	6,651.5	-148.0	-2.2%	7,119.5
High	6,822.5	6,740.5	-82.0	-1.2%	7,126.0
Low	6,637.0	6,649.0	12.0	0.2%	6,749.5
Close	6,662.5	6,723.0	60.5	0.9%	6,817.5
Range	185.5	91.5	-94.0	-50.7%	376.5
ATR	120.9	118.8	-2.1	-1.7%	0.0
Volume	200,288	166,906	-33,382	-16.7%	517,488

Daily Pivots for day following 12-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,978.7	6,942.3	6,773.3
R3	6,887.2	6,850.8	6,748.2
R2	6,795.7	6,795.7	6,739.8
R1	6,759.3	6,759.3	6,731.4	6,777.5
PP	6,704.2	6,704.2	6,704.2	6,713.3
S1	6,667.8	6,667.8	6,714.6	6,686.0
S2	6,612.7	6,612.7	6,706.2
S3	6,521.2	6,576.3	6,697.8
S4	6,429.7	6,484.8	6,672.7

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	8,027.2	7,798.8	7,024.6
R3	7,650.7	7,422.3	6,921.0
R2	7,274.2	7,274.2	6,886.5
R1	7,045.8	7,045.8	6,852.0	6,971.8
PP	6,897.7	6,897.7	6,897.7	6,860.6
S1	6,669.3	6,669.3	6,783.0	6,595.3
S2	6,521.2	6,521.2	6,748.5
S3	6,144.7	6,292.8	6,714.0
S4	5,768.2	5,916.3	6,610.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,014.0	6,637.0	377.0	5.6%	142.5	2.1%	23%	False	False	194,526
10	7,142.0	6,637.0	505.0	7.5%	117.9	1.8%	17%	False	False	135,204
20	7,270.0	6,637.0	633.0	9.4%	110.4	1.6%	14%	False	False	127,417
40	7,270.0	6,637.0	633.0	9.4%	106.9	1.6%	14%	False	False	127,907
60	7,270.0	6,280.5	989.5	14.7%	112.4	1.7%	45%	False	False	135,814
80	7,270.0	6,174.0	1,096.0	16.3%	122.5	1.8%	50%	False	False	113,305
100	7,270.0	6,174.0	1,096.0	16.3%	137.3	2.0%	50%	False	False	90,914
120	8,300.0	6,174.0	2,126.0	31.6%	141.4	2.1%	26%	False	False	76,037

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,129.4
2.618	6,980.0
1.618	6,888.5
1.000	6,832.0
0.618	6,797.0
HIGH	6,740.5
0.618	6,705.5
0.500	6,694.8
0.382	6,684.0
LOW	6,649.0
0.618	6,592.5
1.000	6,557.5
1.618	6,501.0
2.618	6,409.5
4.250	6,260.1

Fisher Pivots for day following 12-Jun-2008
Pivot	1 day	3 day
R1	6,713.6	6,729.8
PP	6,704.2	6,727.5
S1	6,694.8	6,725.3

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