DAX Index Future September 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 6,812.0 6,650.0 -162.0 -2.4% 6,887.0
High 6,839.0 6,698.5 -140.5 -2.1% 6,932.5
Low 6,611.5 6,641.0 29.5 0.4% 6,611.5
Close 6,653.0 6,668.5 15.5 0.2% 6,653.0
Range 227.5 57.5 -170.0 -74.7% 321.0
ATR 126.2 121.3 -4.9 -3.9% 0.0
Volume 211,018 123,146 -87,872 -41.6% 491,440
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,841.8 6,812.7 6,700.1
R3 6,784.3 6,755.2 6,684.3
R2 6,726.8 6,726.8 6,679.0
R1 6,697.7 6,697.7 6,673.8 6,712.3
PP 6,669.3 6,669.3 6,669.3 6,676.6
S1 6,640.2 6,640.2 6,663.2 6,654.8
S2 6,611.8 6,611.8 6,658.0
S3 6,554.3 6,582.7 6,652.7
S4 6,496.8 6,525.2 6,636.9
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 7,695.3 7,495.2 6,829.6
R3 7,374.3 7,174.2 6,741.3
R2 7,053.3 7,053.3 6,711.9
R1 6,853.2 6,853.2 6,682.4 6,792.8
PP 6,732.3 6,732.3 6,732.3 6,702.1
S1 6,532.2 6,532.2 6,623.6 6,471.8
S2 6,411.3 6,411.3 6,594.2
S3 6,090.3 6,211.2 6,564.7
S4 5,769.3 5,890.2 6,476.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,932.5 6,611.5 321.0 4.8% 120.4 1.8% 18% False False 115,773
10 6,932.5 6,611.5 321.0 4.8% 124.7 1.9% 18% False False 63,640
20 7,217.0 6,611.5 605.5 9.1% 118.1 1.8% 9% False False 32,560
40 7,340.0 6,611.5 728.5 10.9% 101.9 1.5% 8% False False 16,460
60 7,340.0 6,560.0 780.0 11.7% 108.3 1.6% 14% False False 11,145
80 7,340.0 6,306.5 1,033.5 15.5% 114.3 1.7% 35% False False 8,915
100 7,340.0 6,306.5 1,033.5 15.5% 116.6 1.7% 35% False False 7,208
120 8,192.0 6,306.5 1,885.5 28.3% 124.1 1.9% 19% False False 6,044
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 19.1
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,942.9
2.618 6,849.0
1.618 6,791.5
1.000 6,756.0
0.618 6,734.0
HIGH 6,698.5
0.618 6,676.5
0.500 6,669.8
0.382 6,663.0
LOW 6,641.0
0.618 6,605.5
1.000 6,583.5
1.618 6,548.0
2.618 6,490.5
4.250 6,396.6
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 6,669.8 6,726.3
PP 6,669.3 6,707.0
S1 6,668.9 6,687.8

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

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