DAX Index Future September 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 6,602.0 6,638.0 36.0 0.5% 6,887.0
High 6,703.5 6,646.0 -57.5 -0.9% 6,932.5
Low 6,600.0 6,465.0 -135.0 -2.0% 6,611.5
Close 6,687.0 6,529.0 -158.0 -2.4% 6,653.0
Range 103.5 181.0 77.5 74.9% 321.0
ATR 123.8 130.8 7.0 5.7% 0.0
Volume 139,929 193,421 53,492 38.2% 491,440
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 7,089.7 6,990.3 6,628.6
R3 6,908.7 6,809.3 6,578.8
R2 6,727.7 6,727.7 6,562.2
R1 6,628.3 6,628.3 6,545.6 6,587.5
PP 6,546.7 6,546.7 6,546.7 6,526.3
S1 6,447.3 6,447.3 6,512.4 6,406.5
S2 6,365.7 6,365.7 6,495.8
S3 6,184.7 6,266.3 6,479.2
S4 6,003.7 6,085.3 6,429.5
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 6,839.0 6,465.0 374.0 5.7% 149.6 2.3% 17% False True 174,232
10 6,932.5 6,465.0 467.5 7.2% 133.5 2.0% 14% False True 116,115
20 7,217.0 6,465.0 752.0 11.5% 125.6 1.9% 9% False True 59,295
40 7,340.0 6,465.0 875.0 13.4% 108.3 1.7% 7% False True 29,862
60 7,340.0 6,465.0 875.0 13.4% 107.4 1.6% 7% False True 20,044
80 7,340.0 6,306.5 1,033.5 15.8% 115.6 1.8% 22% False False 15,594
100 7,340.0 6,306.5 1,033.5 15.8% 117.7 1.8% 22% False False 12,561
120 8,164.5 6,306.5 1,858.0 28.5% 125.5 1.9% 12% False False 10,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,415.3
2.618 7,119.9
1.618 6,938.9
1.000 6,827.0
0.618 6,757.9
HIGH 6,646.0
0.618 6,576.9
0.500 6,555.5
0.382 6,534.1
LOW 6,465.0
0.618 6,353.1
1.000 6,284.0
1.618 6,172.1
2.618 5,991.1
4.250 5,695.8
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 6,555.5 6,584.3
PP 6,546.7 6,565.8
S1 6,537.8 6,547.4

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

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