DAX Index Future September 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 6,491.5 6,522.5 31.0 0.5% 6,435.0
High 6,546.5 6,581.5 35.0 0.5% 6,616.5
Low 6,455.0 6,464.0 9.0 0.1% 6,365.5
Close 6,506.0 6,525.0 19.0 0.3% 6,486.0
Range 91.5 117.5 26.0 28.4% 251.0
ATR 156.1 153.4 -2.8 -1.8% 0.0
Volume 146,107 172,705 26,598 18.2% 762,916
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 6,876.0 6,818.0 6,589.6
R3 6,758.5 6,700.5 6,557.3
R2 6,641.0 6,641.0 6,546.5
R1 6,583.0 6,583.0 6,535.8 6,612.0
PP 6,523.5 6,523.5 6,523.5 6,538.0
S1 6,465.5 6,465.5 6,514.2 6,494.5
S2 6,406.0 6,406.0 6,503.5
S3 6,288.5 6,348.0 6,492.7
S4 6,171.0 6,230.5 6,460.4
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 7,242.3 7,115.2 6,624.1
R3 6,991.3 6,864.2 6,555.0
R2 6,740.3 6,740.3 6,532.0
R1 6,613.2 6,613.2 6,509.0 6,676.8
PP 6,489.3 6,489.3 6,489.3 6,521.1
S1 6,362.2 6,362.2 6,463.0 6,425.8
S2 6,238.3 6,238.3 6,440.0
S3 5,987.3 6,111.2 6,417.0
S4 5,736.3 5,860.2 6,348.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,581.5 6,303.0 278.5 4.3% 138.3 2.1% 80% True False 152,698
10 6,616.5 6,280.5 336.0 5.1% 145.4 2.2% 73% False False 155,894
20 6,616.5 6,041.5 575.0 8.8% 153.8 2.4% 84% False False 182,579
40 7,094.5 6,041.5 1,053.0 16.1% 145.5 2.2% 46% False False 140,674
60 7,340.0 6,041.5 1,298.5 19.9% 128.0 2.0% 37% False False 93,992
80 7,340.0 6,041.5 1,298.5 19.9% 122.4 1.9% 37% False False 70,594
100 7,340.0 6,041.5 1,298.5 19.9% 124.9 1.9% 37% False False 56,928
120 7,340.0 6,041.5 1,298.5 19.9% 123.2 1.9% 37% False False 47,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,080.9
2.618 6,889.1
1.618 6,771.6
1.000 6,699.0
0.618 6,654.1
HIGH 6,581.5
0.618 6,536.6
0.500 6,522.8
0.382 6,508.9
LOW 6,464.0
0.618 6,391.4
1.000 6,346.5
1.618 6,273.9
2.618 6,156.4
4.250 5,964.6
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 6,524.3 6,497.4
PP 6,523.5 6,469.8
S1 6,522.8 6,442.3

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

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