DAX Index Future September 2008

Trading Metrics calculated at close of trading on 06-Aug-2008

Day Change Summary
	Previous	Current
	05-Aug-2008	06-Aug-2008	Change	Change %	Previous Week
Open	6,394.0	6,610.5	216.5	3.4%	6,462.0
High	6,599.5	6,637.5	38.0	0.6%	6,581.5
Low	6,376.5	6,531.5	155.0	2.4%	6,303.0
Close	6,551.5	6,602.5	51.0	0.8%	6,427.5
Range	223.0	106.0	-117.0	-52.5%	278.5
ATR	152.1	148.8	-3.3	-2.2%	0.0
Volume	182,870	133,760	-49,110	-26.9%	761,125

Daily Pivots for day following 06-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,908.5	6,861.5	6,660.8
R3	6,802.5	6,755.5	6,631.7
R2	6,696.5	6,696.5	6,621.9
R1	6,649.5	6,649.5	6,612.2	6,620.0
PP	6,590.5	6,590.5	6,590.5	6,575.8
S1	6,543.5	6,543.5	6,592.8	6,514.0
S2	6,484.5	6,484.5	6,583.1
S3	6,378.5	6,437.5	6,573.4
S4	6,272.5	6,331.5	6,544.2

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,272.8	7,128.7	6,580.7
R3	6,994.3	6,850.2	6,504.1
R2	6,715.8	6,715.8	6,478.6
R1	6,571.7	6,571.7	6,453.0	6,504.5
PP	6,437.3	6,437.3	6,437.3	6,403.8
S1	6,293.2	6,293.2	6,402.0	6,226.0
S2	6,158.8	6,158.8	6,376.4
S3	5,880.3	6,014.7	6,350.9
S4	5,601.8	5,736.2	6,274.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,637.5	6,356.5	281.0	4.3%	130.8	2.0%	88%	True	False	152,028
10	6,637.5	6,303.0	334.5	5.1%	142.2	2.2%	90%	True	False	151,302
20	6,637.5	6,041.5	596.0	9.0%	149.7	2.3%	94%	True	False	173,507
40	6,932.5	6,041.5	891.0	13.5%	145.8	2.2%	63%	False	False	155,094
60	7,340.0	6,041.5	1,298.5	19.7%	132.4	2.0%	43%	False	False	103,763
80	7,340.0	6,041.5	1,298.5	19.7%	122.8	1.9%	43%	False	False	77,904
100	7,340.0	6,041.5	1,298.5	19.7%	124.7	1.9%	43%	False	False	62,772
120	7,340.0	6,041.5	1,298.5	19.7%	123.7	1.9%	43%	False	False	52,380

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	35.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,088.0
2.618	6,915.0
1.618	6,809.0
1.000	6,743.5
0.618	6,703.0
HIGH	6,637.5
0.618	6,597.0
0.500	6,584.5
0.382	6,572.0
LOW	6,531.5
0.618	6,466.0
1.000	6,425.5
1.618	6,360.0
2.618	6,254.0
4.250	6,081.0

Fisher Pivots for day following 06-Aug-2008
Pivot	1 day	3 day
R1	6,596.5	6,567.3
PP	6,590.5	6,532.2
S1	6,584.5	6,497.0

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