DAX Index Future September 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 6,566.5 6,625.5 59.0 0.9% 6,420.0
High 6,640.5 6,665.0 24.5 0.4% 6,656.0
Low 6,472.0 6,590.0 118.0 1.8% 6,356.5
Close 6,587.0 6,637.0 50.0 0.8% 6,587.0
Range 168.5 75.0 -93.5 -55.5% 299.5
ATR 148.9 143.8 -5.1 -3.4% 0.0
Volume 170,491 112,468 -58,023 -34.0% 762,729
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,855.7 6,821.3 6,678.3
R3 6,780.7 6,746.3 6,657.6
R2 6,705.7 6,705.7 6,650.8
R1 6,671.3 6,671.3 6,643.9 6,688.5
PP 6,630.7 6,630.7 6,630.7 6,639.3
S1 6,596.3 6,596.3 6,630.1 6,613.5
S2 6,555.7 6,555.7 6,623.3
S3 6,480.7 6,521.3 6,616.4
S4 6,405.7 6,446.3 6,595.8
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 7,431.7 7,308.8 6,751.7
R3 7,132.2 7,009.3 6,669.4
R2 6,832.7 6,832.7 6,641.9
R1 6,709.8 6,709.8 6,614.5 6,771.3
PP 6,533.2 6,533.2 6,533.2 6,563.9
S1 6,410.3 6,410.3 6,559.5 6,471.8
S2 6,233.7 6,233.7 6,532.1
S3 5,934.2 6,110.8 6,504.6
S4 5,634.7 5,811.3 6,422.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,665.0 6,376.5 288.5 4.3% 140.2 2.1% 90% True False 151,799
10 6,665.0 6,303.0 362.0 5.5% 130.6 2.0% 92% True False 150,290
20 6,665.0 6,041.5 623.5 9.4% 144.4 2.2% 96% True False 164,590
40 6,932.5 6,041.5 891.0 13.4% 144.7 2.2% 67% False False 165,680
60 7,340.0 6,041.5 1,298.5 19.6% 133.5 2.0% 46% False False 111,109
80 7,340.0 6,041.5 1,298.5 19.6% 123.6 1.9% 46% False False 83,417
100 7,340.0 6,041.5 1,298.5 19.6% 122.2 1.8% 46% False False 67,052
120 7,340.0 6,041.5 1,298.5 19.6% 123.3 1.9% 46% False False 56,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 41.7
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 6,983.8
2.618 6,861.4
1.618 6,786.4
1.000 6,740.0
0.618 6,711.4
HIGH 6,665.0
0.618 6,636.4
0.500 6,627.5
0.382 6,618.7
LOW 6,590.0
0.618 6,543.7
1.000 6,515.0
1.618 6,468.7
2.618 6,393.7
4.250 6,271.3
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 6,633.8 6,614.2
PP 6,630.7 6,591.3
S1 6,627.5 6,568.5

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

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