DAX Index Future September 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 6,625.5 6,617.5 -8.0 -0.1% 6,420.0
High 6,665.0 6,657.5 -7.5 -0.1% 6,656.0
Low 6,590.0 6,563.5 -26.5 -0.4% 6,356.5
Close 6,637.0 6,616.5 -20.5 -0.3% 6,587.0
Range 75.0 94.0 19.0 25.3% 299.5
ATR 143.8 140.3 -3.6 -2.5% 0.0
Volume 112,468 141,430 28,962 25.8% 762,729
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,894.5 6,849.5 6,668.2
R3 6,800.5 6,755.5 6,642.4
R2 6,706.5 6,706.5 6,633.7
R1 6,661.5 6,661.5 6,625.1 6,637.0
PP 6,612.5 6,612.5 6,612.5 6,600.3
S1 6,567.5 6,567.5 6,607.9 6,543.0
S2 6,518.5 6,518.5 6,599.3
S3 6,424.5 6,473.5 6,590.7
S4 6,330.5 6,379.5 6,564.8
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 6,472.0 193.0 2.9% 114.4 1.7% 75% False False 143,511
10 6,665.0 6,356.5 308.5 4.7% 121.2 1.8% 84% False False 149,004
20 6,665.0 6,041.5 623.5 9.4% 141.5 2.1% 92% False False 158,663
40 6,932.5 6,041.5 891.0 13.5% 143.5 2.2% 65% False False 168,323
60 7,285.0 6,041.5 1,243.5 18.8% 134.0 2.0% 46% False False 113,463
80 7,340.0 6,041.5 1,298.5 19.6% 122.9 1.9% 44% False False 85,181
100 7,340.0 6,041.5 1,298.5 19.6% 121.2 1.8% 44% False False 68,303
120 7,340.0 6,041.5 1,298.5 19.6% 123.1 1.9% 44% False False 57,235
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 41.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,057.0
2.618 6,903.6
1.618 6,809.6
1.000 6,751.5
0.618 6,715.6
HIGH 6,657.5
0.618 6,621.6
0.500 6,610.5
0.382 6,599.4
LOW 6,563.5
0.618 6,505.4
1.000 6,469.5
1.618 6,411.4
2.618 6,317.4
4.250 6,164.0
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 6,614.5 6,600.5
PP 6,612.5 6,584.5
S1 6,610.5 6,568.5

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

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