DAX Index Future September 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 6,302.5 6,358.0 55.5 0.9% 6,464.0
High 6,391.0 6,372.5 -18.5 -0.3% 6,514.0
Low 6,255.5 6,267.0 11.5 0.2% 6,237.5
Close 6,374.5 6,337.5 -37.0 -0.6% 6,362.5
Range 135.5 105.5 -30.0 -22.1% 276.5
ATR 134.4 132.5 -1.9 -1.4% 0.0
Volume 128,415 135,241 6,826 5.3% 703,315
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,642.2 6,595.3 6,395.5
R3 6,536.7 6,489.8 6,366.5
R2 6,431.2 6,431.2 6,356.8
R1 6,384.3 6,384.3 6,347.2 6,355.0
PP 6,325.7 6,325.7 6,325.7 6,311.0
S1 6,278.8 6,278.8 6,327.8 6,249.5
S2 6,220.2 6,220.2 6,318.2
S3 6,114.7 6,173.3 6,308.5
S4 6,009.2 6,067.8 6,279.5
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 7,200.8 7,058.2 6,514.6
R3 6,924.3 6,781.7 6,438.5
R2 6,647.8 6,647.8 6,413.2
R1 6,505.2 6,505.2 6,387.8 6,438.3
PP 6,371.3 6,371.3 6,371.3 6,337.9
S1 6,228.7 6,228.7 6,337.2 6,161.8
S2 6,094.8 6,094.8 6,311.8
S3 5,818.3 5,952.2 6,286.5
S4 5,541.8 5,675.7 6,210.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,391.0 6,237.5 153.5 2.4% 115.9 1.8% 65% False False 107,854
10 6,543.5 6,237.5 306.0 4.8% 115.5 1.8% 33% False False 126,497
20 6,665.0 6,237.5 427.5 6.7% 121.5 1.9% 23% False False 139,376
40 6,665.0 6,041.5 623.5 9.8% 138.5 2.2% 47% False False 160,978
60 7,094.5 6,041.5 1,053.0 16.6% 137.1 2.2% 28% False False 137,405
80 7,340.0 6,041.5 1,298.5 20.5% 126.2 2.0% 23% False False 103,182
100 7,340.0 6,041.5 1,298.5 20.5% 121.6 1.9% 23% False False 82,625
120 7,340.0 6,041.5 1,298.5 20.5% 124.1 2.0% 23% False False 69,231
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,820.9
2.618 6,648.7
1.618 6,543.2
1.000 6,478.0
0.618 6,437.7
HIGH 6,372.5
0.618 6,332.2
0.500 6,319.8
0.382 6,307.3
LOW 6,267.0
0.618 6,201.8
1.000 6,161.5
1.618 6,096.3
2.618 5,990.8
4.250 5,818.6
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 6,331.6 6,331.5
PP 6,325.7 6,325.5
S1 6,319.8 6,319.5

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

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