DAX Index Future September 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 6,470.0 6,221.0 -249.0 -3.8% 6,397.0
High 6,488.5 6,258.5 -230.0 -3.5% 6,566.0
Low 6,233.0 6,098.0 -135.0 -2.2% 6,098.0
Close 6,285.5 6,123.0 -162.5 -2.6% 6,123.0
Range 255.5 160.5 -95.0 -37.2% 468.0
ATR 139.0 142.5 3.5 2.5% 0.0
Volume 229,451 230,643 1,192 0.5% 864,195
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,641.3 6,542.7 6,211.3
R3 6,480.8 6,382.2 6,167.1
R2 6,320.3 6,320.3 6,152.4
R1 6,221.7 6,221.7 6,137.7 6,190.8
PP 6,159.8 6,159.8 6,159.8 6,144.4
S1 6,061.2 6,061.2 6,108.3 6,030.3
S2 5,999.3 5,999.3 6,093.6
S3 5,838.8 5,900.7 6,078.9
S4 5,678.3 5,740.2 6,034.7
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 7,666.3 7,362.7 6,380.4
R3 7,198.3 6,894.7 6,251.7
R2 6,730.3 6,730.3 6,208.8
R1 6,426.7 6,426.7 6,165.9 6,344.5
PP 6,262.3 6,262.3 6,262.3 6,221.3
S1 5,958.7 5,958.7 6,080.1 5,876.5
S2 5,794.3 5,794.3 6,037.2
S3 5,326.3 5,490.7 5,994.3
S4 4,858.3 5,022.7 5,865.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,566.0 6,098.0 468.0 7.6% 158.2 2.6% 5% False True 172,839
10 6,566.0 6,098.0 468.0 7.6% 141.8 2.3% 5% False True 138,706
20 6,665.0 6,098.0 567.0 9.3% 126.3 2.1% 4% False True 141,045
40 6,665.0 6,041.5 623.5 10.2% 136.3 2.2% 13% False False 154,218
60 6,932.5 6,041.5 891.0 14.6% 139.4 2.3% 9% False False 155,753
80 7,340.0 6,041.5 1,298.5 21.2% 132.1 2.2% 6% False False 117,195
100 7,340.0 6,041.5 1,298.5 21.2% 124.1 2.0% 6% False False 93,821
120 7,340.0 6,041.5 1,298.5 21.2% 124.1 2.0% 6% False False 78,498
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 29.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,940.6
2.618 6,678.7
1.618 6,518.2
1.000 6,419.0
0.618 6,357.7
HIGH 6,258.5
0.618 6,197.2
0.500 6,178.3
0.382 6,159.3
LOW 6,098.0
0.618 5,998.8
1.000 5,937.5
1.618 5,838.3
2.618 5,677.8
4.250 5,415.9
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 6,178.3 6,314.3
PP 6,159.8 6,250.5
S1 6,141.4 6,186.8

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

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