DAX Index Future September 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 6,232.0 6,000.0 -232.0 -3.7% 6,221.0
High 6,257.5 6,084.0 -173.5 -2.8% 6,332.0
Low 6,159.5 5,940.5 -219.0 -3.6% 6,082.5
Close 6,233.5 6,049.5 -184.0 -3.0% 6,233.5
Range 98.0 143.5 45.5 46.4% 249.5
ATR 143.3 154.0 10.7 7.5% 0.0
Volume 167,672 307,023 139,351 83.1% 779,655
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,455.2 6,395.8 6,128.4
R3 6,311.7 6,252.3 6,089.0
R2 6,168.2 6,168.2 6,075.8
R1 6,108.8 6,108.8 6,062.7 6,138.5
PP 6,024.7 6,024.7 6,024.7 6,039.5
S1 5,965.3 5,965.3 6,036.3 5,995.0
S2 5,881.2 5,881.2 6,023.2
S3 5,737.7 5,821.8 6,010.0
S4 5,594.2 5,678.3 5,970.6
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,964.5 6,848.5 6,370.7
R3 6,715.0 6,599.0 6,302.1
R2 6,465.5 6,465.5 6,279.2
R1 6,349.5 6,349.5 6,256.4 6,407.5
PP 6,216.0 6,216.0 6,216.0 6,245.0
S1 6,100.0 6,100.0 6,210.6 6,158.0
S2 5,966.5 5,966.5 6,187.8
S3 5,717.0 5,850.5 6,164.9
S4 5,467.5 5,601.0 6,096.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,332.0 5,940.5 391.5 6.5% 137.2 2.3% 28% False True 217,335
10 6,566.0 5,940.5 625.5 10.3% 152.4 2.5% 17% False True 187,506
20 6,566.0 5,940.5 625.5 10.3% 134.0 2.2% 17% False True 152,647
40 6,665.0 5,940.5 724.5 12.0% 133.9 2.2% 15% False True 151,253
60 6,703.5 5,940.5 763.0 12.6% 140.0 2.3% 14% False True 165,514
80 7,217.0 5,940.5 1,276.5 21.1% 134.4 2.2% 9% False True 130,739
100 7,340.0 5,940.5 1,399.5 23.1% 125.1 2.1% 8% False True 104,665
120 7,340.0 5,940.5 1,399.5 23.1% 124.6 2.1% 8% False True 87,306
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,693.9
2.618 6,459.7
1.618 6,316.2
1.000 6,227.5
0.618 6,172.7
HIGH 6,084.0
0.618 6,029.2
0.500 6,012.3
0.382 5,995.3
LOW 5,940.5
0.618 5,851.8
1.000 5,797.0
1.618 5,708.3
2.618 5,564.8
4.250 5,330.6
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 6,037.1 6,099.0
PP 6,024.7 6,082.5
S1 6,012.3 6,066.0

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

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