DAX Index Future December 2008


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 6,075.0 5,676.5 -398.5 -6.6% 6,244.5
High 6,091.5 5,965.0 -126.5 -2.1% 6,281.0
Low 5,572.5 5,661.5 89.0 1.6% 6,055.0
Close 5,874.5 5,888.0 13.5 0.2% 6,133.0
Range 519.0 303.5 -215.5 -41.5% 226.0
ATR 203.3 210.5 7.2 3.5% 0.0
Volume 275,784 226,092 -49,692 -18.0% 933,108
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,748.7 6,621.8 6,054.9
R3 6,445.2 6,318.3 5,971.5
R2 6,141.7 6,141.7 5,943.6
R1 6,014.8 6,014.8 5,915.8 6,078.3
PP 5,838.2 5,838.2 5,838.2 5,869.9
S1 5,711.3 5,711.3 5,860.2 5,774.8
S2 5,534.7 5,534.7 5,832.4
S3 5,231.2 5,407.8 5,804.5
S4 4,927.7 5,104.3 5,721.1
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,834.3 6,709.7 6,257.3
R3 6,608.3 6,483.7 6,195.2
R2 6,382.3 6,382.3 6,174.4
R1 6,257.7 6,257.7 6,153.7 6,207.0
PP 6,156.3 6,156.3 6,156.3 6,131.0
S1 6,031.7 6,031.7 6,112.3 5,981.0
S2 5,930.3 5,930.3 6,091.6
S3 5,704.3 5,805.7 6,070.9
S4 5,478.3 5,579.7 6,008.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,255.0 5,572.5 682.5 11.6% 239.2 4.1% 46% False False 209,063
10 6,301.5 5,572.5 729.0 12.4% 223.4 3.8% 43% False False 191,708
20 6,600.0 5,572.5 1,027.5 17.5% 184.8 3.1% 31% False False 102,787
40 6,738.0 5,572.5 1,165.5 19.8% 149.7 2.5% 27% False False 52,008
60 6,738.0 5,572.5 1,165.5 19.8% 146.5 2.5% 27% False False 34,940
80 7,012.5 5,572.5 1,440.0 24.5% 143.0 2.4% 22% False False 26,889
100 7,421.0 5,572.5 1,848.5 31.4% 133.9 2.3% 17% False False 21,639
120 7,421.0 5,572.5 1,848.5 31.4% 125.8 2.1% 17% False False 18,068
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,254.9
2.618 6,759.6
1.618 6,456.1
1.000 6,268.5
0.618 6,152.6
HIGH 5,965.0
0.618 5,849.1
0.500 5,813.3
0.382 5,777.4
LOW 5,661.5
0.618 5,473.9
1.000 5,358.0
1.618 5,170.4
2.618 4,866.9
4.250 4,371.6
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 5,863.1 5,883.3
PP 5,838.2 5,878.5
S1 5,813.3 5,873.8

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

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