DAX Index Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 5,676.5 5,932.0 255.5 4.5% 6,244.5
High 5,965.0 5,944.5 -20.5 -0.3% 6,281.0
Low 5,661.5 5,805.5 144.0 2.5% 6,055.0
Close 5,888.0 5,853.0 -35.0 -0.6% 6,133.0
Range 303.5 139.0 -164.5 -54.2% 226.0
ATR 210.5 205.4 -5.1 -2.4% 0.0
Volume 226,092 168,412 -57,680 -25.5% 933,108
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,284.7 6,207.8 5,929.5
R3 6,145.7 6,068.8 5,891.2
R2 6,006.7 6,006.7 5,878.5
R1 5,929.8 5,929.8 5,865.7 5,898.8
PP 5,867.7 5,867.7 5,867.7 5,852.1
S1 5,790.8 5,790.8 5,840.3 5,759.8
S2 5,728.7 5,728.7 5,827.5
S3 5,589.7 5,651.8 5,814.8
S4 5,450.7 5,512.8 5,776.6
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 11.7% 247.9 4.2% 41% False False 210,528
10 6,301.5 5,572.5 729.0 12.5% 210.7 3.6% 38% False False 200,368
20 6,556.0 5,572.5 983.5 16.8% 187.8 3.2% 29% False False 111,171
40 6,738.0 5,572.5 1,165.5 19.9% 150.6 2.6% 24% False False 56,207
60 6,738.0 5,572.5 1,165.5 19.9% 146.9 2.5% 24% False False 37,739
80 7,012.5 5,572.5 1,440.0 24.6% 142.5 2.4% 19% False False 28,976
100 7,421.0 5,572.5 1,848.5 31.6% 134.3 2.3% 15% False False 23,320
120 7,421.0 5,572.5 1,848.5 31.6% 126.3 2.2% 15% False False 19,467
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 30.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,535.3
2.618 6,308.4
1.618 6,169.4
1.000 6,083.5
0.618 6,030.4
HIGH 5,944.5
0.618 5,891.4
0.500 5,875.0
0.382 5,858.6
LOW 5,805.5
0.618 5,719.6
1.000 5,666.5
1.618 5,580.6
2.618 5,441.6
4.250 5,214.8
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 5,875.0 5,846.0
PP 5,867.7 5,839.0
S1 5,860.3 5,832.0

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

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