DAX Index Future December 2008


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 5,745.0 5,607.0 -138.0 -2.4% 6,075.0
High 5,899.0 5,621.5 -277.5 -4.7% 6,091.5
Low 5,662.5 5,321.5 -341.0 -6.0% 5,572.5
Close 5,847.0 5,420.5 -426.5 -7.3% 5,847.0
Range 236.5 300.0 63.5 26.8% 519.0
ATR 211.2 233.6 22.5 10.6% 0.0
Volume 206,953 307,084 100,131 48.4% 1,071,802
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,354.5 6,187.5 5,585.5
R3 6,054.5 5,887.5 5,503.0
R2 5,754.5 5,754.5 5,475.5
R1 5,587.5 5,587.5 5,448.0 5,521.0
PP 5,454.5 5,454.5 5,454.5 5,421.3
S1 5,287.5 5,287.5 5,393.0 5,221.0
S2 5,154.5 5,154.5 5,365.5
S3 4,854.5 4,987.5 5,338.0
S4 4,554.5 4,687.5 5,255.5
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 7,394.0 7,139.5 6,132.5
R3 6,875.0 6,620.5 5,989.7
R2 6,356.0 6,356.0 5,942.2
R1 6,101.5 6,101.5 5,894.6 5,969.3
PP 5,837.0 5,837.0 5,837.0 5,770.9
S1 5,582.5 5,582.5 5,799.4 5,450.3
S2 5,318.0 5,318.0 5,751.9
S3 4,799.0 5,063.5 5,704.3
S4 4,280.0 4,544.5 5,561.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,965.0 5,321.5 643.5 11.9% 247.7 4.6% 15% False True 220,620
10 6,255.0 5,321.5 933.5 17.2% 225.5 4.2% 11% False True 210,566
20 6,400.0 5,321.5 1,078.5 19.9% 200.4 3.7% 9% False True 146,082
40 6,730.5 5,321.5 1,409.0 26.0% 161.8 3.0% 7% False True 73,875
60 6,738.0 5,321.5 1,416.5 26.1% 152.9 2.8% 7% False True 49,505
80 7,012.5 5,321.5 1,691.0 31.2% 148.0 2.7% 6% False True 37,725
100 7,374.5 5,321.5 2,053.0 37.9% 140.0 2.6% 5% False True 30,400
120 7,421.0 5,321.5 2,099.5 38.7% 130.1 2.4% 5% False True 25,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 36.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,896.5
2.618 6,406.9
1.618 6,106.9
1.000 5,921.5
0.618 5,806.9
HIGH 5,621.5
0.618 5,506.9
0.500 5,471.5
0.382 5,436.1
LOW 5,321.5
0.618 5,136.1
1.000 5,021.5
1.618 4,836.1
2.618 4,536.1
4.250 4,046.5
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 5,471.5 5,628.5
PP 5,454.5 5,559.2
S1 5,437.5 5,489.8

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

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