DAX Index Future December 2008


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 4,822.5 5,367.0 544.5 11.3% 5,607.0
High 5,280.5 5,419.5 139.0 2.6% 5,621.5
Low 4,774.0 5,094.0 320.0 6.7% 4,333.0
Close 5,076.5 5,237.0 160.5 3.2% 4,499.0
Range 506.5 325.5 -181.0 -35.7% 1,288.5
ATR 331.1 332.0 0.8 0.3% 0.0
Volume 260,275 291,271 30,996 11.9% 1,854,430
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,226.7 6,057.3 5,416.0
R3 5,901.2 5,731.8 5,326.5
R2 5,575.7 5,575.7 5,296.7
R1 5,406.3 5,406.3 5,266.8 5,328.3
PP 5,250.2 5,250.2 5,250.2 5,211.1
S1 5,080.8 5,080.8 5,207.2 5,002.8
S2 4,924.7 4,924.7 5,177.3
S3 4,599.2 4,755.3 5,147.5
S4 4,273.7 4,429.8 5,058.0
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 8,683.3 7,879.7 5,207.7
R3 7,394.8 6,591.2 4,853.3
R2 6,106.3 6,106.3 4,735.2
R1 5,302.7 5,302.7 4,617.1 5,060.3
PP 4,817.8 4,817.8 4,817.8 4,696.6
S1 4,014.2 4,014.2 4,380.9 3,771.8
S2 3,529.3 3,529.3 4,262.8
S3 2,240.8 2,725.7 4,144.7
S4 952.3 1,437.2 3,790.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,419.5 4,333.0 1,086.5 20.7% 452.0 8.6% 83% True False 356,804
10 5,944.5 4,333.0 1,611.5 30.8% 354.2 6.8% 56% False False 297,590
20 6,301.5 4,333.0 1,968.5 37.6% 288.8 5.5% 46% False False 244,649
40 6,637.0 4,333.0 2,304.0 44.0% 209.4 4.0% 39% False False 126,161
60 6,738.0 4,333.0 2,405.0 45.9% 180.4 3.4% 38% False False 84,400
80 6,775.0 4,333.0 2,442.0 46.6% 171.3 3.3% 37% False False 63,516
100 7,292.0 4,333.0 2,959.0 56.5% 160.3 3.1% 31% False False 51,375
120 7,421.0 4,333.0 3,088.0 59.0% 146.5 2.8% 29% False False 42,843
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 85.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,802.9
2.618 6,271.7
1.618 5,946.2
1.000 5,745.0
0.618 5,620.7
HIGH 5,419.5
0.618 5,295.2
0.500 5,256.8
0.382 5,218.3
LOW 5,094.0
0.618 4,892.8
1.000 4,768.5
1.618 4,567.3
2.618 4,241.8
4.250 3,710.6
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 5,256.8 5,116.8
PP 5,250.2 4,996.5
S1 5,243.6 4,876.3

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

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