DAX Index Future December 2008


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 4,920.0 4,915.0 -5.0 -0.1% 4,822.5
High 4,988.0 4,979.0 -9.0 -0.2% 5,419.5
Low 4,610.0 4,783.0 173.0 3.8% 4,546.5
Close 4,805.0 4,865.0 60.0 1.2% 4,805.0
Range 378.0 196.0 -182.0 -48.1% 873.0
ATR 353.0 341.8 -11.2 -3.2% 0.0
Volume 261,800 171,371 -90,429 -34.5% 1,433,092
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,463.7 5,360.3 4,972.8
R3 5,267.7 5,164.3 4,918.9
R2 5,071.7 5,071.7 4,900.9
R1 4,968.3 4,968.3 4,883.0 4,922.0
PP 4,875.7 4,875.7 4,875.7 4,852.5
S1 4,772.3 4,772.3 4,847.0 4,726.0
S2 4,679.7 4,679.7 4,829.1
S3 4,483.7 4,576.3 4,811.1
S4 4,287.7 4,380.3 4,757.2
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 7,542.7 7,046.8 5,285.2
R3 6,669.7 6,173.8 5,045.1
R2 5,796.7 5,796.7 4,965.1
R1 5,300.8 5,300.8 4,885.0 5,112.3
PP 4,923.7 4,923.7 4,923.7 4,829.4
S1 4,427.8 4,427.8 4,725.0 4,239.3
S2 4,050.7 4,050.7 4,645.0
S3 3,177.7 3,554.8 4,564.9
S4 2,304.7 2,681.8 4,324.9
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 4,546.5 873.0 17.9% 369.6 7.6% 36% False False 268,837
10 5,554.5 4,333.0 1,221.5 25.1% 413.0 8.5% 44% False False 315,180
20 6,255.0 4,333.0 1,922.0 39.5% 319.2 6.6% 28% False False 262,873
40 6,637.0 4,333.0 2,304.0 47.4% 238.2 4.9% 23% False False 152,323
60 6,738.0 4,333.0 2,405.0 49.4% 197.1 4.1% 22% False False 101,886
80 6,738.0 4,333.0 2,405.0 49.4% 184.2 3.8% 22% False False 76,623
100 7,193.0 4,333.0 2,860.0 58.8% 171.7 3.5% 19% False False 61,893
120 7,421.0 4,333.0 3,088.0 63.5% 157.1 3.2% 17% False False 51,611
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 80.6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5,812.0
2.618 5,492.1
1.618 5,296.1
1.000 5,175.0
0.618 5,100.1
HIGH 4,979.0
0.618 4,904.1
0.500 4,881.0
0.382 4,857.9
LOW 4,783.0
0.618 4,661.9
1.000 4,587.0
1.618 4,465.9
2.618 4,269.9
4.250 3,950.0
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 4,881.0 4,832.4
PP 4,875.7 4,799.8
S1 4,870.3 4,767.3

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

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