DAX Index Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 4,197.5 4,460.0 262.5 6.3% 4,915.0
High 4,503.5 5,006.5 503.0 11.2% 4,979.0
Low 4,080.0 4,415.0 335.0 8.2% 4,032.5
Close 4,302.0 4,686.0 384.0 8.9% 4,297.5
Range 423.5 591.5 168.0 39.7% 946.5
ATR 355.0 380.0 25.0 7.0% 0.0
Volume 256,299 326,830 70,531 27.5% 1,110,001
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,477.0 6,173.0 5,011.3
R3 5,885.5 5,581.5 4,848.7
R2 5,294.0 5,294.0 4,794.4
R1 4,990.0 4,990.0 4,740.2 5,142.0
PP 4,702.5 4,702.5 4,702.5 4,778.5
S1 4,398.5 4,398.5 4,631.8 4,550.5
S2 4,111.0 4,111.0 4,577.6
S3 3,519.5 3,807.0 4,523.3
S4 2,928.0 3,215.5 4,360.7
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 7,275.8 6,733.2 4,818.1
R3 6,329.3 5,786.7 4,557.8
R2 5,382.8 5,382.8 4,471.0
R1 4,840.2 4,840.2 4,384.3 4,638.3
PP 4,436.3 4,436.3 4,436.3 4,335.4
S1 3,893.7 3,893.7 4,210.7 3,691.8
S2 3,489.8 3,489.8 4,124.0
S3 2,543.3 2,947.2 4,037.2
S4 1,596.8 2,000.7 3,776.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,006.5 4,032.5 974.0 20.8% 410.3 8.8% 67% True False 267,940
10 5,240.0 4,032.5 1,207.5 25.8% 383.2 8.2% 54% False False 257,467
20 5,944.5 4,032.5 1,912.0 40.8% 368.7 7.9% 34% False False 277,528
40 6,600.0 4,032.5 2,567.5 54.8% 276.8 5.9% 25% False False 190,158
60 6,738.0 4,032.5 2,705.5 57.7% 222.7 4.8% 24% False False 127,181
80 6,738.0 4,032.5 2,705.5 57.7% 202.0 4.3% 24% False False 95,587
100 7,012.5 4,032.5 2,980.0 63.6% 188.1 4.0% 22% False False 77,017
120 7,421.0 4,032.5 3,388.5 72.3% 173.0 3.7% 19% False False 64,287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51.5
Widest range in 155 trading days
Fibonacci Retracements and Extensions
4.250 7,520.4
2.618 6,555.0
1.618 5,963.5
1.000 5,598.0
0.618 5,372.0
HIGH 5,006.5
0.618 4,780.5
0.500 4,710.8
0.382 4,641.0
LOW 4,415.0
0.618 4,049.5
1.000 3,823.5
1.618 3,458.0
2.618 2,866.5
4.250 1,901.1
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 4,710.8 4,630.5
PP 4,702.5 4,575.0
S1 4,694.3 4,519.5

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

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