DAX Index Future December 2008


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 4,917.5 4,887.0 -30.5 -0.6% 4,197.5
High 5,048.5 5,113.0 64.5 1.3% 5,113.0
Low 4,830.0 4,788.5 -41.5 -0.9% 4,080.0
Close 4,900.5 5,065.0 164.5 3.4% 5,065.0
Range 218.5 324.5 106.0 48.5% 1,033.0
ATR 362.8 360.1 -2.7 -0.8% 0.0
Volume 185,136 172,810 -12,326 -6.7% 1,165,877
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,962.3 5,838.2 5,243.5
R3 5,637.8 5,513.7 5,154.2
R2 5,313.3 5,313.3 5,124.5
R1 5,189.2 5,189.2 5,094.7 5,251.3
PP 4,988.8 4,988.8 4,988.8 5,019.9
S1 4,864.7 4,864.7 5,035.3 4,926.8
S2 4,664.3 4,664.3 5,005.5
S3 4,339.8 4,540.2 4,975.8
S4 4,015.3 4,215.7 4,886.5
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 7,851.7 7,491.3 5,633.2
R3 6,818.7 6,458.3 5,349.1
R2 5,785.7 5,785.7 5,254.4
R1 5,425.3 5,425.3 5,159.7 5,605.5
PP 4,752.7 4,752.7 4,752.7 4,842.8
S1 4,392.3 4,392.3 4,970.3 4,572.5
S2 3,719.7 3,719.7 4,875.6
S3 2,686.7 3,359.3 4,780.9
S4 1,653.7 2,326.3 4,496.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,113.0 4,080.0 1,033.0 20.4% 364.3 7.2% 95% True False 233,175
10 5,113.0 4,032.5 1,080.5 21.3% 331.2 6.5% 96% True False 227,587
20 5,621.5 4,032.5 1,589.0 31.4% 377.3 7.4% 65% False False 278,170
40 6,432.0 4,032.5 2,399.5 47.4% 284.7 5.6% 43% False False 204,550
60 6,738.0 4,032.5 2,705.5 53.4% 229.7 4.5% 38% False False 136,860
80 6,738.0 4,032.5 2,705.5 53.4% 206.5 4.1% 38% False False 102,843
100 7,012.5 4,032.5 2,980.0 58.8% 192.3 3.8% 35% False False 82,784
120 7,421.0 4,032.5 3,388.5 66.9% 177.6 3.5% 30% False False 69,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 67.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,492.1
2.618 5,962.5
1.618 5,638.0
1.000 5,437.5
0.618 5,313.5
HIGH 5,113.0
0.618 4,989.0
0.500 4,950.8
0.382 4,912.5
LOW 4,788.5
0.618 4,588.0
1.000 4,464.0
1.618 4,263.5
2.618 3,939.0
4.250 3,409.4
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 5,026.9 5,004.1
PP 4,988.8 4,943.2
S1 4,950.8 4,882.3

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

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