DAX Index Future December 2008


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 4,887.0 5,095.0 208.0 4.3% 4,197.5
High 5,113.0 5,119.0 6.0 0.1% 5,113.0
Low 4,788.5 4,987.5 199.0 4.2% 4,080.0
Close 5,065.0 5,037.5 -27.5 -0.5% 5,065.0
Range 324.5 131.5 -193.0 -59.5% 1,033.0
ATR 360.1 343.8 -16.3 -4.5% 0.0
Volume 172,810 128,309 -44,501 -25.8% 1,165,877
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,442.5 5,371.5 5,109.8
R3 5,311.0 5,240.0 5,073.7
R2 5,179.5 5,179.5 5,061.6
R1 5,108.5 5,108.5 5,049.6 5,078.3
PP 5,048.0 5,048.0 5,048.0 5,032.9
S1 4,977.0 4,977.0 5,025.4 4,946.8
S2 4,916.5 4,916.5 5,013.4
S3 4,785.0 4,845.5 5,001.3
S4 4,653.5 4,714.0 4,965.2
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 5,119.0 4,415.0 704.0 14.0% 305.9 6.1% 88% True False 207,577
10 5,119.0 4,032.5 1,086.5 21.6% 324.8 6.4% 92% True False 223,281
20 5,554.5 4,032.5 1,522.0 30.2% 368.9 7.3% 66% False False 269,231
40 6,400.0 4,032.5 2,367.5 47.0% 284.6 5.6% 42% False False 207,656
60 6,730.5 4,032.5 2,698.0 53.6% 230.8 4.6% 37% False False 138,993
80 6,738.0 4,032.5 2,705.5 53.7% 206.9 4.1% 37% False False 104,437
100 7,012.5 4,032.5 2,980.0 59.2% 192.2 3.8% 34% False False 84,026
120 7,374.5 4,032.5 3,342.0 66.3% 178.2 3.5% 30% False False 70,205
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 63.1
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 5,677.9
2.618 5,463.3
1.618 5,331.8
1.000 5,250.5
0.618 5,200.3
HIGH 5,119.0
0.618 5,068.8
0.500 5,053.3
0.382 5,037.7
LOW 4,987.5
0.618 4,906.2
1.000 4,856.0
1.618 4,774.7
2.618 4,643.2
4.250 4,428.6
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 5,053.3 5,009.6
PP 5,048.0 4,981.7
S1 5,042.8 4,953.8

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

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