DAX Index Future December 2008


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 4,804.0 5,089.0 285.0 5.9% 5,095.0
High 5,037.0 5,149.0 112.0 2.2% 5,356.0
Low 4,763.5 4,884.0 120.5 2.5% 4,699.0
Close 4,936.5 5,043.0 106.5 2.2% 4,936.5
Range 273.5 265.0 -8.5 -3.1% 657.0
ATR 347.7 341.8 -5.9 -1.7% 0.0
Volume 196,720 152,900 -43,820 -22.3% 904,604
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,820.3 5,696.7 5,188.8
R3 5,555.3 5,431.7 5,115.9
R2 5,290.3 5,290.3 5,091.6
R1 5,166.7 5,166.7 5,067.3 5,096.0
PP 5,025.3 5,025.3 5,025.3 4,990.0
S1 4,901.7 4,901.7 5,018.7 4,831.0
S2 4,760.3 4,760.3 4,994.4
S3 4,495.3 4,636.7 4,970.1
S4 4,230.3 4,371.7 4,897.3
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 6,968.2 6,609.3 5,297.9
R3 6,311.2 5,952.3 5,117.2
R2 5,654.2 5,654.2 5,057.0
R1 5,295.3 5,295.3 4,996.7 5,146.3
PP 4,997.2 4,997.2 4,997.2 4,922.6
S1 4,638.3 4,638.3 4,876.3 4,489.3
S2 4,340.2 4,340.2 4,816.1
S3 3,683.2 3,981.3 4,755.8
S4 3,026.2 3,324.3 4,575.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,356.0 4,699.0 657.0 13.0% 319.9 6.3% 52% False False 185,839
10 5,356.0 4,415.0 941.0 18.7% 312.9 6.2% 67% False False 196,708
20 5,419.5 4,032.5 1,387.0 27.5% 334.8 6.6% 73% False False 225,309
40 6,301.5 4,032.5 2,269.0 45.0% 308.0 6.1% 45% False False 229,407
60 6,637.0 4,032.5 2,604.5 51.6% 247.8 4.9% 39% False False 154,385
80 6,738.0 4,032.5 2,705.5 53.6% 217.2 4.3% 37% False False 115,999
100 6,775.0 4,032.5 2,742.5 54.4% 202.3 4.0% 37% False False 92,967
120 7,292.0 4,032.5 3,259.5 64.6% 187.4 3.7% 31% False False 77,939
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 51.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,275.3
2.618 5,842.8
1.618 5,577.8
1.000 5,414.0
0.618 5,312.8
HIGH 5,149.0
0.618 5,047.8
0.500 5,016.5
0.382 4,985.2
LOW 4,884.0
0.618 4,720.2
1.000 4,619.0
1.618 4,455.2
2.618 4,190.2
4.250 3,757.8
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 5,034.2 5,003.3
PP 5,025.3 4,963.7
S1 5,016.5 4,924.0

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

View Archives - Comment on this page... - Back to Index of Symbols