DAX Index Future December 2008


Trading Metrics calculated at close of trading on 27-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 27-Nov-2008 Change Change % Previous Week
Open 4,534.0 4,633.0 99.0 2.2% 4,692.5
High 4,678.0 4,693.0 15.0 0.3% 4,747.0
Low 4,427.5 4,595.0 167.5 3.8% 4,034.0
Close 4,594.0 4,681.5 87.5 1.9% 4,089.0
Range 250.5 98.0 -152.5 -60.9% 713.0
ATR 321.5 305.6 -15.9 -4.9% 0.0
Volume 169,201 62,607 -106,594 -63.0% 1,072,585
Daily Pivots for day following 27-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,950.5 4,914.0 4,735.4
R3 4,852.5 4,816.0 4,708.5
R2 4,754.5 4,754.5 4,699.5
R1 4,718.0 4,718.0 4,690.5 4,736.3
PP 4,656.5 4,656.5 4,656.5 4,665.6
S1 4,620.0 4,620.0 4,672.5 4,638.3
S2 4,558.5 4,558.5 4,663.5
S3 4,460.5 4,522.0 4,654.6
S4 4,362.5 4,424.0 4,627.6
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 6,429.0 5,972.0 4,481.2
R3 5,716.0 5,259.0 4,285.1
R2 5,003.0 5,003.0 4,219.7
R1 4,546.0 4,546.0 4,154.4 4,418.0
PP 4,290.0 4,290.0 4,290.0 4,226.0
S1 3,833.0 3,833.0 4,023.6 3,705.0
S2 3,577.0 3,577.0 3,958.3
S3 2,864.0 3,120.0 3,892.9
S4 2,151.0 2,407.0 3,696.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,708.0 4,034.0 674.0 14.4% 268.6 5.7% 96% False False 182,113
10 4,890.0 4,034.0 856.0 18.3% 263.6 5.6% 76% False False 191,403
20 5,356.0 4,034.0 1,322.0 28.2% 284.1 6.1% 49% False False 185,844
40 5,899.0 4,032.5 1,866.5 39.9% 328.5 7.0% 35% False False 232,860
60 6,432.0 4,032.5 2,399.5 51.3% 281.7 6.0% 27% False False 195,469
80 6,738.0 4,032.5 2,705.5 57.8% 241.3 5.2% 24% False False 146,956
100 6,738.0 4,032.5 2,705.5 57.8% 220.9 4.7% 24% False False 117,723
120 7,012.5 4,032.5 2,980.0 63.7% 205.9 4.4% 22% False False 98,545
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 77.7
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 5,109.5
2.618 4,949.6
1.618 4,851.6
1.000 4,791.0
0.618 4,753.6
HIGH 4,693.0
0.618 4,655.6
0.500 4,644.0
0.382 4,632.4
LOW 4,595.0
0.618 4,534.4
1.000 4,497.0
1.618 4,436.4
2.618 4,338.4
4.250 4,178.5
Fisher Pivots for day following 27-Nov-2008
Pivot 1 day 3 day
R1 4,669.0 4,643.6
PP 4,656.5 4,605.7
S1 4,644.0 4,567.8

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

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