DAX Index Future December 2008


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 4,793.0 4,581.0 -212.0 -4.4% 4,631.0
High 4,827.0 4,759.5 -67.5 -1.4% 4,855.5
Low 4,708.5 4,523.0 -185.5 -3.9% 4,523.0
Close 4,767.5 4,675.0 -92.5 -1.9% 4,675.0
Range 118.5 236.5 118.0 99.6% 332.5
ATR 270.8 268.9 -1.9 -0.7% 0.0
Volume 128,832 183,417 54,585 42.4% 770,104
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,362.0 5,255.0 4,805.1
R3 5,125.5 5,018.5 4,740.0
R2 4,889.0 4,889.0 4,718.4
R1 4,782.0 4,782.0 4,696.7 4,835.5
PP 4,652.5 4,652.5 4,652.5 4,679.3
S1 4,545.5 4,545.5 4,653.3 4,599.0
S2 4,416.0 4,416.0 4,631.6
S3 4,179.5 4,309.0 4,610.0
S4 3,943.0 4,072.5 4,544.9
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,682.0 5,511.0 4,857.9
R3 5,349.5 5,178.5 4,766.4
R2 5,017.0 5,017.0 4,736.0
R1 4,846.0 4,846.0 4,705.5 4,931.5
PP 4,684.5 4,684.5 4,684.5 4,727.3
S1 4,513.5 4,513.5 4,644.5 4,599.0
S2 4,352.0 4,352.0 4,614.0
S3 4,019.5 4,181.0 4,583.6
S4 3,687.0 3,848.5 4,492.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,855.5 4,523.0 332.5 7.1% 171.2 3.7% 46% False True 154,020
10 4,855.5 4,308.0 547.5 11.7% 228.8 4.9% 67% False False 168,357
20 4,855.5 4,034.0 821.5 17.6% 241.7 5.2% 78% False False 176,217
40 5,356.0 4,032.5 1,323.5 28.3% 277.5 5.9% 49% False False 190,264
60 6,281.0 4,032.5 2,248.5 48.1% 291.6 6.2% 29% False False 215,050
80 6,637.0 4,032.5 2,604.5 55.7% 256.7 5.5% 25% False False 169,165
100 6,738.0 4,032.5 2,705.5 57.9% 228.4 4.9% 24% False False 135,533
120 6,738.0 4,032.5 2,705.5 57.9% 214.7 4.6% 24% False False 113,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 59.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,764.6
2.618 5,378.7
1.618 5,142.2
1.000 4,996.0
0.618 4,905.7
HIGH 4,759.5
0.618 4,669.2
0.500 4,641.3
0.382 4,613.3
LOW 4,523.0
0.618 4,376.8
1.000 4,286.5
1.618 4,140.3
2.618 3,903.8
4.250 3,517.9
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 4,663.8 4,685.5
PP 4,652.5 4,682.0
S1 4,641.3 4,678.5

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

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