DAX Index Future December 2007


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 8,019.0 8,067.0 48.0 0.6% 8,006.5
High 8,100.0 8,078.5 -21.5 -0.3% 8,100.0
Low 7,998.5 7,853.5 -145.0 -1.8% 7,853.5
Close 8,059.5 7,927.0 -132.5 -1.6% 7,927.0
Range 101.5 225.0 123.5 121.7% 246.5
ATR 95.1 104.4 9.3 9.8% 0.0
Volume
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,628.0 8,502.5 8,050.8
R3 8,403.0 8,277.5 7,988.9
R2 8,178.0 8,178.0 7,968.3
R1 8,052.5 8,052.5 7,947.6 8,002.8
PP 7,953.0 7,953.0 7,953.0 7,928.1
S1 7,827.5 7,827.5 7,906.4 7,777.8
S2 7,728.0 7,728.0 7,885.8
S3 7,503.0 7,602.5 7,865.1
S4 7,278.0 7,377.5 7,803.3
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,699.7 8,559.8 8,062.6
R3 8,453.2 8,313.3 7,994.8
R2 8,206.7 8,206.7 7,972.2
R1 8,066.8 8,066.8 7,949.6 8,013.5
PP 7,960.2 7,960.2 7,960.2 7,933.5
S1 7,820.3 7,820.3 7,904.4 7,767.0
S2 7,713.7 7,713.7 7,881.8
S3 7,467.2 7,573.8 7,859.2
S4 7,220.7 7,327.3 7,791.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,100.0 7,853.5 246.5 3.1% 110.1 1.4% 30% False True 45,150
10 8,100.0 7,806.5 293.5 3.7% 100.5 1.3% 41% False False 108,663
20 8,130.5 7,806.5 324.0 4.1% 93.9 1.2% 37% False False 130,302
40 8,130.5 7,465.0 665.5 8.4% 89.5 1.1% 69% False False 113,620
60 8,130.5 7,307.0 823.5 10.4% 103.3 1.3% 75% False False 76,140
80 8,279.5 7,307.0 972.5 12.3% 113.5 1.4% 64% False False 57,251
100 8,300.0 7,307.0 993.0 12.5% 113.7 1.4% 62% False False 45,879
120 8,300.0 7,307.0 993.0 12.5% 110.3 1.4% 62% False False 38,414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.1
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 9,034.8
2.618 8,667.6
1.618 8,442.6
1.000 8,303.5
0.618 8,217.6
HIGH 8,078.5
0.618 7,992.6
0.500 7,966.0
0.382 7,939.5
LOW 7,853.5
0.618 7,714.5
1.000 7,628.5
1.618 7,489.5
2.618 7,264.5
4.250 6,897.3
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 7,966.0 7,976.8
PP 7,953.0 7,960.2
S1 7,940.0 7,943.6

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

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