DAX Index Future December 2007


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 7,584.0 7,693.5 109.5 1.4% 7,651.5
High 7,656.0 7,693.5 37.5 0.5% 7,671.0
Low 7,571.0 7,596.0 25.0 0.3% 7,501.0
Close 7,634.0 7,596.0 -38.0 -0.5% 7,634.0
Range 85.0 97.5 12.5 14.7% 170.0
ATR 117.8 116.3 -1.4 -1.2% 0.0
Volume
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,921.0 7,856.0 7,649.6
R3 7,823.5 7,758.5 7,622.8
R2 7,726.0 7,726.0 7,613.9
R1 7,661.0 7,661.0 7,604.9 7,644.8
PP 7,628.5 7,628.5 7,628.5 7,620.4
S1 7,563.5 7,563.5 7,587.1 7,547.3
S2 7,531.0 7,531.0 7,578.1
S3 7,433.5 7,466.0 7,569.2
S4 7,336.0 7,368.5 7,542.4
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,112.0 8,043.0 7,727.5
R3 7,942.0 7,873.0 7,680.8
R2 7,772.0 7,772.0 7,665.2
R1 7,703.0 7,703.0 7,649.6 7,652.5
PP 7,602.0 7,602.0 7,602.0 7,576.8
S1 7,533.0 7,533.0 7,618.4 7,482.5
S2 7,432.0 7,432.0 7,602.8
S3 7,262.0 7,363.0 7,587.3
S4 7,092.0 7,193.0 7,540.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,693.5 7,501.0 192.5 2.5% 93.2 1.2% 49% True False 84,899
10 7,913.5 7,501.0 412.5 5.4% 118.6 1.6% 23% False False 146,906
20 8,100.0 7,501.0 599.0 7.9% 120.6 1.6% 16% False False 146,814
40 8,130.5 7,501.0 629.5 8.3% 101.1 1.3% 15% False False 144,604
60 8,130.5 7,465.0 665.5 8.8% 100.6 1.3% 20% False False 122,491
80 8,130.5 7,307.0 823.5 10.8% 107.5 1.4% 35% False False 92,138
100 8,300.0 7,307.0 993.0 13.1% 115.1 1.5% 29% False False 73,823
120 8,300.0 7,307.0 993.0 13.1% 114.8 1.5% 29% False False 61,636
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 23.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,107.9
2.618 7,948.8
1.618 7,851.3
1.000 7,791.0
0.618 7,753.8
HIGH 7,693.5
0.618 7,656.3
0.500 7,644.8
0.382 7,633.2
LOW 7,596.0
0.618 7,535.7
1.000 7,498.5
1.618 7,438.2
2.618 7,340.7
4.250 7,181.6
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 7,644.8 7,632.3
PP 7,628.5 7,620.2
S1 7,612.3 7,608.1

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

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