DAX Index Future December 2007


Trading Metrics calculated at close of trading on 18-Dec-2007
Day Change Summary
Previous Current
17-Dec-2007 18-Dec-2007 Change Change % Previous Week
Open 7,871.0 7,805.5 -65.5 -0.8% 7,985.5
High 7,881.0 7,954.0 73.0 0.9% 8,135.0
Low 7,772.5 7,786.0 13.5 0.2% 7,875.0
Close 7,842.0 7,870.0 28.0 0.4% 7,960.0
Range 108.5 168.0 59.5 54.8% 260.0
ATR 132.2 134.7 2.6 1.9% 0.0
Volume 168,178 226,950 58,772 34.9% 850,914
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,374.0 8,290.0 7,962.4
R3 8,206.0 8,122.0 7,916.2
R2 8,038.0 8,038.0 7,900.8
R1 7,954.0 7,954.0 7,885.4 7,996.0
PP 7,870.0 7,870.0 7,870.0 7,891.0
S1 7,786.0 7,786.0 7,854.6 7,828.0
S2 7,702.0 7,702.0 7,839.2
S3 7,534.0 7,618.0 7,823.8
S4 7,366.0 7,450.0 7,777.6
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 8,770.0 8,625.0 8,103.0
R3 8,510.0 8,365.0 8,031.5
R2 8,250.0 8,250.0 8,007.7
R1 8,105.0 8,105.0 7,983.8 8,047.5
PP 7,990.0 7,990.0 7,990.0 7,961.3
S1 7,845.0 7,845.0 7,936.2 7,787.5
S2 7,730.0 7,730.0 7,912.3
S3 7,470.0 7,585.0 7,888.5
S4 7,210.0 7,325.0 7,817.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,135.0 7,772.5 362.5 4.6% 141.4 1.8% 27% False False 193,781
10 8,135.0 7,772.5 362.5 4.6% 125.3 1.6% 27% False False 152,552
20 8,135.0 7,501.0 634.0 8.1% 114.4 1.5% 58% False False 135,689
40 8,135.0 7,501.0 634.0 8.1% 116.7 1.5% 58% False False 146,614
60 8,135.0 7,501.0 634.0 8.1% 104.3 1.3% 58% False False 147,000
80 8,135.0 7,460.0 675.0 8.6% 105.8 1.3% 61% False False 120,567
100 8,135.0 7,307.0 828.0 10.5% 111.8 1.4% 68% False False 96,625
120 8,300.0 7,307.0 993.0 12.6% 116.2 1.5% 57% False False 80,612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 21.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,668.0
2.618 8,393.8
1.618 8,225.8
1.000 8,122.0
0.618 8,057.8
HIGH 7,954.0
0.618 7,889.8
0.500 7,870.0
0.382 7,850.2
LOW 7,786.0
0.618 7,682.2
1.000 7,618.0
1.618 7,514.2
2.618 7,346.2
4.250 7,072.0
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 7,870.0 7,884.5
PP 7,870.0 7,879.7
S1 7,870.0 7,874.8

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

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