DAX Index Future March 2008


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 7,948.0 7,912.0 -36.0 -0.5% 8,145.0
High 8,003.5 7,972.5 -31.0 -0.4% 8,176.0
Low 7,922.5 7,903.0 -19.5 -0.2% 7,922.5
Close 7,962.5 7,924.5 -38.0 -0.5% 7,962.5
Range 81.0 69.5 -11.5 -14.2% 253.5
ATR 95.1 93.2 -1.8 -1.9% 0.0
Volume 469 198 -271 -57.8% 1,640
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,141.8 8,102.7 7,962.7
R3 8,072.3 8,033.2 7,943.6
R2 8,002.8 8,002.8 7,937.2
R1 7,963.7 7,963.7 7,930.9 7,983.3
PP 7,933.3 7,933.3 7,933.3 7,943.1
S1 7,894.2 7,894.2 7,918.1 7,913.8
S2 7,863.8 7,863.8 7,911.8
S3 7,794.3 7,824.7 7,905.4
S4 7,724.8 7,755.2 7,886.3
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,780.8 8,625.2 8,101.9
R3 8,527.3 8,371.7 8,032.2
R2 8,273.8 8,273.8 8,009.0
R1 8,118.2 8,118.2 7,985.7 8,069.3
PP 8,020.3 8,020.3 8,020.3 7,995.9
S1 7,864.7 7,864.7 7,939.3 7,815.8
S2 7,766.8 7,766.8 7,916.0
S3 7,513.3 7,611.2 7,892.8
S4 7,259.8 7,357.7 7,823.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,176.0 7,903.0 273.0 3.4% 102.5 1.3% 8% False True 285
10 8,176.0 7,903.0 273.0 3.4% 87.1 1.1% 8% False True 481
20 8,204.5 7,903.0 301.5 3.8% 82.5 1.0% 7% False True 561
40 8,204.5 7,610.0 594.5 7.5% 76.3 1.0% 53% False False 1,180
60 8,204.5 7,398.0 806.5 10.2% 88.4 1.1% 65% False False 836
80 8,315.0 7,398.0 917.0 11.6% 93.1 1.2% 57% False False 666
100 8,397.0 7,398.0 999.0 12.6% 93.6 1.2% 53% False False 553
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 19.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,267.9
2.618 8,154.5
1.618 8,085.0
1.000 8,042.0
0.618 8,015.5
HIGH 7,972.5
0.618 7,946.0
0.500 7,937.8
0.382 7,929.5
LOW 7,903.0
0.618 7,860.0
1.000 7,833.5
1.618 7,790.5
2.618 7,721.0
4.250 7,607.6
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 7,937.8 8,030.0
PP 7,933.3 7,994.8
S1 7,928.9 7,959.7

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

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