DAX Index Future March 2008


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 7,972.0 7,885.5 -86.5 -1.1% 7,912.0
High 7,991.0 7,916.5 -74.5 -0.9% 8,033.0
Low 7,866.5 7,685.0 -181.5 -2.3% 7,830.0
Close 7,899.0 7,780.0 -119.0 -1.5% 7,937.5
Range 124.5 231.5 107.0 85.9% 203.0
ATR 100.9 110.2 9.3 9.2% 0.0
Volume 913 682 -231 -25.3% 1,254
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,488.3 8,365.7 7,907.3
R3 8,256.8 8,134.2 7,843.7
R2 8,025.3 8,025.3 7,822.4
R1 7,902.7 7,902.7 7,801.2 7,848.3
PP 7,793.8 7,793.8 7,793.8 7,766.6
S1 7,671.2 7,671.2 7,758.8 7,616.8
S2 7,562.3 7,562.3 7,737.6
S3 7,330.8 7,439.7 7,716.3
S4 7,099.3 7,208.2 7,652.7
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,542.5 8,443.0 8,049.2
R3 8,339.5 8,240.0 7,993.3
R2 8,136.5 8,136.5 7,974.7
R1 8,037.0 8,037.0 7,956.1 8,086.8
PP 7,933.5 7,933.5 7,933.5 7,958.4
S1 7,834.0 7,834.0 7,918.9 7,883.8
S2 7,730.5 7,730.5 7,900.3
S3 7,527.5 7,631.0 7,881.7
S4 7,324.5 7,428.0 7,825.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,033.0 7,685.0 348.0 4.5% 132.9 1.7% 27% False True 585
10 8,033.0 7,685.0 348.0 4.5% 113.8 1.5% 27% False True 423
20 8,176.0 7,685.0 491.0 6.3% 102.7 1.3% 19% False True 496
40 8,204.5 7,685.0 519.5 6.7% 82.9 1.1% 18% False True 717
60 8,204.5 7,543.0 661.5 8.5% 87.8 1.1% 36% False False 871
80 8,204.5 7,398.0 806.5 10.4% 91.7 1.2% 47% False False 682
100 8,390.0 7,398.0 992.0 12.8% 96.7 1.2% 39% False False 581
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 19.5
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 8,900.4
2.618 8,522.6
1.618 8,291.1
1.000 8,148.0
0.618 8,059.6
HIGH 7,916.5
0.618 7,828.1
0.500 7,800.8
0.382 7,773.4
LOW 7,685.0
0.618 7,541.9
1.000 7,453.5
1.618 7,310.4
2.618 7,078.9
4.250 6,701.1
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 7,800.8 7,838.0
PP 7,793.8 7,818.7
S1 7,786.9 7,799.3

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

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