DAX Index Future March 2008


Trading Metrics calculated at close of trading on 04-Jan-2008
Day Change Summary
Previous Current
03-Jan-2008 04-Jan-2008 Change Change % Previous Week
Open 8,035.5 7,984.0 -51.5 -0.6% 8,095.0
High 8,045.0 7,988.0 -57.0 -0.7% 8,180.5
Low 7,930.0 7,836.5 -93.5 -1.2% 7,836.5
Close 7,977.5 7,888.5 -89.0 -1.1% 7,888.5
Range 115.0 151.5 36.5 31.7% 344.0
ATR 130.2 131.7 1.5 1.2% 0.0
Volume 135,668 165,763 30,095 22.2% 436,365
Daily Pivots for day following 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,358.8 8,275.2 7,971.8
R3 8,207.3 8,123.7 7,930.2
R2 8,055.8 8,055.8 7,916.3
R1 7,972.2 7,972.2 7,902.4 7,938.3
PP 7,904.3 7,904.3 7,904.3 7,887.4
S1 7,820.7 7,820.7 7,874.6 7,786.8
S2 7,752.8 7,752.8 7,860.7
S3 7,601.3 7,669.2 7,846.8
S4 7,449.8 7,517.7 7,805.2
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 9,000.5 8,788.5 8,077.7
R3 8,656.5 8,444.5 7,983.1
R2 8,312.5 8,312.5 7,951.6
R1 8,100.5 8,100.5 7,920.0 8,034.5
PP 7,968.5 7,968.5 7,968.5 7,935.5
S1 7,756.5 7,756.5 7,857.0 7,690.5
S2 7,624.5 7,624.5 7,825.4
S3 7,280.5 7,412.5 7,793.9
S4 6,936.5 7,068.5 7,699.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,180.5 7,836.5 344.0 4.4% 125.7 1.6% 15% False True 92,834
10 8,253.0 7,836.5 416.5 5.3% 121.1 1.5% 12% False True 79,282
20 8,253.0 7,836.5 416.5 5.3% 124.3 1.6% 12% False True 47,362
40 8,253.0 7,553.5 699.5 8.9% 122.7 1.6% 48% False False 24,150
60 8,253.0 7,553.5 699.5 8.9% 109.1 1.4% 48% False False 16,286
80 8,253.0 7,553.5 699.5 8.9% 99.6 1.3% 48% False False 12,665
100 8,253.0 7,398.0 855.0 10.8% 102.0 1.3% 57% False False 10,162
120 8,253.0 7,398.0 855.0 10.8% 102.7 1.3% 57% False False 8,493
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 26.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,631.9
2.618 8,384.6
1.618 8,233.1
1.000 8,139.5
0.618 8,081.6
HIGH 7,988.0
0.618 7,930.1
0.500 7,912.3
0.382 7,894.4
LOW 7,836.5
0.618 7,742.9
1.000 7,685.0
1.618 7,591.4
2.618 7,439.9
4.250 7,192.6
Fisher Pivots for day following 04-Jan-2008
Pivot 1 day 3 day
R1 7,912.3 8,008.5
PP 7,904.3 7,968.5
S1 7,896.4 7,928.5

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

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