DAX Index Future March 2008


Trading Metrics calculated at close of trading on 09-Jan-2008
Day Change Summary
Previous Current
08-Jan-2008 09-Jan-2008 Change Change % Previous Week
Open 7,892.5 7,868.5 -24.0 -0.3% 8,095.0
High 7,996.0 7,906.5 -89.5 -1.1% 8,180.5
Low 7,821.0 7,813.5 -7.5 -0.1% 7,836.5
Close 7,927.5 7,843.5 -84.0 -1.1% 7,888.5
Range 175.0 93.0 -82.0 -46.9% 344.0
ATR 132.5 131.2 -1.3 -1.0% 0.0
Volume 170,877 203,784 32,907 19.3% 436,365
Daily Pivots for day following 09-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,133.5 8,081.5 7,894.7
R3 8,040.5 7,988.5 7,869.1
R2 7,947.5 7,947.5 7,860.6
R1 7,895.5 7,895.5 7,852.0 7,875.0
PP 7,854.5 7,854.5 7,854.5 7,844.3
S1 7,802.5 7,802.5 7,835.0 7,782.0
S2 7,761.5 7,761.5 7,826.5
S3 7,668.5 7,709.5 7,817.9
S4 7,575.5 7,616.5 7,792.4
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 8,045.0 7,813.5 231.5 3.0% 126.5 1.6% 13% False True 167,357
10 8,253.0 7,813.5 439.5 5.6% 129.1 1.6% 7% False True 106,199
20 8,253.0 7,813.5 439.5 5.6% 129.6 1.7% 7% False True 73,845
40 8,253.0 7,553.5 699.5 8.9% 122.0 1.6% 41% False False 37,509
60 8,253.0 7,553.5 699.5 8.9% 111.7 1.4% 41% False False 25,161
80 8,253.0 7,553.5 699.5 8.9% 101.4 1.3% 41% False False 19,347
100 8,253.0 7,539.0 714.0 9.1% 99.8 1.3% 43% False False 15,509
120 8,253.0 7,398.0 855.0 10.9% 102.6 1.3% 52% False False 12,949
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 34.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,301.8
2.618 8,150.0
1.618 8,057.0
1.000 7,999.5
0.618 7,964.0
HIGH 7,906.5
0.618 7,871.0
0.500 7,860.0
0.382 7,849.0
LOW 7,813.5
0.618 7,756.0
1.000 7,720.5
1.618 7,663.0
2.618 7,570.0
4.250 7,418.3
Fisher Pivots for day following 09-Jan-2008
Pivot 1 day 3 day
R1 7,860.0 7,904.8
PP 7,854.5 7,884.3
S1 7,849.0 7,863.9

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

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