DAX Index Future March 2008


Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary
Previous Current
10-Jan-2008 11-Jan-2008 Change Change % Previous Week
Open 7,865.0 7,770.0 -95.0 -1.2% 7,840.0
High 7,899.5 7,812.5 -87.0 -1.1% 7,996.0
Low 7,764.0 7,721.5 -42.5 -0.5% 7,721.5
Close 7,785.5 7,789.5 4.0 0.1% 7,789.5
Range 135.5 91.0 -44.5 -32.8% 274.5
ATR 131.5 128.6 -2.9 -2.2% 0.0
Volume 224,817 175,467 -49,350 -22.0% 935,640
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,047.5 8,009.5 7,839.6
R3 7,956.5 7,918.5 7,814.5
R2 7,865.5 7,865.5 7,806.2
R1 7,827.5 7,827.5 7,797.8 7,846.5
PP 7,774.5 7,774.5 7,774.5 7,784.0
S1 7,736.5 7,736.5 7,781.2 7,755.5
S2 7,683.5 7,683.5 7,772.8
S3 7,592.5 7,645.5 7,764.5
S4 7,501.5 7,554.5 7,739.5
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,659.2 8,498.8 7,940.5
R3 8,384.7 8,224.3 7,865.0
R2 8,110.2 8,110.2 7,839.8
R1 7,949.8 7,949.8 7,814.7 7,892.8
PP 7,835.7 7,835.7 7,835.7 7,807.1
S1 7,675.3 7,675.3 7,764.3 7,618.3
S2 7,561.2 7,561.2 7,739.2
S3 7,286.7 7,400.8 7,714.0
S4 7,012.2 7,126.3 7,638.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,996.0 7,721.5 274.5 3.5% 118.5 1.5% 25% False True 187,128
10 8,180.5 7,721.5 459.0 5.9% 122.1 1.6% 15% False True 139,981
20 8,253.0 7,721.5 531.5 6.8% 125.2 1.6% 13% False True 93,351
40 8,253.0 7,553.5 699.5 9.0% 122.9 1.6% 34% False False 47,493
60 8,253.0 7,553.5 699.5 9.0% 113.3 1.5% 34% False False 31,821
80 8,253.0 7,553.5 699.5 9.0% 100.0 1.3% 34% False False 24,290
100 8,253.0 7,543.0 710.0 9.1% 100.5 1.3% 35% False False 19,507
120 8,253.0 7,398.0 855.0 11.0% 101.8 1.3% 46% False False 16,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32.4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 8,199.3
2.618 8,050.7
1.618 7,959.7
1.000 7,903.5
0.618 7,868.7
HIGH 7,812.5
0.618 7,777.7
0.500 7,767.0
0.382 7,756.3
LOW 7,721.5
0.618 7,665.3
1.000 7,630.5
1.618 7,574.3
2.618 7,483.3
4.250 7,334.8
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 7,782.0 7,814.0
PP 7,774.5 7,805.8
S1 7,767.0 7,797.7

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

View Archives - Comment on this page... - Back to Index of Symbols