DAX Index Future March 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 7,770.0 7,768.0 -2.0 0.0% 7,840.0
High 7,812.5 7,826.5 14.0 0.2% 7,996.0
Low 7,721.5 7,746.0 24.5 0.3% 7,721.5
Close 7,789.5 7,806.0 16.5 0.2% 7,789.5
Range 91.0 80.5 -10.5 -11.5% 274.5
ATR 128.6 125.2 -3.4 -2.7% 0.0
Volume 175,467 126,428 -49,039 -27.9% 935,640
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,034.3 8,000.7 7,850.3
R3 7,953.8 7,920.2 7,828.1
R2 7,873.3 7,873.3 7,820.8
R1 7,839.7 7,839.7 7,813.4 7,856.5
PP 7,792.8 7,792.8 7,792.8 7,801.3
S1 7,759.2 7,759.2 7,798.6 7,776.0
S2 7,712.3 7,712.3 7,791.2
S3 7,631.8 7,678.7 7,783.9
S4 7,551.3 7,598.2 7,761.7
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% 115.0 1.5% 31% False False 180,274
10 8,180.5 7,721.5 459.0 5.9% 122.5 1.6% 18% False False 149,843
20 8,253.0 7,721.5 531.5 6.8% 119.4 1.5% 16% False False 99,176
40 8,253.0 7,553.5 699.5 9.0% 121.8 1.6% 36% False False 50,631
60 8,253.0 7,553.5 699.5 9.0% 113.4 1.5% 36% False False 33,920
80 8,253.0 7,553.5 699.5 9.0% 100.1 1.3% 36% False False 25,780
100 8,253.0 7,543.0 710.0 9.1% 100.2 1.3% 37% False False 20,770
120 8,253.0 7,398.0 855.0 11.0% 101.4 1.3% 48% False False 17,333
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 9 trading days
Fibonacci Retracements and Extensions
4.250 8,168.6
2.618 8,037.2
1.618 7,956.7
1.000 7,907.0
0.618 7,876.2
HIGH 7,826.5
0.618 7,795.7
0.500 7,786.3
0.382 7,776.8
LOW 7,746.0
0.618 7,696.3
1.000 7,665.5
1.618 7,615.8
2.618 7,535.3
4.250 7,403.9
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 7,799.4 7,810.5
PP 7,792.8 7,809.0
S1 7,786.3 7,807.5

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

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