DAX Index Future March 2008


Trading Metrics calculated at close of trading on 15-Jan-2008
Day Change Summary
Previous Current
14-Jan-2008 15-Jan-2008 Change Change % Previous Week
Open 7,768.0 7,760.0 -8.0 -0.1% 7,840.0
High 7,826.5 7,786.0 -40.5 -0.5% 7,996.0
Low 7,746.0 7,617.5 -128.5 -1.7% 7,721.5
Close 7,806.0 7,636.0 -170.0 -2.2% 7,789.5
Range 80.5 168.5 88.0 109.3% 274.5
ATR 125.2 129.7 4.5 3.6% 0.0
Volume 126,428 236,250 109,822 86.9% 935,640
Daily Pivots for day following 15-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,185.3 8,079.2 7,728.7
R3 8,016.8 7,910.7 7,682.3
R2 7,848.3 7,848.3 7,666.9
R1 7,742.2 7,742.2 7,651.4 7,711.0
PP 7,679.8 7,679.8 7,679.8 7,664.3
S1 7,573.7 7,573.7 7,620.6 7,542.5
S2 7,511.3 7,511.3 7,605.1
S3 7,342.8 7,405.2 7,589.7
S4 7,174.3 7,236.7 7,543.3
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 7,906.5 7,617.5 289.0 3.8% 113.7 1.5% 6% False True 193,349
10 8,180.5 7,617.5 563.0 7.4% 131.6 1.7% 3% False True 173,468
20 8,253.0 7,617.5 635.5 8.3% 122.0 1.6% 3% False True 110,581
40 8,253.0 7,553.5 699.5 9.2% 120.2 1.6% 12% False False 56,520
60 8,253.0 7,553.5 699.5 9.2% 114.3 1.5% 12% False False 37,845
80 8,253.0 7,553.5 699.5 9.2% 101.5 1.3% 12% False False 28,619
100 8,253.0 7,543.0 710.0 9.3% 100.7 1.3% 13% False False 23,131
120 8,253.0 7,398.0 855.0 11.2% 101.2 1.3% 28% False False 19,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,502.1
2.618 8,227.1
1.618 8,058.6
1.000 7,954.5
0.618 7,890.1
HIGH 7,786.0
0.618 7,721.6
0.500 7,701.8
0.382 7,681.9
LOW 7,617.5
0.618 7,513.4
1.000 7,449.0
1.618 7,344.9
2.618 7,176.4
4.250 6,901.4
Fisher Pivots for day following 15-Jan-2008
Pivot 1 day 3 day
R1 7,701.8 7,722.0
PP 7,679.8 7,693.3
S1 7,657.9 7,664.7

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

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