DAX Index Future March 2008


Trading Metrics calculated at close of trading on 21-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 21-Jan-2008 Change Change % Previous Week
Open 7,465.0 7,320.0 -145.0 -1.9% 7,768.0
High 7,561.5 7,334.5 -227.0 -3.0% 7,826.5
Low 7,342.5 6,802.0 -540.5 -7.4% 7,342.5
Close 7,379.0 6,857.0 -522.0 -7.1% 7,379.0
Range 219.0 532.5 313.5 143.2% 484.0
ATR 142.9 173.9 31.0 21.7% 0.0
Volume 293,877 410,268 116,391 39.6% 1,196,464
Daily Pivots for day following 21-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,595.3 8,258.7 7,149.9
R3 8,062.8 7,726.2 7,003.4
R2 7,530.3 7,530.3 6,954.6
R1 7,193.7 7,193.7 6,905.8 7,095.8
PP 6,997.8 6,997.8 6,997.8 6,948.9
S1 6,661.2 6,661.2 6,808.2 6,563.3
S2 6,465.3 6,465.3 6,759.4
S3 5,932.8 6,128.7 6,710.6
S4 5,400.3 5,596.2 6,564.1
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,968.0 8,657.5 7,645.2
R3 8,484.0 8,173.5 7,512.1
R2 8,000.0 8,000.0 7,467.7
R1 7,689.5 7,689.5 7,423.4 7,602.8
PP 7,516.0 7,516.0 7,516.0 7,472.6
S1 7,205.5 7,205.5 7,334.6 7,118.8
S2 7,032.0 7,032.0 7,290.3
S3 6,548.0 6,721.5 7,245.9
S4 6,064.0 6,237.5 7,112.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,786.0 6,802.0 984.0 14.4% 252.7 3.7% 6% False True 296,060
10 7,996.0 6,802.0 1,194.0 17.4% 183.9 2.7% 5% False True 238,167
20 8,253.0 6,802.0 1,451.0 21.2% 152.2 2.2% 4% False True 162,432
40 8,253.0 6,802.0 1,451.0 21.2% 137.0 2.0% 4% False True 87,508
60 8,253.0 6,802.0 1,451.0 21.2% 127.0 1.9% 4% False True 58,535
80 8,253.0 6,802.0 1,451.0 21.2% 112.5 1.6% 4% False True 44,069
100 8,253.0 6,802.0 1,451.0 21.2% 108.3 1.6% 4% False True 35,569
120 8,253.0 6,802.0 1,451.0 21.2% 106.9 1.6% 4% False True 29,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44.3
Widest range in 153 trading days
Fibonacci Retracements and Extensions
4.250 9,597.6
2.618 8,728.6
1.618 8,196.1
1.000 7,867.0
0.618 7,663.6
HIGH 7,334.5
0.618 7,131.1
0.500 7,068.3
0.382 7,005.4
LOW 6,802.0
0.618 6,472.9
1.000 6,269.5
1.618 5,940.4
2.618 5,407.9
4.250 4,538.9
Fisher Pivots for day following 21-Jan-2008
Pivot 1 day 3 day
R1 7,068.3 7,205.0
PP 6,997.8 7,089.0
S1 6,927.4 6,973.0

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

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