DAX Index Future March 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 6,955.0 6,615.0 -340.0 -4.9% 7,320.0
High 7,047.5 6,930.5 -117.0 -1.7% 7,334.5
Low 6,760.0 6,608.0 -152.0 -2.2% 6,448.5
Close 6,847.0 6,855.0 8.0 0.1% 6,847.0
Range 287.5 322.5 35.0 12.2% 886.0
ATR 222.5 229.7 7.1 3.2% 0.0
Volume 226,905 221,440 -5,465 -2.4% 919,511
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,765.3 7,632.7 7,032.4
R3 7,442.8 7,310.2 6,943.7
R2 7,120.3 7,120.3 6,914.1
R1 6,987.7 6,987.7 6,884.6 7,054.0
PP 6,797.8 6,797.8 6,797.8 6,831.0
S1 6,665.2 6,665.2 6,825.4 6,731.5
S2 6,475.3 6,475.3 6,795.9
S3 6,152.8 6,342.7 6,766.3
S4 5,830.3 6,020.2 6,677.6
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 9,534.7 9,076.8 7,334.3
R3 8,648.7 8,190.8 7,090.7
R2 7,762.7 7,762.7 7,009.4
R1 7,304.8 7,304.8 6,928.2 7,090.8
PP 6,876.7 6,876.7 6,876.7 6,769.6
S1 6,418.8 6,418.8 6,765.8 6,204.8
S2 5,990.7 5,990.7 6,684.6
S3 5,104.7 5,532.8 6,603.4
S4 4,218.7 4,646.8 6,359.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,334.5 6,448.5 886.0 12.9% 362.8 5.3% 46% False False 146,136
10 7,786.0 6,448.5 1,337.5 19.5% 307.8 4.5% 30% False False 221,098
20 8,180.5 6,448.5 1,732.0 25.3% 215.1 3.1% 23% False False 185,471
40 8,253.0 6,448.5 1,804.5 26.3% 163.3 2.4% 23% False False 105,608
60 8,253.0 6,448.5 1,804.5 26.3% 151.2 2.2% 23% False False 70,667
80 8,253.0 6,448.5 1,804.5 26.3% 131.3 1.9% 23% False False 53,147
100 8,253.0 6,448.5 1,804.5 26.3% 121.0 1.8% 23% False False 42,870
120 8,253.0 6,448.5 1,804.5 26.3% 119.1 1.7% 23% False False 35,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 60.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,301.1
2.618 7,774.8
1.618 7,452.3
1.000 7,253.0
0.618 7,129.8
HIGH 6,930.5
0.618 6,807.3
0.500 6,769.3
0.382 6,731.2
LOW 6,608.0
0.618 6,408.7
1.000 6,285.5
1.618 6,086.2
2.618 5,763.7
4.250 5,237.4
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 6,826.4 6,845.9
PP 6,797.8 6,836.8
S1 6,769.3 6,827.8

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

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