DAX Index Future March 2008


Trading Metrics calculated at close of trading on 04-Feb-2008
Day Change Summary
Previous Current
01-Feb-2008 04-Feb-2008 Change Change % Previous Week
Open 6,959.0 7,061.5 102.5 1.5% 6,615.0
High 7,075.5 7,096.0 20.5 0.3% 7,075.5
Low 6,941.0 6,985.5 44.5 0.6% 6,608.0
Close 7,000.5 7,034.0 33.5 0.5% 7,000.5
Range 134.5 110.5 -24.0 -17.8% 467.5
ATR 216.4 208.9 -7.6 -3.5% 0.0
Volume 211,203 122,863 -88,340 -41.8% 1,012,488
Daily Pivots for day following 04-Feb-2008
Classic Woodie Camarilla DeMark
R4 7,370.0 7,312.5 7,094.8
R3 7,259.5 7,202.0 7,064.4
R2 7,149.0 7,149.0 7,054.3
R1 7,091.5 7,091.5 7,044.1 7,065.0
PP 7,038.5 7,038.5 7,038.5 7,025.3
S1 6,981.0 6,981.0 7,023.9 6,954.5
S2 6,928.0 6,928.0 7,013.7
S3 6,817.5 6,870.5 7,003.6
S4 6,707.0 6,760.0 6,973.2
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 8,297.2 8,116.3 7,257.6
R3 7,829.7 7,648.8 7,129.1
R2 7,362.2 7,362.2 7,086.2
R1 7,181.3 7,181.3 7,043.4 7,271.8
PP 6,894.7 6,894.7 6,894.7 6,939.9
S1 6,713.8 6,713.8 6,957.6 6,804.3
S2 6,427.2 6,427.2 6,914.8
S3 5,959.7 6,246.3 6,871.9
S4 5,492.2 5,778.8 6,743.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,096.0 6,727.5 368.5 5.2% 156.3 2.2% 83% True False 182,782
10 7,334.5 6,448.5 886.0 12.6% 259.6 3.7% 66% False False 164,459
20 7,996.0 6,448.5 1,547.5 22.0% 221.7 3.2% 38% False False 201,313
40 8,253.0 6,448.5 1,804.5 25.7% 172.8 2.5% 32% False False 128,297
60 8,253.0 6,448.5 1,804.5 25.7% 155.8 2.2% 32% False False 85,880
80 8,253.0 6,448.5 1,804.5 25.7% 137.7 2.0% 32% False False 64,530
100 8,253.0 6,448.5 1,804.5 25.7% 124.6 1.8% 32% False False 52,001
120 8,253.0 6,448.5 1,804.5 25.7% 121.5 1.7% 32% False False 43,359
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 64.0
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 7,565.6
2.618 7,385.3
1.618 7,274.8
1.000 7,206.5
0.618 7,164.3
HIGH 7,096.0
0.618 7,053.8
0.500 7,040.8
0.382 7,027.7
LOW 6,985.5
0.618 6,917.2
1.000 6,875.0
1.618 6,806.7
2.618 6,696.2
4.250 6,515.9
Fisher Pivots for day following 04-Feb-2008
Pivot 1 day 3 day
R1 7,040.8 6,993.3
PP 7,038.5 6,952.5
S1 7,036.3 6,911.8

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

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