DAX Index Future September 2008


Trading Metrics calculated at close of trading on 25-Mar-2008
Day Change Summary
Previous Current
20-Mar-2008 25-Mar-2008 Change Change % Previous Week
Open 6,435.5 6,660.0 224.5 3.5% 6,428.5
High 6,522.0 6,699.0 177.0 2.7% 6,618.0
Low 6,427.0 6,627.5 200.5 3.1% 6,306.5
Close 6,461.5 6,664.0 202.5 3.1% 6,461.5
Range 95.0 71.5 -23.5 -24.7% 311.5
ATR 171.3 176.1 4.7 2.8% 0.0
Volume 6,156 546 -5,610 -91.1% 34,879
Daily Pivots for day following 25-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,878.0 6,842.5 6,703.3
R3 6,806.5 6,771.0 6,683.7
R2 6,735.0 6,735.0 6,677.1
R1 6,699.5 6,699.5 6,670.6 6,717.3
PP 6,663.5 6,663.5 6,663.5 6,672.4
S1 6,628.0 6,628.0 6,657.4 6,645.8
S2 6,592.0 6,592.0 6,650.9
S3 6,520.5 6,556.5 6,644.3
S4 6,449.0 6,485.0 6,624.7
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 7,396.5 7,240.5 6,632.8
R3 7,085.0 6,929.0 6,547.2
R2 6,773.5 6,773.5 6,518.6
R1 6,617.5 6,617.5 6,490.1 6,695.5
PP 6,462.0 6,462.0 6,462.0 6,501.0
S1 6,306.0 6,306.0 6,432.9 6,384.0
S2 6,150.5 6,150.5 6,404.4
S3 5,839.0 5,994.5 6,375.8
S4 5,527.5 5,683.0 6,290.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,699.0 6,306.5 392.5 5.9% 142.3 2.1% 91% True False 7,085
10 6,791.0 6,306.5 484.5 7.3% 153.3 2.3% 74% False False 4,043
20 7,170.0 6,306.5 863.5 13.0% 129.4 1.9% 41% False False 2,203
40 7,249.5 6,306.5 943.0 14.2% 130.2 2.0% 38% False False 1,292
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 36.1
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7,002.9
2.618 6,886.2
1.618 6,814.7
1.000 6,770.5
0.618 6,743.2
HIGH 6,699.0
0.618 6,671.7
0.500 6,663.3
0.382 6,654.8
LOW 6,627.5
0.618 6,583.3
1.000 6,556.0
1.618 6,511.8
2.618 6,440.3
4.250 6,323.6
Fisher Pivots for day following 25-Mar-2008
Pivot 1 day 3 day
R1 6,663.8 6,628.3
PP 6,663.5 6,592.7
S1 6,663.3 6,557.0

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

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