DAX Index Future September 2008


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 6,455.5 6,364.0 -91.5 -1.4% 6,650.0
High 6,466.0 6,458.0 -8.0 -0.1% 6,703.5
Low 6,285.0 6,303.0 18.0 0.3% 6,408.5
Close 6,382.5 6,367.0 -15.5 -0.2% 6,494.0
Range 181.0 155.0 -26.0 -14.4% 295.0
ATR 135.5 136.9 1.4 1.0% 0.0
Volume 225,977 172,730 -53,247 -23.6% 872,130
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 6,841.0 6,759.0 6,452.3
R3 6,686.0 6,604.0 6,409.6
R2 6,531.0 6,531.0 6,395.4
R1 6,449.0 6,449.0 6,381.2 6,490.0
PP 6,376.0 6,376.0 6,376.0 6,396.5
S1 6,294.0 6,294.0 6,352.8 6,335.0
S2 6,221.0 6,221.0 6,338.6
S3 6,066.0 6,139.0 6,324.4
S4 5,911.0 5,984.0 6,281.8
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 7,420.3 7,252.2 6,656.3
R3 7,125.3 6,957.2 6,575.1
R2 6,830.3 6,830.3 6,548.1
R1 6,662.2 6,662.2 6,521.0 6,598.8
PP 6,535.3 6,535.3 6,535.3 6,503.6
S1 6,367.2 6,367.2 6,467.0 6,303.8
S2 6,240.3 6,240.3 6,439.9
S3 5,945.3 6,072.2 6,412.9
S4 5,650.3 5,777.2 6,331.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,646.0 6,285.0 361.0 5.7% 155.8 2.4% 23% False False 197,532
10 6,841.0 6,285.0 556.0 8.7% 145.3 2.3% 15% False False 175,539
20 7,094.5 6,285.0 809.5 12.7% 137.2 2.2% 10% False False 98,768
40 7,340.0 6,285.0 1,055.0 16.6% 115.1 1.8% 8% False False 49,698
60 7,340.0 6,285.0 1,055.0 16.6% 112.0 1.8% 8% False False 33,266
80 7,340.0 6,285.0 1,055.0 16.6% 117.7 1.8% 8% False False 25,515
100 7,340.0 6,285.0 1,055.0 16.6% 117.1 1.8% 8% False False 20,475
120 7,979.5 6,285.0 1,694.5 26.6% 127.0 2.0% 5% False False 17,122
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,116.8
2.618 6,863.8
1.618 6,708.8
1.000 6,613.0
0.618 6,553.8
HIGH 6,458.0
0.618 6,398.8
0.500 6,380.5
0.382 6,362.2
LOW 6,303.0
0.618 6,207.2
1.000 6,148.0
1.618 6,052.2
2.618 5,897.2
4.250 5,644.3
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 6,380.5 6,397.0
PP 6,376.0 6,387.0
S1 6,371.5 6,377.0

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

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