DAX Index Future September 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 6,398.0 6,279.0 -119.0 -1.9% 6,348.0
High 6,404.0 6,306.0 -98.0 -1.5% 6,477.0
Low 6,178.5 6,191.5 13.0 0.2% 6,178.5
Close 6,209.0 6,255.0 46.0 0.7% 6,209.0
Range 225.5 114.5 -111.0 -49.2% 298.5
ATR 148.0 145.6 -2.4 -1.6% 0.0
Volume 244,712 168,488 -76,224 -31.1% 989,267
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 6,594.3 6,539.2 6,318.0
R3 6,479.8 6,424.7 6,286.5
R2 6,365.3 6,365.3 6,276.0
R1 6,310.2 6,310.2 6,265.5 6,280.5
PP 6,250.8 6,250.8 6,250.8 6,236.0
S1 6,195.7 6,195.7 6,244.5 6,166.0
S2 6,136.3 6,136.3 6,234.0
S3 6,021.8 6,081.2 6,223.5
S4 5,907.3 5,966.7 6,192.0
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 7,183.7 6,994.8 6,373.2
R3 6,885.2 6,696.3 6,291.1
R2 6,586.7 6,586.7 6,263.7
R1 6,397.8 6,397.8 6,236.4 6,343.0
PP 6,288.2 6,288.2 6,288.2 6,260.8
S1 6,099.3 6,099.3 6,181.6 6,044.5
S2 5,989.7 5,989.7 6,154.3
S3 5,691.2 5,800.8 6,126.9
S4 5,392.7 5,502.3 6,044.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,453.0 6,178.5 274.5 4.4% 152.0 2.4% 28% False False 196,803
10 6,509.0 6,178.5 330.5 5.3% 157.2 2.5% 23% False False 197,184
20 6,932.5 6,178.5 754.0 12.1% 145.0 2.3% 10% False False 166,770
40 7,340.0 6,178.5 1,161.5 18.6% 128.1 2.0% 7% False False 84,369
60 7,340.0 6,178.5 1,161.5 18.6% 116.6 1.9% 7% False False 56,360
80 7,340.0 6,178.5 1,161.5 18.6% 116.7 1.9% 7% False False 42,667
100 7,340.0 6,178.5 1,161.5 18.6% 119.1 1.9% 7% False False 34,353
120 7,340.0 6,178.5 1,161.5 18.6% 124.0 2.0% 7% False False 28,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33.5
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,792.6
2.618 6,605.8
1.618 6,491.3
1.000 6,420.5
0.618 6,376.8
HIGH 6,306.0
0.618 6,262.3
0.500 6,248.8
0.382 6,235.2
LOW 6,191.5
0.618 6,120.7
1.000 6,077.0
1.618 6,006.2
2.618 5,891.7
4.250 5,704.9
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 6,252.9 6,310.5
PP 6,250.8 6,292.0
S1 6,248.8 6,273.5

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

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