DAX Index Future September 2008


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 6,172.5 6,165.0 -7.5 -0.1% 6,348.0
High 6,206.0 6,282.5 76.5 1.2% 6,477.0
Low 6,054.0 6,041.5 -12.5 -0.2% 6,178.5
Close 6,140.0 6,198.0 58.0 0.9% 6,209.0
Range 152.0 241.0 89.0 58.6% 298.5
ATR 149.5 156.1 6.5 4.4% 0.0
Volume 259,955 232,583 -27,372 -10.5% 989,267
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 6,897.0 6,788.5 6,330.6
R3 6,656.0 6,547.5 6,264.3
R2 6,415.0 6,415.0 6,242.2
R1 6,306.5 6,306.5 6,220.1 6,360.8
PP 6,174.0 6,174.0 6,174.0 6,201.1
S1 6,065.5 6,065.5 6,175.9 6,119.8
S2 5,933.0 5,933.0 6,153.8
S3 5,692.0 5,824.5 6,131.7
S4 5,451.0 5,583.5 6,065.5
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 6,442.5 6,041.5 401.0 6.5% 174.1 2.8% 39% False True 222,651
10 6,477.0 6,041.5 435.5 7.0% 164.4 2.7% 36% False True 205,486
20 6,875.5 6,041.5 834.0 13.5% 151.7 2.4% 19% False True 186,082
40 7,254.0 6,041.5 1,212.5 19.6% 134.3 2.2% 13% False True 96,671
60 7,340.0 6,041.5 1,298.5 21.0% 119.3 1.9% 12% False True 64,559
80 7,340.0 6,041.5 1,298.5 21.0% 118.0 1.9% 12% False True 48,543
100 7,340.0 6,041.5 1,298.5 21.0% 120.6 1.9% 12% False True 39,271
120 7,340.0 6,041.5 1,298.5 21.0% 123.1 2.0% 12% False True 32,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43.9
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 7,306.8
2.618 6,913.4
1.618 6,672.4
1.000 6,523.5
0.618 6,431.4
HIGH 6,282.5
0.618 6,190.4
0.500 6,162.0
0.382 6,133.6
LOW 6,041.5
0.618 5,892.6
1.000 5,800.5
1.618 5,651.6
2.618 5,410.6
4.250 5,017.3
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 6,186.0 6,189.9
PP 6,174.0 6,181.8
S1 6,162.0 6,173.8

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

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