DAX Index Future December 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 6,293.0 6,078.0 -215.0 -3.4% 6,343.0
High 6,320.5 6,145.5 -175.0 -2.8% 6,432.0
Low 6,226.0 6,006.5 -219.5 -3.5% 6,149.5
Close 6,300.5 6,114.5 -186.0 -3.0% 6,300.5
Range 94.5 139.0 44.5 47.1% 282.5
ATR 141.2 152.1 10.9 7.7% 0.0
Volume 7,969 27,644 19,675 246.9% 35,589
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,505.8 6,449.2 6,191.0
R3 6,366.8 6,310.2 6,152.7
R2 6,227.8 6,227.8 6,140.0
R1 6,171.2 6,171.2 6,127.2 6,199.5
PP 6,088.8 6,088.8 6,088.8 6,103.0
S1 6,032.2 6,032.2 6,101.8 6,060.5
S2 5,949.8 5,949.8 6,089.0
S3 5,810.8 5,893.2 6,076.3
S4 5,671.8 5,754.2 6,038.1
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 7,141.5 7,003.5 6,455.9
R3 6,859.0 6,721.0 6,378.2
R2 6,576.5 6,576.5 6,352.3
R1 6,438.5 6,438.5 6,326.4 6,366.3
PP 6,294.0 6,294.0 6,294.0 6,257.9
S1 6,156.0 6,156.0 6,274.6 6,083.8
S2 6,011.5 6,011.5 6,248.7
S3 5,729.0 5,873.5 6,222.8
S4 5,446.5 5,591.0 6,145.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,400.0 6,006.5 393.5 6.4% 133.1 2.2% 27% False True 11,834
10 6,637.0 6,006.5 630.5 10.3% 146.9 2.4% 17% False True 7,254
20 6,637.0 6,006.5 630.5 10.3% 127.4 2.1% 17% False True 4,342
40 6,738.0 6,006.5 731.5 12.0% 126.4 2.1% 15% False True 2,591
60 6,775.0 6,006.5 768.5 12.6% 131.8 2.2% 14% False True 2,007
80 7,292.0 6,006.5 1,285.5 21.0% 127.1 2.1% 8% False True 2,205
100 7,421.0 6,006.5 1,414.5 23.1% 116.8 1.9% 8% False True 1,800
120 7,421.0 6,006.5 1,414.5 23.1% 114.7 1.9% 8% False True 1,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 41.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,736.3
2.618 6,509.4
1.618 6,370.4
1.000 6,284.5
0.618 6,231.4
HIGH 6,145.5
0.618 6,092.4
0.500 6,076.0
0.382 6,059.6
LOW 6,006.5
0.618 5,920.6
1.000 5,867.5
1.618 5,781.6
2.618 5,642.6
4.250 5,415.8
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 6,101.7 6,163.5
PP 6,088.8 6,147.2
S1 6,076.0 6,130.8

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

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