DAX Index Future December 2008

Trading Metrics calculated at close of trading on 20-Jun-2008

Day Change Summary
	Previous	Current
	19-Jun-2008	20-Jun-2008	Change	Change %	Previous Week
Open	6,861.5	6,897.5	36.0	0.5%	6,949.5
High	6,920.0	6,918.5	-1.5	0.0%	7,012.5
Low	6,814.0	6,696.5	-117.5	-1.7%	6,696.5
Close	6,882.0	6,731.0	-151.0	-2.2%	6,731.0
Range	106.0	222.0	116.0	109.4%	316.0
ATR	112.8	120.6	7.8	6.9%	0.0
Volume	14,334	8,236	-6,098	-42.5%	38,735

Daily Pivots for day following 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,448.0	7,311.5	6,853.1
R3	7,226.0	7,089.5	6,792.1
R2	7,004.0	7,004.0	6,771.7
R1	6,867.5	6,867.5	6,751.4	6,824.8
PP	6,782.0	6,782.0	6,782.0	6,760.6
S1	6,645.5	6,645.5	6,710.7	6,602.8
S2	6,560.0	6,560.0	6,690.3
S3	6,338.0	6,423.5	6,670.0
S4	6,116.0	6,201.5	6,608.9

Weekly Pivots for week ending 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,761.3	7,562.2	6,904.8
R3	7,445.3	7,246.2	6,817.9
R2	7,129.3	7,129.3	6,788.9
R1	6,930.2	6,930.2	6,760.0	6,871.8
PP	6,813.3	6,813.3	6,813.3	6,784.1
S1	6,614.2	6,614.2	6,702.0	6,555.8
S2	6,497.3	6,497.3	6,673.1
S3	6,181.3	6,298.2	6,644.1
S4	5,865.3	5,982.2	6,557.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,012.5	6,696.5	316.0	4.7%	135.5	2.0%	11%	False	True	7,747
10	7,012.5	6,696.5	316.0	4.7%	122.6	1.8%	11%	False	True	4,913
20	7,292.0	6,696.5	595.5	8.8%	111.3	1.7%	6%	False	True	2,776
40	7,421.0	6,696.5	724.5	10.8%	95.1	1.4%	5%	False	True	1,484
60	7,421.0	6,646.0	775.0	11.5%	98.2	1.5%	11%	False	False	1,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.7
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	7,862.0
2.618	7,499.7
1.618	7,277.7
1.000	7,140.5
0.618	7,055.7
HIGH	6,918.5
0.618	6,833.7
0.500	6,807.5
0.382	6,781.3
LOW	6,696.5
0.618	6,559.3
1.000	6,474.5
1.618	6,337.3
2.618	6,115.3
4.250	5,753.0

Fisher Pivots for day following 20-Jun-2008
Pivot	1 day	3 day
R1	6,807.5	6,826.3
PP	6,782.0	6,794.5
S1	6,756.5	6,762.8

Download as Excel Spreadsheet

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

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