DAX Index Future December 2008

Trading Metrics calculated at close of trading on 26-Jun-2008

Day Change Summary
	Previous	Current
	25-Jun-2008	26-Jun-2008	Change	Change %	Previous Week
Open	6,687.0	6,710.0	23.0	0.3%	6,949.5
High	6,775.0	6,721.0	-54.0	-0.8%	7,012.5
Low	6,687.0	6,548.5	-138.5	-2.1%	6,696.5
Close	6,764.0	6,604.0	-160.0	-2.4%	6,731.0
Range	88.0	172.5	84.5	96.0%	316.0
ATR	116.3	123.4	7.1	6.1%	0.0
Volume	438	2,744	2,306	526.5%	38,735

Daily Pivots for day following 26-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,142.0	7,045.5	6,698.9
R3	6,969.5	6,873.0	6,651.4
R2	6,797.0	6,797.0	6,635.6
R1	6,700.5	6,700.5	6,619.8	6,662.5
PP	6,624.5	6,624.5	6,624.5	6,605.5
S1	6,528.0	6,528.0	6,588.2	6,490.0
S2	6,452.0	6,452.0	6,572.4
S3	6,279.5	6,355.5	6,556.6
S4	6,107.0	6,183.0	6,509.1

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	6,918.5	6,548.5	370.0	5.6%	137.7	2.1%	15%	False	True	2,474
10	7,012.5	6,548.5	464.0	7.0%	127.2	1.9%	12%	False	True	4,582
20	7,292.0	6,548.5	743.5	11.3%	118.8	1.8%	7%	False	True	2,947
40	7,421.0	6,548.5	872.5	13.2%	100.0	1.5%	6%	False	True	1,561
60	7,421.0	6,548.5	872.5	13.2%	98.6	1.5%	6%	False	True	1,127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	19.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,454.1
2.618	7,172.6
1.618	7,000.1
1.000	6,893.5
0.618	6,827.6
HIGH	6,721.0
0.618	6,655.1
0.500	6,634.8
0.382	6,614.4
LOW	6,548.5
0.618	6,441.9
1.000	6,376.0
1.618	6,269.4
2.618	6,096.9
4.250	5,815.4

Fisher Pivots for day following 26-Jun-2008
Pivot	1 day	3 day
R1	6,634.8	6,661.8
PP	6,624.5	6,642.5
S1	6,614.3	6,623.3

Download as Excel Spreadsheet

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

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