DAX Index Future December 2008


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 5,057.0 4,609.0 -448.0 -8.9% 5,607.0
High 5,199.0 4,764.0 -435.0 -8.4% 5,621.5
Low 4,675.0 4,333.0 -342.0 -7.3% 4,333.0
Close 4,875.5 4,499.0 -376.5 -7.7% 4,499.0
Range 524.0 431.0 -93.0 -17.7% 1,288.5
ATR 277.5 296.5 18.9 6.8% 0.0
Volume 282,388 460,768 178,380 63.2% 1,854,430
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,825.0 5,593.0 4,736.1
R3 5,394.0 5,162.0 4,617.5
R2 4,963.0 4,963.0 4,578.0
R1 4,731.0 4,731.0 4,538.5 4,631.5
PP 4,532.0 4,532.0 4,532.0 4,482.3
S1 4,300.0 4,300.0 4,459.5 4,200.5
S2 4,101.0 4,101.0 4,420.0
S3 3,670.0 3,869.0 4,380.5
S4 3,239.0 3,438.0 4,262.0
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 8,683.3 7,879.7 5,207.7
R3 7,394.8 6,591.2 4,853.3
R2 6,106.3 6,106.3 4,735.2
R1 5,302.7 5,302.7 4,617.1 5,060.3
PP 4,817.8 4,817.8 4,817.8 4,696.6
S1 4,014.2 4,014.2 4,380.9 3,771.8
S2 3,529.3 3,529.3 4,262.8
S3 2,240.8 2,725.7 4,144.7
S4 952.3 1,437.2 3,790.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,621.5 4,333.0 1,288.5 28.6% 415.0 9.2% 13% False True 370,886
10 6,091.5 4,333.0 1,758.5 39.1% 353.3 7.9% 9% False True 292,623
20 6,301.5 4,333.0 1,968.5 43.8% 262.8 5.8% 8% False True 221,873
40 6,637.0 4,333.0 2,304.0 51.2% 194.6 4.3% 7% False True 112,446
60 6,738.0 4,333.0 2,405.0 53.5% 171.9 3.8% 7% False True 75,238
80 6,775.0 4,333.0 2,442.0 54.3% 163.5 3.6% 7% False True 56,634
100 7,292.0 4,333.0 2,959.0 65.8% 153.1 3.4% 6% False True 45,862
120 7,421.0 4,333.0 3,088.0 68.6% 140.7 3.1% 5% False True 38,251
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 78.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,595.8
2.618 5,892.4
1.618 5,461.4
1.000 5,195.0
0.618 5,030.4
HIGH 4,764.0
0.618 4,599.4
0.500 4,548.5
0.382 4,497.6
LOW 4,333.0
0.618 4,066.6
1.000 3,902.0
1.618 3,635.6
2.618 3,204.6
4.250 2,501.3
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 4,548.5 4,859.0
PP 4,532.0 4,739.0
S1 4,515.5 4,619.0

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

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