DAX Index Future December 2008

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	4,917.5	4,887.0	-30.5	-0.6%	4,197.5
High	5,048.5	5,113.0	64.5	1.3%	5,113.0
Low	4,830.0	4,788.5	-41.5	-0.9%	4,080.0
Close	4,900.5	5,065.0	164.5	3.4%	5,065.0
Range	218.5	324.5	106.0	48.5%	1,033.0
ATR	362.8	360.1	-2.7	-0.8%	0.0
Volume	185,136	172,810	-12,326	-6.7%	1,165,877

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,962.3	5,838.2	5,243.5
R3	5,637.8	5,513.7	5,154.2
R2	5,313.3	5,313.3	5,124.5
R1	5,189.2	5,189.2	5,094.7	5,251.3
PP	4,988.8	4,988.8	4,988.8	5,019.9
S1	4,864.7	4,864.7	5,035.3	4,926.8
S2	4,664.3	4,664.3	5,005.5
S3	4,339.8	4,540.2	4,975.8
S4	4,015.3	4,215.7	4,886.5

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,851.7	7,491.3	5,633.2
R3	6,818.7	6,458.3	5,349.1
R2	5,785.7	5,785.7	5,254.4
R1	5,425.3	5,425.3	5,159.7	5,605.5
PP	4,752.7	4,752.7	4,752.7	4,842.8
S1	4,392.3	4,392.3	4,970.3	4,572.5
S2	3,719.7	3,719.7	4,875.6
S3	2,686.7	3,359.3	4,780.9
S4	1,653.7	2,326.3	4,496.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,113.0	4,080.0	1,033.0	20.4%	364.3	7.2%	95%	True	False	233,175
10	5,113.0	4,032.5	1,080.5	21.3%	331.2	6.5%	96%	True	False	227,587
20	5,621.5	4,032.5	1,589.0	31.4%	377.3	7.4%	65%	False	False	278,170
40	6,432.0	4,032.5	2,399.5	47.4%	284.7	5.6%	43%	False	False	204,550
60	6,738.0	4,032.5	2,705.5	53.4%	229.7	4.5%	38%	False	False	136,860
80	6,738.0	4,032.5	2,705.5	53.4%	206.5	4.1%	38%	False	False	102,843
100	7,012.5	4,032.5	2,980.0	58.8%	192.3	3.8%	35%	False	False	82,784
120	7,421.0	4,032.5	3,388.5	66.9%	177.6	3.5%	30%	False	False	69,136

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	67.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,492.1
2.618	5,962.5
1.618	5,638.0
1.000	5,437.5
0.618	5,313.5
HIGH	5,113.0
0.618	4,989.0
0.500	4,950.8
0.382	4,912.5
LOW	4,788.5
0.618	4,588.0
1.000	4,464.0
1.618	4,263.5
2.618	3,939.0
4.250	3,409.4

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	5,026.9	5,004.1
PP	4,988.8	4,943.2
S1	4,950.8	4,882.3

Download as Excel Spreadsheet

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

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