DAX Index Future December 2007


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 7,903.0 7,819.0 -84.0 -1.1% 7,860.0
High 7,957.5 7,867.5 -90.0 -1.1% 7,957.5
Low 7,829.0 7,744.5 -84.5 -1.1% 7,742.0
Close 7,858.0 7,843.5 -14.5 -0.2% 7,858.0
Range 128.5 123.0 -5.5 -4.3% 215.5
ATR 111.5 112.3 0.8 0.7% 0.0
Volume 240,692 171,014 -69,678 -28.9% 1,003,733
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,187.5 8,138.5 7,911.2
R3 8,064.5 8,015.5 7,877.3
R2 7,941.5 7,941.5 7,866.1
R1 7,892.5 7,892.5 7,854.8 7,917.0
PP 7,818.5 7,818.5 7,818.5 7,830.8
S1 7,769.5 7,769.5 7,832.2 7,794.0
S2 7,695.5 7,695.5 7,821.0
S3 7,572.5 7,646.5 7,809.7
S4 7,449.5 7,523.5 7,775.9
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,499.0 8,394.0 7,976.5
R3 8,283.5 8,178.5 7,917.3
R2 8,068.0 8,068.0 7,897.5
R1 7,963.0 7,963.0 7,877.8 7,907.8
PP 7,852.5 7,852.5 7,852.5 7,824.9
S1 7,747.5 7,747.5 7,838.2 7,692.3
S2 7,637.0 7,637.0 7,818.5
S3 7,421.5 7,532.0 7,798.7
S4 7,206.0 7,316.5 7,739.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,957.5 7,742.0 215.5 2.7% 123.5 1.6% 47% False False 204,101
10 8,100.0 7,742.0 358.0 4.6% 119.2 1.5% 28% False False 140,050
20 8,100.0 7,742.0 358.0 4.6% 105.1 1.3% 28% False False 148,472
40 8,130.5 7,533.5 597.0 7.6% 93.7 1.2% 52% False False 141,154
60 8,130.5 7,459.0 671.5 8.6% 99.8 1.3% 57% False False 95,598
80 8,130.5 7,307.0 823.5 10.5% 114.9 1.5% 65% False False 71,907
100 8,300.0 7,307.0 993.0 12.7% 113.7 1.4% 54% False False 57,599
120 8,300.0 7,307.0 993.0 12.7% 113.6 1.4% 54% False False 48,198
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 25.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,390.3
2.618 8,189.5
1.618 8,066.5
1.000 7,990.5
0.618 7,943.5
HIGH 7,867.5
0.618 7,820.5
0.500 7,806.0
0.382 7,791.5
LOW 7,744.5
0.618 7,668.5
1.000 7,621.5
1.618 7,545.5
2.618 7,422.5
4.250 7,221.8
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 7,831.0 7,849.8
PP 7,818.5 7,847.7
S1 7,806.0 7,845.6

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

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