DAX Index Future December 2007

Trading Metrics calculated at close of trading on 11-Dec-2007

Day Change Summary
	Previous	Current
	10-Dec-2007	11-Dec-2007	Change	Change %	Previous Week
Open	7,985.5	8,063.5	78.0	1.0%	7,866.0
High	8,071.5	8,084.5	13.0	0.2%	8,031.0
Low	7,961.5	7,875.0	-86.5	-1.1%	7,806.0
Close	8,046.5	8,024.5	-22.0	-0.3%	8,007.5
Range	110.0	209.5	99.5	90.5%	225.0
ATR	114.4	121.2	6.8	5.9%	0.0
Volume	118,686	158,451	39,765	33.5%	515,762

Daily Pivots for day following 11-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,623.2	8,533.3	8,139.7
R3	8,413.7	8,323.8	8,082.1
R2	8,204.2	8,204.2	8,062.9
R1	8,114.3	8,114.3	8,043.7	8,054.5
PP	7,994.7	7,994.7	7,994.7	7,964.8
S1	7,904.8	7,904.8	8,005.3	7,845.0
S2	7,785.2	7,785.2	7,986.1
S3	7,575.7	7,695.3	7,966.9
S4	7,366.2	7,485.8	7,909.3

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,623.2	8,540.3	8,131.3
R3	8,398.2	8,315.3	8,069.4
R2	8,173.2	8,173.2	8,048.8
R1	8,090.3	8,090.3	8,028.1	8,131.8
PP	7,948.2	7,948.2	7,948.2	7,968.9
S1	7,865.3	7,865.3	7,986.9	7,906.8
S2	7,723.2	7,723.2	7,966.3
S3	7,498.2	7,640.3	7,945.6
S4	7,273.2	7,415.3	7,883.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,084.5	7,806.0	278.5	3.5%	109.2	1.4%	78%	True	False	111,324
10	8,084.5	7,560.5	524.0	6.5%	111.5	1.4%	89%	True	False	132,038
20	8,084.5	7,501.0	583.5	7.3%	115.0	1.4%	90%	True	False	139,472
40	8,100.0	7,501.0	599.0	7.5%	111.2	1.4%	87%	False	False	143,839
60	8,130.5	7,501.0	629.5	7.8%	98.3	1.2%	83%	False	False	141,500
80	8,130.5	7,460.0	670.5	8.4%	103.4	1.3%	84%	False	False	108,514
100	8,130.5	7,307.0	823.5	10.3%	113.5	1.4%	87%	False	False	86,982
120	8,300.0	7,307.0	993.0	12.4%	114.1	1.4%	72%	False	False	72,550

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.1
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	8,974.9
2.618	8,633.0
1.618	8,423.5
1.000	8,294.0
0.618	8,214.0
HIGH	8,084.5
0.618	8,004.5
0.500	7,979.8
0.382	7,955.0
LOW	7,875.0
0.618	7,745.5
1.000	7,665.5
1.618	7,536.0
2.618	7,326.5
4.250	6,984.6

Fisher Pivots for day following 11-Dec-2007
Pivot	1 day	3 day
R1	8,009.6	8,009.6
PP	7,994.7	7,994.7
S1	7,979.8	7,979.8

Download as Excel Spreadsheet

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

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