DAX Index Future March 2008

Trading Metrics calculated at close of trading on 15-Nov-2007

Day Change Summary
	Previous	Current
	14-Nov-2007	15-Nov-2007	Change	Change %	Previous Week
Open	7,972.0	7,885.5	-86.5	-1.1%	7,912.0
High	7,991.0	7,916.5	-74.5	-0.9%	8,033.0
Low	7,866.5	7,685.0	-181.5	-2.3%	7,830.0
Close	7,899.0	7,780.0	-119.0	-1.5%	7,937.5
Range	124.5	231.5	107.0	85.9%	203.0
ATR	100.9	110.2	9.3	9.2%	0.0
Volume	913	682	-231	-25.3%	1,254

Daily Pivots for day following 15-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,488.3	8,365.7	7,907.3
R3	8,256.8	8,134.2	7,843.7
R2	8,025.3	8,025.3	7,822.4
R1	7,902.7	7,902.7	7,801.2	7,848.3
PP	7,793.8	7,793.8	7,793.8	7,766.6
S1	7,671.2	7,671.2	7,758.8	7,616.8
S2	7,562.3	7,562.3	7,737.6
S3	7,330.8	7,439.7	7,716.3
S4	7,099.3	7,208.2	7,652.7

Weekly Pivots for week ending 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,542.5	8,443.0	8,049.2
R3	8,339.5	8,240.0	7,993.3
R2	8,136.5	8,136.5	7,974.7
R1	8,037.0	8,037.0	7,956.1	8,086.8
PP	7,933.5	7,933.5	7,933.5	7,958.4
S1	7,834.0	7,834.0	7,918.9	7,883.8
S2	7,730.5	7,730.5	7,900.3
S3	7,527.5	7,631.0	7,881.7
S4	7,324.5	7,428.0	7,825.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,033.0	7,685.0	348.0	4.5%	132.9	1.7%	27%	False	True	585
10	8,033.0	7,685.0	348.0	4.5%	113.8	1.5%	27%	False	True	423
20	8,176.0	7,685.0	491.0	6.3%	102.7	1.3%	19%	False	True	496
40	8,204.5	7,685.0	519.5	6.7%	82.9	1.1%	18%	False	True	717
60	8,204.5	7,543.0	661.5	8.5%	87.8	1.1%	36%	False	False	871
80	8,204.5	7,398.0	806.5	10.4%	91.7	1.2%	47%	False	False	682
100	8,390.0	7,398.0	992.0	12.8%	96.7	1.2%	39%	False	False	581

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.5
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	8,900.4
2.618	8,522.6
1.618	8,291.1
1.000	8,148.0
0.618	8,059.6
HIGH	7,916.5
0.618	7,828.1
0.500	7,800.8
0.382	7,773.4
LOW	7,685.0
0.618	7,541.9
1.000	7,453.5
1.618	7,310.4
2.618	7,078.9
4.250	6,701.1

Fisher Pivots for day following 15-Nov-2007
Pivot	1 day	3 day
R1	7,800.8	7,838.0
PP	7,793.8	7,818.7
S1	7,786.9	7,799.3

Download as Excel Spreadsheet

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

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