DAX Index Future March 2008


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 7,770.0 7,612.0 -158.0 -2.0% 7,722.5
High 7,786.0 7,670.0 -116.0 -1.5% 7,748.0
Low 7,553.5 7,555.0 1.5 0.0% 7,590.0
Close 7,676.0 7,638.5 -37.5 -0.5% 7,714.0
Range 232.5 115.0 -117.5 -50.5% 158.0
ATR 119.6 119.7 0.1 0.1% 0.0
Volume 1,040 1,387 347 33.4% 5,867
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,966.2 7,917.3 7,701.8
R3 7,851.2 7,802.3 7,670.1
R2 7,736.2 7,736.2 7,659.6
R1 7,687.3 7,687.3 7,649.0 7,711.8
PP 7,621.2 7,621.2 7,621.2 7,633.4
S1 7,572.3 7,572.3 7,628.0 7,596.8
S2 7,506.2 7,506.2 7,617.4
S3 7,391.2 7,457.3 7,606.9
S4 7,276.2 7,342.3 7,575.3
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,158.0 8,094.0 7,800.9
R3 8,000.0 7,936.0 7,757.5
R2 7,842.0 7,842.0 7,743.0
R1 7,778.0 7,778.0 7,728.5 7,731.0
PP 7,684.0 7,684.0 7,684.0 7,660.5
S1 7,620.0 7,620.0 7,699.5 7,573.0
S2 7,526.0 7,526.0 7,685.0
S3 7,368.0 7,462.0 7,670.6
S4 7,210.0 7,304.0 7,627.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,786.0 7,553.5 232.5 3.0% 120.6 1.6% 37% False False 1,326
10 7,991.0 7,553.5 437.5 5.7% 129.4 1.7% 19% False False 1,103
20 8,176.0 7,553.5 622.5 8.1% 119.3 1.6% 14% False False 713
40 8,204.5 7,553.5 651.0 8.5% 93.7 1.2% 13% False False 645
60 8,204.5 7,553.5 651.0 8.5% 91.0 1.2% 13% False False 1,018
80 8,204.5 7,398.0 806.5 10.6% 95.1 1.2% 30% False False 792
100 8,390.0 7,398.0 992.0 13.0% 98.0 1.3% 24% False False 667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,158.8
2.618 7,971.1
1.618 7,856.1
1.000 7,785.0
0.618 7,741.1
HIGH 7,670.0
0.618 7,626.1
0.500 7,612.5
0.382 7,598.9
LOW 7,555.0
0.618 7,483.9
1.000 7,440.0
1.618 7,368.9
2.618 7,253.9
4.250 7,066.3
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 7,629.8 7,669.8
PP 7,621.2 7,659.3
S1 7,612.5 7,648.9

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

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