DAX Index Future September 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 7,120.0 6,995.0 -125.0 -1.8% 7,056.5
High 7,120.0 7,016.5 -103.5 -1.5% 7,170.0
Low 7,018.0 6,834.0 -184.0 -2.6% 6,834.0
Close 7,022.0 6,886.0 -136.0 -1.9% 6,886.0
Range 102.0 182.5 80.5 78.9% 336.0
ATR 147.5 150.4 2.9 2.0% 0.0
Volume 127 2,389 2,262 1,781.1% 2,909
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 7,459.7 7,355.3 6,986.4
R3 7,277.2 7,172.8 6,936.2
R2 7,094.7 7,094.7 6,919.5
R1 6,990.3 6,990.3 6,902.7 6,951.3
PP 6,912.2 6,912.2 6,912.2 6,892.6
S1 6,807.8 6,807.8 6,869.3 6,768.8
S2 6,729.7 6,729.7 6,852.5
S3 6,547.2 6,625.3 6,835.8
S4 6,364.7 6,442.8 6,785.6
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 7,971.3 7,764.7 7,070.8
R3 7,635.3 7,428.7 6,978.4
R2 7,299.3 7,299.3 6,947.6
R1 7,092.7 7,092.7 6,916.8 7,028.0
PP 6,963.3 6,963.3 6,963.3 6,931.0
S1 6,756.7 6,756.7 6,855.2 6,692.0
S2 6,627.3 6,627.3 6,824.4
S3 6,291.3 6,420.7 6,793.6
S4 5,955.3 6,084.7 6,701.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,170.0 6,834.0 336.0 4.9% 109.7 1.6% 15% False True 581
10 7,249.5 6,834.0 415.5 6.0% 120.1 1.7% 13% False True 440
20 7,249.5 6,834.0 415.5 6.0% 127.0 1.8% 13% False True 433
40 8,164.5 6,580.0 1,584.5 23.0% 145.2 2.1% 19% False False 350
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 24.8
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7,792.1
2.618 7,494.3
1.618 7,311.8
1.000 7,199.0
0.618 7,129.3
HIGH 7,016.5
0.618 6,946.8
0.500 6,925.3
0.382 6,903.7
LOW 6,834.0
0.618 6,721.2
1.000 6,651.5
1.618 6,538.7
2.618 6,356.2
4.250 6,058.4
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 6,925.3 6,997.8
PP 6,912.2 6,960.5
S1 6,899.1 6,923.3

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

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