DAX Index Future September 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 6,400.0 6,320.0 -80.0 -1.3% 6,625.5
High 6,405.0 6,362.0 -43.0 -0.7% 6,665.0
Low 6,275.5 6,284.0 8.5 0.1% 6,395.0
Close 6,306.0 6,344.0 38.0 0.6% 6,476.5
Range 129.5 78.0 -51.5 -39.8% 270.0
ATR 141.8 137.3 -4.6 -3.2% 0.0
Volume 166,346 137,248 -29,098 -17.5% 730,523
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,564.0 6,532.0 6,386.9
R3 6,486.0 6,454.0 6,365.5
R2 6,408.0 6,408.0 6,358.3
R1 6,376.0 6,376.0 6,351.2 6,392.0
PP 6,330.0 6,330.0 6,330.0 6,338.0
S1 6,298.0 6,298.0 6,336.9 6,314.0
S2 6,252.0 6,252.0 6,329.7
S3 6,174.0 6,220.0 6,322.6
S4 6,096.0 6,142.0 6,301.1
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 7,322.2 7,169.3 6,625.0
R3 7,052.2 6,899.3 6,550.8
R2 6,782.2 6,782.2 6,526.0
R1 6,629.3 6,629.3 6,501.3 6,570.8
PP 6,512.2 6,512.2 6,512.2 6,482.9
S1 6,359.3 6,359.3 6,451.8 6,300.8
S2 6,242.2 6,242.2 6,427.0
S3 5,972.2 6,089.3 6,402.3
S4 5,702.2 5,819.3 6,328.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,543.5 6,275.5 268.0 4.2% 115.1 1.8% 26% False False 145,139
10 6,665.0 6,275.5 389.5 6.1% 119.6 1.9% 18% False False 148,811
20 6,665.0 6,275.5 389.5 6.1% 130.9 2.1% 18% False False 150,057
40 6,703.5 6,041.5 662.0 10.4% 142.2 2.2% 46% False False 171,368
60 7,217.0 6,041.5 1,175.5 18.5% 135.7 2.1% 26% False False 128,488
80 7,340.0 6,041.5 1,298.5 20.5% 123.6 1.9% 23% False False 96,457
100 7,340.0 6,041.5 1,298.5 20.5% 122.3 1.9% 23% False False 77,254
120 7,340.0 6,041.5 1,298.5 20.5% 124.2 2.0% 23% False False 64,762
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,693.5
2.618 6,566.2
1.618 6,488.2
1.000 6,440.0
0.618 6,410.2
HIGH 6,362.0
0.618 6,332.2
0.500 6,323.0
0.382 6,313.8
LOW 6,284.0
0.618 6,235.8
1.000 6,206.0
1.618 6,157.8
2.618 6,079.8
4.250 5,952.5
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 6,337.0 6,394.8
PP 6,330.0 6,377.8
S1 6,323.0 6,360.9

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

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