DAX Index Future September 2008


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 6,203.0 6,179.5 -23.5 -0.4% 6,397.0
High 6,263.5 6,251.5 -12.0 -0.2% 6,566.0
Low 6,162.0 6,082.5 -79.5 -1.3% 6,098.0
Close 6,195.5 6,159.5 -36.0 -0.6% 6,123.0
Range 101.5 169.0 67.5 66.5% 468.0
ATR 145.1 146.8 1.7 1.2% 0.0
Volume 207,961 210,164 2,203 1.1% 864,195
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,671.5 6,584.5 6,252.5
R3 6,502.5 6,415.5 6,206.0
R2 6,333.5 6,333.5 6,190.5
R1 6,246.5 6,246.5 6,175.0 6,205.5
PP 6,164.5 6,164.5 6,164.5 6,144.0
S1 6,077.5 6,077.5 6,144.0 6,036.5
S2 5,995.5 5,995.5 6,128.5
S3 5,826.5 5,908.5 6,113.0
S4 5,657.5 5,739.5 6,066.6
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 7,666.3 7,362.7 6,380.4
R3 7,198.3 6,894.7 6,251.7
R2 6,730.3 6,730.3 6,208.8
R1 6,426.7 6,426.7 6,165.9 6,344.5
PP 6,262.3 6,262.3 6,262.3 6,221.3
S1 5,958.7 5,958.7 6,080.1 5,876.5
S2 5,794.3 5,794.3 6,037.2
S3 5,326.3 5,490.7 5,994.3
S4 4,858.3 5,022.7 5,865.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,332.0 6,082.5 249.5 4.1% 153.1 2.5% 31% False True 168,525
10 6,566.0 6,082.5 483.5 7.8% 145.5 2.4% 16% False True 157,915
20 6,566.0 6,082.5 483.5 7.8% 134.6 2.2% 16% False True 142,085
40 6,665.0 6,082.5 582.5 9.5% 135.4 2.2% 13% False True 147,729
60 6,841.0 6,041.5 799.5 13.0% 141.5 2.3% 15% False False 162,620
80 7,217.0 6,041.5 1,175.5 19.1% 134.2 2.2% 10% False False 124,821
100 7,340.0 6,041.5 1,298.5 21.1% 125.8 2.0% 9% False False 99,929
120 7,340.0 6,041.5 1,298.5 21.1% 124.3 2.0% 9% False False 83,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,969.8
2.618 6,693.9
1.618 6,524.9
1.000 6,420.5
0.618 6,355.9
HIGH 6,251.5
0.618 6,186.9
0.500 6,167.0
0.382 6,147.1
LOW 6,082.5
0.618 5,978.1
1.000 5,913.5
1.618 5,809.1
2.618 5,640.1
4.250 5,364.3
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 6,167.0 6,207.3
PP 6,164.5 6,191.3
S1 6,162.0 6,175.4

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

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