DAX Index Future September 2008


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 6,179.5 6,232.0 52.5 0.8% 6,221.0
High 6,251.5 6,257.5 6.0 0.1% 6,332.0
Low 6,082.5 6,159.5 77.0 1.3% 6,082.5
Close 6,159.5 6,233.5 74.0 1.2% 6,233.5
Range 169.0 98.0 -71.0 -42.0% 249.5
ATR 146.8 143.3 -3.5 -2.4% 0.0
Volume 210,164 167,672 -42,492 -20.2% 779,655
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,510.8 6,470.2 6,287.4
R3 6,412.8 6,372.2 6,260.5
R2 6,314.8 6,314.8 6,251.5
R1 6,274.2 6,274.2 6,242.5 6,294.5
PP 6,216.8 6,216.8 6,216.8 6,227.0
S1 6,176.2 6,176.2 6,224.5 6,196.5
S2 6,118.8 6,118.8 6,215.5
S3 6,020.8 6,078.2 6,206.6
S4 5,922.8 5,980.2 6,179.6
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,964.5 6,848.5 6,370.7
R3 6,715.0 6,599.0 6,302.1
R2 6,465.5 6,465.5 6,279.2
R1 6,349.5 6,349.5 6,256.4 6,407.5
PP 6,216.0 6,216.0 6,216.0 6,245.0
S1 6,100.0 6,100.0 6,210.6 6,158.0
S2 5,966.5 5,966.5 6,187.8
S3 5,717.0 5,850.5 6,164.9
S4 5,467.5 5,601.0 6,096.3
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 4.0% 140.6 2.3% 61% False False 155,931
10 6,566.0 6,082.5 483.5 7.8% 149.4 2.4% 31% False False 164,385
20 6,566.0 6,082.5 483.5 7.8% 133.2 2.1% 31% False False 143,501
40 6,665.0 6,082.5 582.5 9.3% 133.9 2.1% 26% False False 147,183
60 6,839.0 6,041.5 797.5 12.8% 141.4 2.3% 24% False False 163,914
80 7,217.0 6,041.5 1,175.5 18.9% 134.1 2.2% 16% False False 126,908
100 7,340.0 6,041.5 1,298.5 20.8% 125.2 2.0% 15% False False 101,599
120 7,340.0 6,041.5 1,298.5 20.8% 124.5 2.0% 15% False False 84,750
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 39.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,674.0
2.618 6,514.1
1.618 6,416.1
1.000 6,355.5
0.618 6,318.1
HIGH 6,257.5
0.618 6,220.1
0.500 6,208.5
0.382 6,196.9
LOW 6,159.5
0.618 6,098.9
1.000 6,061.5
1.618 6,000.9
2.618 5,902.9
4.250 5,743.0
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 6,225.2 6,213.3
PP 6,216.8 6,193.2
S1 6,208.5 6,173.0

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

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