DAX Index Future December 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 7,116.5 7,100.5 -16.0 -0.2% 7,360.5
High 7,138.5 7,175.0 36.5 0.5% 7,421.0
Low 7,116.5 7,091.0 -25.5 -0.4% 7,109.0
Close 7,133.0 7,134.0 1.0 0.0% 7,121.5
Range 22.0 84.0 62.0 281.8% 312.0
ATR 99.7 98.6 -1.1 -1.1% 0.0
Volume 30 225 195 650.0% 1,193
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 7,385.3 7,343.7 7,180.2
R3 7,301.3 7,259.7 7,157.1
R2 7,217.3 7,217.3 7,149.4
R1 7,175.7 7,175.7 7,141.7 7,196.5
PP 7,133.3 7,133.3 7,133.3 7,143.8
S1 7,091.7 7,091.7 7,126.3 7,112.5
S2 7,049.3 7,049.3 7,118.6
S3 6,965.3 7,007.7 7,110.9
S4 6,881.3 6,923.7 7,087.8
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 8,153.2 7,949.3 7,293.1
R3 7,841.2 7,637.3 7,207.3
R2 7,529.2 7,529.2 7,178.7
R1 7,325.3 7,325.3 7,150.1 7,271.3
PP 7,217.2 7,217.2 7,217.2 7,190.1
S1 7,013.3 7,013.3 7,092.9 6,959.3
S2 6,905.2 6,905.2 7,064.3
S3 6,593.2 6,701.3 7,035.7
S4 6,281.2 6,389.3 6,949.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,327.0 7,091.0 236.0 3.3% 99.8 1.4% 18% False True 230
10 7,421.0 7,091.0 330.0 4.6% 90.2 1.3% 13% False True 224
20 7,421.0 7,060.0 361.0 5.1% 77.4 1.1% 20% False False 185
40 7,421.0 6,715.5 705.5 9.9% 89.1 1.2% 59% False False 215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,532.0
2.618 7,394.9
1.618 7,310.9
1.000 7,259.0
0.618 7,226.9
HIGH 7,175.0
0.618 7,142.9
0.500 7,133.0
0.382 7,123.1
LOW 7,091.0
0.618 7,039.1
1.000 7,007.0
1.618 6,955.1
2.618 6,871.1
4.250 6,734.0
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 7,133.7 7,162.5
PP 7,133.3 7,153.0
S1 7,133.0 7,143.5

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

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