DAX Index Future March 2009


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 6,715.0 6,753.5 38.5 0.6% 6,567.0
High 6,784.0 6,796.5 12.5 0.2% 6,804.0
Low 6,637.5 6,753.0 115.5 1.7% 6,507.5
Close 6,736.0 6,788.5 52.5 0.8% 6,736.0
Range 146.5 43.5 -103.0 -70.3% 296.5
ATR 129.3 124.4 -4.9 -3.8% 0.0
Volume 124 35 -89 -71.8% 779
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,909.8 6,892.7 6,812.4
R3 6,866.3 6,849.2 6,800.5
R2 6,822.8 6,822.8 6,796.5
R1 6,805.7 6,805.7 6,792.5 6,814.3
PP 6,779.3 6,779.3 6,779.3 6,783.6
S1 6,762.2 6,762.2 6,784.5 6,770.8
S2 6,735.8 6,735.8 6,780.5
S3 6,692.3 6,718.7 6,776.5
S4 6,648.8 6,675.2 6,764.6
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 7,572.0 7,450.5 6,899.1
R3 7,275.5 7,154.0 6,817.5
R2 6,979.0 6,979.0 6,790.4
R1 6,857.5 6,857.5 6,763.2 6,918.3
PP 6,682.5 6,682.5 6,682.5 6,712.9
S1 6,561.0 6,561.0 6,708.8 6,621.8
S2 6,386.0 6,386.0 6,681.6
S3 6,089.5 6,264.5 6,654.5
S4 5,793.0 5,968.0 6,572.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,804.0 6,546.5 257.5 3.8% 108.5 1.6% 94% False False 121
10 6,804.0 6,462.5 341.5 5.0% 104.7 1.5% 95% False False 227
20 6,804.0 6,192.0 612.0 9.0% 119.7 1.8% 97% False False 301
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.6
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 6,981.4
2.618 6,910.4
1.618 6,866.9
1.000 6,840.0
0.618 6,823.4
HIGH 6,796.5
0.618 6,779.9
0.500 6,774.8
0.382 6,769.6
LOW 6,753.0
0.618 6,726.1
1.000 6,709.5
1.618 6,682.6
2.618 6,639.1
4.250 6,568.1
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 6,783.9 6,765.9
PP 6,779.3 6,743.3
S1 6,774.8 6,720.8

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

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