DAX Index Future June 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 5,388.0 5,097.5 -290.5 -5.4% 4,201.5
High 5,388.0 5,146.0 -242.0 -4.5% 5,176.0
Low 5,105.0 4,793.0 -312.0 -6.1% 4,242.5
Close 5,275.0 4,889.5 -385.5 -7.3% 5,137.0
Range 283.0 353.0 70.0 24.7% 933.5
ATR 293.4 306.9 13.5 4.6% 0.0
Volume 361 620 259 71.7% 1,306
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 6,001.8 5,798.7 5,083.7
R3 5,648.8 5,445.7 4,986.6
R2 5,295.8 5,295.8 4,954.2
R1 5,092.7 5,092.7 4,921.9 5,017.8
PP 4,942.8 4,942.8 4,942.8 4,905.4
S1 4,739.7 4,739.7 4,857.1 4,664.8
S2 4,589.8 4,589.8 4,824.8
S3 4,236.8 4,386.7 4,792.4
S4 3,883.8 4,033.7 4,695.4
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 7,652.3 7,328.2 5,650.4
R3 6,718.8 6,394.7 5,393.7
R2 5,785.3 5,785.3 5,308.1
R1 5,461.2 5,461.2 5,222.6 5,623.3
PP 4,851.8 4,851.8 4,851.8 4,932.9
S1 4,527.7 4,527.7 5,051.4 4,689.8
S2 3,918.3 3,918.3 4,965.9
S3 2,984.8 3,594.2 4,880.3
S4 2,051.3 2,660.7 4,623.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,414.0 4,793.0 621.0 12.7% 262.7 5.4% 16% False True 346
10 5,414.0 4,111.5 1,302.5 26.6% 288.3 5.9% 60% False False 287
20 5,454.5 4,111.5 1,343.0 27.5% 274.0 5.6% 58% False False 234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.1
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,646.3
2.618 6,070.2
1.618 5,717.2
1.000 5,499.0
0.618 5,364.2
HIGH 5,146.0
0.618 5,011.2
0.500 4,969.5
0.382 4,927.8
LOW 4,793.0
0.618 4,574.8
1.000 4,440.0
1.618 4,221.8
2.618 3,868.8
4.250 3,292.8
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 4,969.5 5,103.5
PP 4,942.8 5,032.2
S1 4,916.2 4,960.8

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

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