DAX Index Future June 2007


Trading Metrics calculated at close of trading on 16-Oct-2006
Day Change Summary
Previous Current
13-Oct-2006 16-Oct-2006 Change Change % Previous Week
Open 6,330.0 6,342.5 12.5 0.2% 6,213.5
High 6,343.0 6,350.5 7.5 0.1% 6,343.0
Low 6,313.5 6,328.0 14.5 0.2% 6,210.5
Close 6,326.5 6,338.0 11.5 0.2% 6,326.5
Range 29.5 22.5 -7.0 -23.7% 132.5
ATR 56.0 53.8 -2.3 -4.1% 0.0
Volume 272 71 -201 -73.9% 2,126
Daily Pivots for day following 16-Oct-2006
Classic Woodie Camarilla DeMark
R4 6,406.3 6,394.7 6,350.4
R3 6,383.8 6,372.2 6,344.2
R2 6,361.3 6,361.3 6,342.1
R1 6,349.7 6,349.7 6,340.1 6,344.3
PP 6,338.8 6,338.8 6,338.8 6,336.1
S1 6,327.2 6,327.2 6,335.9 6,321.8
S2 6,316.3 6,316.3 6,333.9
S3 6,293.8 6,304.7 6,331.8
S4 6,271.3 6,282.2 6,325.6
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 6,690.8 6,641.2 6,399.4
R3 6,558.3 6,508.7 6,362.9
R2 6,425.8 6,425.8 6,350.8
R1 6,376.2 6,376.2 6,338.6 6,401.0
PP 6,293.3 6,293.3 6,293.3 6,305.8
S1 6,243.7 6,243.7 6,314.4 6,268.5
S2 6,160.8 6,160.8 6,302.2
S3 6,028.3 6,111.2 6,290.1
S4 5,895.8 5,978.7 6,253.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,350.5 6,218.0 132.5 2.1% 44.3 0.7% 91% True False 387
10 6,350.5 6,107.5 243.0 3.8% 48.3 0.8% 95% True False 331
20 6,350.5 6,016.0 334.5 5.3% 51.2 0.8% 96% True False 311
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 10.7
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6,446.1
2.618 6,409.4
1.618 6,386.9
1.000 6,373.0
0.618 6,364.4
HIGH 6,350.5
0.618 6,341.9
0.500 6,339.3
0.382 6,336.6
LOW 6,328.0
0.618 6,314.1
1.000 6,305.5
1.618 6,291.6
2.618 6,269.1
4.250 6,232.4
Fisher Pivots for day following 16-Oct-2006
Pivot 1 day 3 day
R1 6,339.3 6,329.7
PP 6,338.8 6,321.3
S1 6,338.4 6,313.0

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

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