DAX Index Future June 2007


Trading Metrics calculated at close of trading on 24-Oct-2006
Day Change Summary
Previous Current
23-Oct-2006 24-Oct-2006 Change Change % Previous Week
Open 6,376.0 6,390.5 14.5 0.2% 6,342.5
High 6,404.5 6,404.0 -0.5 0.0% 6,366.5
Low 6,339.5 6,383.5 44.0 0.7% 6,260.0
Close 6,392.0 6,397.5 5.5 0.1% 6,354.0
Range 65.0 20.5 -44.5 -68.5% 106.5
ATR 56.6 54.0 -2.6 -4.6% 0.0
Volume 400 473 73 18.3% 1,260
Daily Pivots for day following 24-Oct-2006
Classic Woodie Camarilla DeMark
R4 6,456.5 6,447.5 6,408.8
R3 6,436.0 6,427.0 6,403.1
R2 6,415.5 6,415.5 6,401.3
R1 6,406.5 6,406.5 6,399.4 6,411.0
PP 6,395.0 6,395.0 6,395.0 6,397.3
S1 6,386.0 6,386.0 6,395.6 6,390.5
S2 6,374.5 6,374.5 6,393.7
S3 6,354.0 6,365.5 6,391.9
S4 6,333.5 6,345.0 6,386.2
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 6,646.3 6,606.7 6,412.6
R3 6,539.8 6,500.2 6,383.3
R2 6,433.3 6,433.3 6,373.5
R1 6,393.7 6,393.7 6,363.8 6,413.5
PP 6,326.8 6,326.8 6,326.8 6,336.8
S1 6,287.2 6,287.2 6,344.2 6,307.0
S2 6,220.3 6,220.3 6,334.5
S3 6,113.8 6,180.7 6,324.7
S4 6,007.3 6,074.2 6,295.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,404.5 6,294.0 110.5 1.7% 46.1 0.7% 94% False False 370
10 6,404.5 6,239.5 165.0 2.6% 46.3 0.7% 96% False False 345
20 6,404.5 6,107.5 297.0 4.6% 47.3 0.7% 98% False False 309
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.9
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 6,491.1
2.618 6,457.7
1.618 6,437.2
1.000 6,424.5
0.618 6,416.7
HIGH 6,404.0
0.618 6,396.2
0.500 6,393.8
0.382 6,391.3
LOW 6,383.5
0.618 6,370.8
1.000 6,363.0
1.618 6,350.3
2.618 6,329.8
4.250 6,296.4
Fisher Pivots for day following 24-Oct-2006
Pivot 1 day 3 day
R1 6,396.3 6,387.8
PP 6,395.0 6,378.2
S1 6,393.8 6,368.5

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

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