DAX Index Future December 2007


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 7,693.5 7,575.0 -118.5 -1.5% 7,651.5
High 7,693.5 7,811.5 118.0 1.5% 7,671.0
Low 7,596.0 7,560.5 -35.5 -0.5% 7,501.0
Close 7,596.0 7,750.0 154.0 2.0% 7,634.0
Range 97.5 251.0 153.5 157.4% 170.0
ATR 116.3 125.9 9.6 8.3% 0.0
Volume 0 198,398 198,398 844,980
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,460.3 8,356.2 7,888.1
R3 8,209.3 8,105.2 7,819.0
R2 7,958.3 7,958.3 7,796.0
R1 7,854.2 7,854.2 7,773.0 7,906.3
PP 7,707.3 7,707.3 7,707.3 7,733.4
S1 7,603.2 7,603.2 7,727.0 7,655.3
S2 7,456.3 7,456.3 7,704.0
S3 7,205.3 7,352.2 7,681.0
S4 6,954.3 7,101.2 7,612.0
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 8,112.0 8,043.0 7,727.5
R3 7,942.0 7,873.0 7,680.8
R2 7,772.0 7,772.0 7,665.2
R1 7,703.0 7,703.0 7,649.6 7,652.5
PP 7,602.0 7,602.0 7,602.0 7,576.8
S1 7,533.0 7,533.0 7,618.4 7,482.5
S2 7,432.0 7,432.0 7,602.8
S3 7,262.0 7,363.0 7,587.3
S4 7,092.0 7,193.0 7,540.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,811.5 7,513.5 298.0 3.8% 123.2 1.6% 79% True False 81,571
10 7,837.5 7,501.0 336.5 4.3% 130.7 1.7% 74% False False 148,253
20 8,100.0 7,501.0 599.0 7.7% 128.1 1.7% 42% False False 149,958
40 8,130.5 7,501.0 629.5 8.1% 106.3 1.4% 40% False False 146,768
60 8,130.5 7,465.0 665.5 8.6% 102.5 1.3% 43% False False 125,780
80 8,130.5 7,307.0 823.5 10.6% 109.3 1.4% 54% False False 94,612
100 8,300.0 7,307.0 993.0 12.8% 116.4 1.5% 45% False False 75,802
120 8,300.0 7,307.0 993.0 12.8% 115.8 1.5% 45% False False 63,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.4
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 8,878.3
2.618 8,468.6
1.618 8,217.6
1.000 8,062.5
0.618 7,966.6
HIGH 7,811.5
0.618 7,715.6
0.500 7,686.0
0.382 7,656.4
LOW 7,560.5
0.618 7,405.4
1.000 7,309.5
1.618 7,154.4
2.618 6,903.4
4.250 6,493.8
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 7,728.7 7,728.7
PP 7,707.3 7,707.3
S1 7,686.0 7,686.0

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

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