DAX Index Future March 2008


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 8,176.5 8,107.0 -69.5 -0.8% 8,155.0
High 8,182.0 8,120.0 -62.0 -0.8% 8,204.5
Low 8,098.0 8,077.0 -21.0 -0.3% 8,098.0
Close 8,114.5 8,095.5 -19.0 -0.2% 8,178.5
Range 84.0 43.0 -41.0 -48.8% 106.5
ATR 81.9 79.1 -2.8 -3.4% 0.0
Volume 222 458 236 106.3% 3,100
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,226.5 8,204.0 8,119.2
R3 8,183.5 8,161.0 8,107.3
R2 8,140.5 8,140.5 8,103.4
R1 8,118.0 8,118.0 8,099.4 8,107.8
PP 8,097.5 8,097.5 8,097.5 8,092.4
S1 8,075.0 8,075.0 8,091.6 8,064.8
S2 8,054.5 8,054.5 8,087.6
S3 8,011.5 8,032.0 8,083.7
S4 7,968.5 7,989.0 8,071.9
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,479.8 8,435.7 8,237.1
R3 8,373.3 8,329.2 8,207.8
R2 8,266.8 8,266.8 8,198.0
R1 8,222.7 8,222.7 8,188.3 8,244.8
PP 8,160.3 8,160.3 8,160.3 8,171.4
S1 8,116.2 8,116.2 8,168.7 8,138.3
S2 8,053.8 8,053.8 8,159.0
S3 7,947.3 8,009.7 8,149.2
S4 7,840.8 7,903.2 8,119.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,204.5 8,077.0 127.5 1.6% 67.8 0.8% 15% False True 700
10 8,204.5 8,074.0 130.5 1.6% 56.9 0.7% 16% False False 521
20 8,204.5 7,865.5 339.0 4.2% 59.9 0.7% 68% False False 1,694
40 8,204.5 7,543.0 661.5 8.2% 81.3 1.0% 84% False False 1,035
60 8,204.5 7,398.0 806.5 10.0% 90.2 1.1% 86% False False 740
80 8,390.0 7,398.0 992.0 12.3% 94.5 1.2% 70% False False 589
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 12.3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,302.8
2.618 8,232.6
1.618 8,189.6
1.000 8,163.0
0.618 8,146.6
HIGH 8,120.0
0.618 8,103.6
0.500 8,098.5
0.382 8,093.4
LOW 8,077.0
0.618 8,050.4
1.000 8,034.0
1.618 8,007.4
2.618 7,964.4
4.250 7,894.3
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 8,098.5 8,133.5
PP 8,097.5 8,120.8
S1 8,096.5 8,108.2

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

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