DAX Index Future March 2008


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 8,155.0 8,050.0 -105.0 -1.3% 8,176.5
High 8,155.0 8,082.0 -73.0 -0.9% 8,182.0
Low 8,040.5 7,950.0 -90.5 -1.1% 7,950.0
Close 8,054.5 8,022.5 -32.0 -0.4% 8,022.5
Range 114.5 132.0 17.5 15.3% 232.0
ATR 81.2 84.9 3.6 4.5% 0.0
Volume 743 896 153 20.6% 2,815
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,414.2 8,350.3 8,095.1
R3 8,282.2 8,218.3 8,058.8
R2 8,150.2 8,150.2 8,046.7
R1 8,086.3 8,086.3 8,034.6 8,052.3
PP 8,018.2 8,018.2 8,018.2 8,001.1
S1 7,954.3 7,954.3 8,010.4 7,920.3
S2 7,886.2 7,886.2 7,998.3
S3 7,754.2 7,822.3 7,986.2
S4 7,622.2 7,690.3 7,949.9
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 8,747.5 8,617.0 8,150.1
R3 8,515.5 8,385.0 8,086.3
R2 8,283.5 8,283.5 8,065.0
R1 8,153.0 8,153.0 8,043.8 8,102.3
PP 8,051.5 8,051.5 8,051.5 8,026.1
S1 7,921.0 7,921.0 8,001.2 7,870.3
S2 7,819.5 7,819.5 7,980.0
S3 7,587.5 7,689.0 7,958.7
S4 7,355.5 7,457.0 7,894.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,182.0 7,950.0 232.0 2.9% 89.3 1.1% 31% False True 563
10 8,204.5 7,950.0 254.5 3.2% 75.8 0.9% 28% False True 591
20 8,204.5 7,891.0 313.5 3.9% 65.0 0.8% 42% False False 613
40 8,204.5 7,543.0 661.5 8.2% 81.4 1.0% 72% False False 1,081
60 8,204.5 7,398.0 806.5 10.1% 88.3 1.1% 77% False False 758
80 8,390.0 7,398.0 992.0 12.4% 95.6 1.2% 63% False False 613
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 12.6
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 8,643.0
2.618 8,427.6
1.618 8,295.6
1.000 8,214.0
0.618 8,163.6
HIGH 8,082.0
0.618 8,031.6
0.500 8,016.0
0.382 8,000.4
LOW 7,950.0
0.618 7,868.4
1.000 7,818.0
1.618 7,736.4
2.618 7,604.4
4.250 7,389.0
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 8,020.3 8,055.0
PP 8,018.2 8,044.2
S1 8,016.0 8,033.3

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

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