DAX Index Future March 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 7,560.0 7,465.0 -95.0 -1.3% 7,768.0
High 7,608.0 7,561.5 -46.5 -0.6% 7,826.5
Low 7,371.5 7,342.5 -29.0 -0.4% 7,342.5
Close 7,470.5 7,379.0 -91.5 -1.2% 7,379.0
Range 236.5 219.0 -17.5 -7.4% 484.0
ATR 137.0 142.9 5.9 4.3% 0.0
Volume 259,373 293,877 34,504 13.3% 1,196,464
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,084.7 7,950.8 7,499.5
R3 7,865.7 7,731.8 7,439.2
R2 7,646.7 7,646.7 7,419.2
R1 7,512.8 7,512.8 7,399.1 7,470.3
PP 7,427.7 7,427.7 7,427.7 7,406.4
S1 7,293.8 7,293.8 7,358.9 7,251.3
S2 7,208.7 7,208.7 7,338.9
S3 6,989.7 7,074.8 7,318.8
S4 6,770.7 6,855.8 7,258.6
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 8,968.0 8,657.5 7,645.2
R3 8,484.0 8,173.5 7,512.1
R2 8,000.0 8,000.0 7,467.7
R1 7,689.5 7,689.5 7,423.4 7,602.8
PP 7,516.0 7,516.0 7,516.0 7,472.6
S1 7,205.5 7,205.5 7,334.6 7,118.8
S2 7,032.0 7,032.0 7,290.3
S3 6,548.0 6,721.5 7,245.9
S4 6,064.0 6,237.5 7,112.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,826.5 7,342.5 484.0 6.6% 162.3 2.2% 8% False True 239,292
10 7,996.0 7,342.5 653.5 8.9% 140.4 1.9% 6% False True 213,210
20 8,253.0 7,342.5 910.5 12.3% 130.8 1.8% 4% False True 146,246
40 8,253.0 7,342.5 910.5 12.3% 125.9 1.7% 4% False True 77,295
60 8,253.0 7,342.5 910.5 12.3% 119.6 1.6% 4% False True 51,704
80 8,253.0 7,342.5 910.5 12.3% 106.2 1.4% 4% False True 38,945
100 8,253.0 7,342.5 910.5 12.3% 104.3 1.4% 4% False True 31,467
120 8,253.0 7,342.5 910.5 12.3% 104.0 1.4% 4% False True 26,241
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 43.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,492.3
2.618 8,134.8
1.618 7,915.8
1.000 7,780.5
0.618 7,696.8
HIGH 7,561.5
0.618 7,477.8
0.500 7,452.0
0.382 7,426.2
LOW 7,342.5
0.618 7,207.2
1.000 7,123.5
1.618 6,988.2
2.618 6,769.2
4.250 6,411.8
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 7,452.0 7,480.3
PP 7,427.7 7,446.5
S1 7,403.3 7,412.8

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

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