DAX Index Future September 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 7,077.0 6,850.5 -226.5 -3.2% 7,192.0
High 7,088.5 6,925.0 -163.5 -2.3% 7,196.5
Low 6,825.0 6,849.0 24.0 0.4% 6,825.0
Close 6,893.0 6,899.0 6.0 0.1% 6,893.0
Range 263.5 76.0 -187.5 -71.2% 371.5
ATR 118.3 115.3 -3.0 -2.6% 0.0
Volume 2,873 3,223 350 12.2% 8,414
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 7,119.0 7,085.0 6,940.8
R3 7,043.0 7,009.0 6,919.9
R2 6,967.0 6,967.0 6,912.9
R1 6,933.0 6,933.0 6,906.0 6,950.0
PP 6,891.0 6,891.0 6,891.0 6,899.5
S1 6,857.0 6,857.0 6,892.0 6,874.0
S2 6,815.0 6,815.0 6,885.1
S3 6,739.0 6,781.0 6,878.1
S4 6,663.0 6,705.0 6,857.2
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 8,086.0 7,861.0 7,097.3
R3 7,714.5 7,489.5 6,995.2
R2 7,343.0 7,343.0 6,961.1
R1 7,118.0 7,118.0 6,927.1 7,044.8
PP 6,971.5 6,971.5 6,971.5 6,934.9
S1 6,746.5 6,746.5 6,858.9 6,673.3
S2 6,600.0 6,600.0 6,824.9
S3 6,228.5 6,375.0 6,790.8
S4 5,857.0 6,003.5 6,688.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,115.0 6,825.0 290.0 4.2% 121.4 1.8% 26% False False 2,236
10 7,217.0 6,825.0 392.0 5.7% 111.6 1.6% 19% False False 1,480
20 7,340.0 6,825.0 515.0 7.5% 104.9 1.5% 14% False False 970
40 7,340.0 6,649.0 691.0 10.0% 99.1 1.4% 36% False False 646
60 7,340.0 6,306.5 1,033.5 15.0% 111.8 1.6% 57% False False 1,201
80 7,340.0 6,306.5 1,033.5 15.0% 113.0 1.6% 57% False False 988
100 7,757.0 6,306.5 1,450.5 21.0% 126.5 1.8% 41% False False 867
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 16.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,248.0
2.618 7,124.0
1.618 7,048.0
1.000 7,001.0
0.618 6,972.0
HIGH 6,925.0
0.618 6,896.0
0.500 6,887.0
0.382 6,878.0
LOW 6,849.0
0.618 6,802.0
1.000 6,773.0
1.618 6,726.0
2.618 6,650.0
4.250 6,526.0
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 6,895.0 6,959.8
PP 6,891.0 6,939.5
S1 6,887.0 6,919.3

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

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