DAX Index Future June 2007


Trading Metrics calculated at close of trading on 23-Nov-2006
Day Change Summary
Previous Current
22-Nov-2006 23-Nov-2006 Change Change % Previous Week
Open 6,620.5 6,628.0 7.5 0.1% 6,495.0
High 6,633.5 6,630.5 -3.0 0.0% 6,593.5
Low 6,597.5 6,603.5 6.0 0.1% 6,495.0
Close 6,615.0 6,613.0 -2.0 0.0% 6,559.0
Range 36.0 27.0 -9.0 -25.0% 98.5
ATR 52.3 50.5 -1.8 -3.5% 0.0
Volume 1,640 280 -1,360 -82.9% 5,247
Daily Pivots for day following 23-Nov-2006
Classic Woodie Camarilla DeMark
R4 6,696.7 6,681.8 6,627.9
R3 6,669.7 6,654.8 6,620.4
R2 6,642.7 6,642.7 6,618.0
R1 6,627.8 6,627.8 6,615.5 6,621.8
PP 6,615.7 6,615.7 6,615.7 6,612.6
S1 6,600.8 6,600.8 6,610.5 6,594.8
S2 6,588.7 6,588.7 6,608.1
S3 6,561.7 6,573.8 6,605.6
S4 6,534.7 6,546.8 6,598.2
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 6,844.7 6,800.3 6,613.2
R3 6,746.2 6,701.8 6,586.1
R2 6,647.7 6,647.7 6,577.1
R1 6,603.3 6,603.3 6,568.0 6,625.5
PP 6,549.2 6,549.2 6,549.2 6,560.3
S1 6,504.8 6,504.8 6,550.0 6,527.0
S2 6,450.7 6,450.7 6,540.9
S3 6,352.2 6,406.3 6,531.9
S4 6,253.7 6,307.8 6,504.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,633.5 6,507.5 126.0 1.9% 46.9 0.7% 84% False False 2,089
10 6,633.5 6,452.5 181.0 2.7% 45.7 0.7% 89% False False 1,321
20 6,633.5 6,350.0 283.5 4.3% 51.0 0.8% 93% False False 871
40 6,633.5 6,107.5 526.0 8.0% 49.6 0.8% 96% False False 606
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6,745.3
2.618 6,701.2
1.618 6,674.2
1.000 6,657.5
0.618 6,647.2
HIGH 6,630.5
0.618 6,620.2
0.500 6,617.0
0.382 6,613.8
LOW 6,603.5
0.618 6,586.8
1.000 6,576.5
1.618 6,559.8
2.618 6,532.8
4.250 6,488.8
Fisher Pivots for day following 23-Nov-2006
Pivot 1 day 3 day
R1 6,617.0 6,611.7
PP 6,615.7 6,610.3
S1 6,614.3 6,609.0

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

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