DAX Index Future June 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 6,621.5 6,603.0 -18.5 -0.3% 6,807.0
High 6,658.0 6,675.5 17.5 0.3% 6,820.0
Low 6,567.0 6,585.5 18.5 0.3% 6,483.0
Close 6,632.5 6,638.0 5.5 0.1% 6,638.0
Range 91.0 90.0 -1.0 -1.1% 337.0
ATR 115.4 113.6 -1.8 -1.6% 0.0
Volume 117,308 236,541 119,233 101.6% 687,284
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,903.0 6,860.5 6,687.5
R3 6,813.0 6,770.5 6,662.8
R2 6,723.0 6,723.0 6,654.5
R1 6,680.5 6,680.5 6,646.3 6,701.8
PP 6,633.0 6,633.0 6,633.0 6,643.6
S1 6,590.5 6,590.5 6,629.8 6,611.8
S2 6,543.0 6,543.0 6,621.5
S3 6,453.0 6,500.5 6,613.3
S4 6,363.0 6,410.5 6,588.5
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,658.0 7,485.0 6,823.4
R3 7,321.0 7,148.0 6,730.7
R2 6,984.0 6,984.0 6,699.8
R1 6,811.0 6,811.0 6,668.9 6,729.0
PP 6,647.0 6,647.0 6,647.0 6,606.0
S1 6,474.0 6,474.0 6,607.1 6,392.0
S2 6,310.0 6,310.0 6,576.2
S3 5,973.0 6,137.0 6,545.3
S4 5,636.0 5,800.0 6,452.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,820.0 6,483.0 337.0 5.1% 116.3 1.8% 46% False False 137,456
10 6,820.0 6,483.0 337.0 5.1% 103.8 1.6% 46% False False 71,991
20 7,120.0 6,483.0 637.0 9.6% 107.8 1.6% 24% False False 37,343
40 7,120.0 6,483.0 637.0 9.6% 82.9 1.2% 24% False False 18,969
60 7,120.0 6,483.0 637.0 9.6% 76.6 1.2% 24% False False 12,979
80 7,120.0 6,331.0 789.0 11.9% 75.2 1.1% 39% False False 10,432
100 7,120.0 6,331.0 789.0 11.9% 70.5 1.1% 39% False False 8,511
120 7,120.0 6,107.5 1,012.5 15.3% 66.7 1.0% 52% False False 7,144
Crabel Price Patterns
NR True
NR4 True
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 24.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,058.0
2.618 6,911.1
1.618 6,821.1
1.000 6,765.5
0.618 6,731.1
HIGH 6,675.5
0.618 6,641.1
0.500 6,630.5
0.382 6,619.9
LOW 6,585.5
0.618 6,529.9
1.000 6,495.5
1.618 6,439.9
2.618 6,349.9
4.250 6,203.0
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 6,635.5 6,618.4
PP 6,633.0 6,598.8
S1 6,630.5 6,579.3

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

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