DAX Index Future June 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 6,751.0 6,896.0 145.0 2.1% 6,807.0
High 6,889.0 6,930.0 41.0 0.6% 6,820.0
Low 6,745.0 6,866.0 121.0 1.8% 6,483.0
Close 6,770.5 6,914.0 143.5 2.1% 6,638.0
Range 144.0 64.0 -80.0 -55.6% 337.0
ATR 112.2 115.6 3.4 3.0% 0.0
Volume 173,629 223,793 50,164 28.9% 687,284
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,095.3 7,068.7 6,949.2
R3 7,031.3 7,004.7 6,931.6
R2 6,967.3 6,967.3 6,925.7
R1 6,940.7 6,940.7 6,919.9 6,954.0
PP 6,903.3 6,903.3 6,903.3 6,910.0
S1 6,876.7 6,876.7 6,908.1 6,890.0
S2 6,839.3 6,839.3 6,902.3
S3 6,775.3 6,812.7 6,896.4
S4 6,711.3 6,748.7 6,878.8
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 6,930.0 6,585.5 344.5 5.0% 84.1 1.2% 95% True False 194,448
10 6,930.0 6,483.0 447.0 6.5% 99.0 1.4% 96% True False 143,608
20 7,120.0 6,483.0 637.0 9.2% 114.3 1.7% 68% False False 73,772
40 7,120.0 6,483.0 637.0 9.2% 82.6 1.2% 68% False False 37,301
60 7,120.0 6,483.0 637.0 9.2% 77.5 1.1% 68% False False 25,158
80 7,120.0 6,331.0 789.0 11.4% 75.5 1.1% 74% False False 19,565
100 7,120.0 6,331.0 789.0 11.4% 71.9 1.0% 74% False False 15,852
120 7,120.0 6,107.5 1,012.5 14.6% 68.1 1.0% 80% False False 13,268
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 23.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,202.0
2.618 7,097.6
1.618 7,033.6
1.000 6,994.0
0.618 6,969.6
HIGH 6,930.0
0.618 6,905.6
0.500 6,898.0
0.382 6,890.4
LOW 6,866.0
0.618 6,826.4
1.000 6,802.0
1.618 6,762.4
2.618 6,698.4
4.250 6,594.0
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 6,908.7 6,879.8
PP 6,903.3 6,845.5
S1 6,898.0 6,811.3

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

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