DAX Index Future June 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 7,392.5 7,534.0 141.5 1.9% 7,574.0
High 7,529.5 7,557.0 27.5 0.4% 7,578.0
Low 7,333.0 7,443.5 110.5 1.5% 7,333.0
Close 7,501.0 7,483.5 -17.5 -0.2% 7,501.0
Range 196.5 113.5 -83.0 -42.2% 245.0
ATR 97.6 98.8 1.1 1.2% 0.0
Volume 269,495 160,809 -108,686 -40.3% 946,146
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 7,835.2 7,772.8 7,545.9
R3 7,721.7 7,659.3 7,514.7
R2 7,608.2 7,608.2 7,504.3
R1 7,545.8 7,545.8 7,493.9 7,520.3
PP 7,494.7 7,494.7 7,494.7 7,481.9
S1 7,432.3 7,432.3 7,473.1 7,406.8
S2 7,381.2 7,381.2 7,462.7
S3 7,267.7 7,318.8 7,452.3
S4 7,154.2 7,205.3 7,421.1
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 8,205.7 8,098.3 7,635.8
R3 7,960.7 7,853.3 7,568.4
R2 7,715.7 7,715.7 7,545.9
R1 7,608.3 7,608.3 7,523.5 7,539.5
PP 7,470.7 7,470.7 7,470.7 7,436.3
S1 7,363.3 7,363.3 7,478.5 7,294.5
S2 7,225.7 7,225.7 7,456.1
S3 6,980.7 7,118.3 7,433.6
S4 6,735.7 6,873.3 7,366.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,557.0 7,333.0 224.0 3.0% 132.2 1.8% 67% True False 204,319
10 7,578.0 7,333.0 245.0 3.3% 97.1 1.3% 61% False False 161,268
20 7,578.0 7,196.5 381.5 5.1% 91.0 1.2% 75% False False 168,809
40 7,578.0 6,585.5 992.5 13.3% 85.0 1.1% 90% False False 172,542
60 7,578.0 6,483.0 1,095.0 14.6% 91.7 1.2% 91% False False 123,542
80 7,578.0 6,483.0 1,095.0 14.6% 84.1 1.1% 91% False False 92,809
100 7,578.0 6,483.0 1,095.0 14.6% 79.6 1.1% 91% False False 74,473
120 7,578.0 6,331.0 1,247.0 16.7% 78.0 1.0% 92% False False 62,501
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 True
Stretch 19.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,039.4
2.618 7,854.1
1.618 7,740.6
1.000 7,670.5
0.618 7,627.1
HIGH 7,557.0
0.618 7,513.6
0.500 7,500.3
0.382 7,486.9
LOW 7,443.5
0.618 7,373.4
1.000 7,330.0
1.618 7,259.9
2.618 7,146.4
4.250 6,961.1
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 7,500.3 7,470.7
PP 7,494.7 7,457.8
S1 7,489.1 7,445.0

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

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