DAX Index Future June 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 7,450.0 7,498.5 48.5 0.7% 7,574.0
High 7,549.0 7,547.5 -1.5 0.0% 7,578.0
Low 7,442.0 7,483.5 41.5 0.6% 7,333.0
Close 7,522.5 7,502.5 -20.0 -0.3% 7,501.0
Range 107.0 64.0 -43.0 -40.2% 245.0
ATR 99.3 96.8 -2.5 -2.5% 0.0
Volume 235,551 170,712 -64,839 -27.5% 946,146
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 7,703.2 7,666.8 7,537.7
R3 7,639.2 7,602.8 7,520.1
R2 7,575.2 7,575.2 7,514.2
R1 7,538.8 7,538.8 7,508.4 7,557.0
PP 7,511.2 7,511.2 7,511.2 7,520.3
S1 7,474.8 7,474.8 7,496.6 7,493.0
S2 7,447.2 7,447.2 7,490.8
S3 7,383.2 7,410.8 7,484.9
S4 7,319.2 7,346.8 7,467.3
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% 127.8 1.7% 76% False False 209,825
10 7,578.0 7,333.0 245.0 3.3% 99.8 1.3% 69% False False 186,369
20 7,578.0 7,196.5 381.5 5.1% 90.9 1.2% 80% False False 166,933
40 7,578.0 6,692.5 885.5 11.8% 85.8 1.1% 91% False False 172,807
60 7,578.0 6,483.0 1,095.0 14.6% 93.6 1.2% 93% False False 130,248
80 7,578.0 6,483.0 1,095.0 14.6% 83.8 1.1% 93% False False 97,867
100 7,578.0 6,483.0 1,095.0 14.6% 80.3 1.1% 93% False False 78,488
120 7,578.0 6,331.0 1,247.0 16.6% 78.9 1.1% 94% False False 65,870
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7,819.5
2.618 7,715.1
1.618 7,651.1
1.000 7,611.5
0.618 7,587.1
HIGH 7,547.5
0.618 7,523.1
0.500 7,515.5
0.382 7,507.9
LOW 7,483.5
0.618 7,443.9
1.000 7,419.5
1.618 7,379.9
2.618 7,315.9
4.250 7,211.5
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 7,515.5 7,501.5
PP 7,511.2 7,500.5
S1 7,506.8 7,499.5

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

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