DAX Index Future June 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 7,498.5 7,548.0 49.5 0.7% 7,574.0
High 7,547.5 7,558.5 11.0 0.1% 7,578.0
Low 7,483.5 7,505.0 21.5 0.3% 7,333.0
Close 7,502.5 7,518.0 15.5 0.2% 7,501.0
Range 64.0 53.5 -10.5 -16.4% 245.0
ATR 96.8 93.9 -2.9 -3.0% 0.0
Volume 170,712 120,106 -50,606 -29.6% 946,146
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 7,687.7 7,656.3 7,547.4
R3 7,634.2 7,602.8 7,532.7
R2 7,580.7 7,580.7 7,527.8
R1 7,549.3 7,549.3 7,522.9 7,538.3
PP 7,527.2 7,527.2 7,527.2 7,521.6
S1 7,495.8 7,495.8 7,513.1 7,484.8
S2 7,473.7 7,473.7 7,508.2
S3 7,420.2 7,442.3 7,503.3
S4 7,366.7 7,388.8 7,488.6
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 7,558.5 7,333.0 225.5 3.0% 106.9 1.4% 82% True False 191,334
10 7,578.0 7,333.0 245.0 3.3% 98.7 1.3% 76% False False 179,119
20 7,578.0 7,307.0 271.0 3.6% 87.5 1.2% 78% False False 160,813
40 7,578.0 6,745.0 833.0 11.1% 85.3 1.1% 93% False False 171,330
60 7,578.0 6,483.0 1,095.0 14.6% 93.5 1.2% 95% False False 132,240
80 7,578.0 6,483.0 1,095.0 14.6% 83.5 1.1% 95% False False 99,364
100 7,578.0 6,483.0 1,095.0 14.6% 80.4 1.1% 95% False False 79,670
120 7,578.0 6,331.0 1,247.0 16.6% 79.1 1.1% 95% False False 66,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17.6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7,785.9
2.618 7,698.6
1.618 7,645.1
1.000 7,612.0
0.618 7,591.6
HIGH 7,558.5
0.618 7,538.1
0.500 7,531.8
0.382 7,525.4
LOW 7,505.0
0.618 7,471.9
1.000 7,451.5
1.618 7,418.4
2.618 7,364.9
4.250 7,277.6
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 7,531.8 7,512.1
PP 7,527.2 7,506.2
S1 7,522.6 7,500.3

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

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