DAX Index Future June 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 7,635.5 7,672.5 37.0 0.5% 7,534.0
High 7,697.0 7,771.5 74.5 1.0% 7,642.0
Low 7,626.5 7,672.5 46.0 0.6% 7,442.0
Close 7,679.0 7,753.5 74.5 1.0% 7,629.5
Range 70.5 99.0 28.5 40.4% 200.0
ATR 91.9 92.4 0.5 0.6% 0.0
Volume 152,513 187,253 34,740 22.8% 893,964
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 8,029.5 7,990.5 7,808.0
R3 7,930.5 7,891.5 7,780.7
R2 7,831.5 7,831.5 7,771.7
R1 7,792.5 7,792.5 7,762.6 7,812.0
PP 7,732.5 7,732.5 7,732.5 7,742.3
S1 7,693.5 7,693.5 7,744.4 7,713.0
S2 7,633.5 7,633.5 7,735.4
S3 7,534.5 7,594.5 7,726.3
S4 7,435.5 7,495.5 7,699.1
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 8,171.2 8,100.3 7,739.5
R3 7,971.2 7,900.3 7,684.5
R2 7,771.2 7,771.2 7,666.2
R1 7,700.3 7,700.3 7,647.8 7,735.8
PP 7,571.2 7,571.2 7,571.2 7,588.9
S1 7,500.3 7,500.3 7,611.2 7,535.8
S2 7,371.2 7,371.2 7,592.8
S3 7,171.2 7,300.3 7,574.5
S4 6,971.2 7,100.3 7,519.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,771.5 7,502.0 269.5 3.5% 81.8 1.1% 93% True False 159,626
10 7,771.5 7,333.0 438.5 5.7% 104.8 1.4% 96% True False 184,725
20 7,771.5 7,333.0 438.5 5.7% 88.5 1.1% 96% True False 165,546
40 7,771.5 6,844.5 927.0 12.0% 84.5 1.1% 98% True False 169,242
60 7,771.5 6,483.0 1,288.5 16.6% 96.2 1.2% 99% True False 143,439
80 7,771.5 6,483.0 1,288.5 16.6% 84.3 1.1% 99% True False 107,810
100 7,771.5 6,483.0 1,288.5 16.6% 81.6 1.1% 99% True False 86,426
120 7,771.5 6,331.0 1,440.5 18.6% 79.1 1.0% 99% True False 72,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 15.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,192.3
2.618 8,030.7
1.618 7,931.7
1.000 7,870.5
0.618 7,832.7
HIGH 7,771.5
0.618 7,733.7
0.500 7,722.0
0.382 7,710.3
LOW 7,672.5
0.618 7,611.3
1.000 7,573.5
1.618 7,512.3
2.618 7,413.3
4.250 7,251.8
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 7,743.0 7,734.0
PP 7,732.5 7,714.5
S1 7,722.0 7,695.0

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

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