DAX Index Future June 2007


Trading Metrics calculated at close of trading on 01-Jun-2007
Day Change Summary
Previous Current
31-May-2007 01-Jun-2007 Change Change % Previous Week
Open 7,846.5 7,905.5 59.0 0.8% 7,694.0
High 7,908.5 8,015.0 106.5 1.3% 8,015.0
Low 7,843.0 7,899.0 56.0 0.7% 7,675.5
Close 7,890.0 7,998.0 108.0 1.4% 7,998.0
Range 65.5 116.0 50.5 77.1% 339.5
ATR 101.7 103.3 1.7 1.6% 0.0
Volume 189,361 210,385 21,024 11.1% 619,036
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,318.7 8,274.3 8,061.8
R3 8,202.7 8,158.3 8,029.9
R2 8,086.7 8,086.7 8,019.3
R1 8,042.3 8,042.3 8,008.6 8,064.5
PP 7,970.7 7,970.7 7,970.7 7,981.8
S1 7,926.3 7,926.3 7,987.4 7,948.5
S2 7,854.7 7,854.7 7,976.7
S3 7,738.7 7,810.3 7,966.1
S4 7,622.7 7,694.3 7,934.2
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,914.7 8,795.8 8,184.7
R3 8,575.2 8,456.3 8,091.4
R2 8,235.7 8,235.7 8,060.2
R1 8,116.8 8,116.8 8,029.1 8,176.3
PP 7,896.2 7,896.2 7,896.2 7,925.9
S1 7,777.3 7,777.3 7,966.9 7,836.8
S2 7,556.7 7,556.7 7,935.8
S3 7,217.2 7,437.8 7,904.6
S4 6,877.7 7,098.3 7,811.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,015.0 7,675.5 339.5 4.2% 107.3 1.3% 95% True False 156,016
10 8,015.0 7,502.0 513.0 6.4% 101.3 1.3% 97% True False 169,968
20 8,015.0 7,333.0 682.0 8.5% 100.0 1.3% 98% True False 174,543
40 8,015.0 7,090.5 924.5 11.6% 89.9 1.1% 98% True False 167,940
60 8,015.0 6,483.0 1,532.0 19.2% 89.1 1.1% 99% True False 160,046
80 8,015.0 6,483.0 1,532.0 19.2% 88.6 1.1% 99% True False 120,538
100 8,015.0 6,483.0 1,532.0 19.2% 84.0 1.1% 99% True False 96,595
120 8,015.0 6,482.0 1,533.0 19.2% 79.8 1.0% 99% True False 80,944
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 20.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,508.0
2.618 8,318.7
1.618 8,202.7
1.000 8,131.0
0.618 8,086.7
HIGH 8,015.0
0.618 7,970.7
0.500 7,957.0
0.382 7,943.3
LOW 7,899.0
0.618 7,827.3
1.000 7,783.0
1.618 7,711.3
2.618 7,595.3
4.250 7,406.0
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 7,984.3 7,949.3
PP 7,970.7 7,900.7
S1 7,957.0 7,852.0

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

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