DAX Index Future September 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 6,696.5 6,675.5 -21.0 -0.3% 6,883.5
High 6,726.5 6,742.5 16.0 0.2% 6,893.5
Low 6,638.5 6,662.0 23.5 0.4% 6,554.0
Close 6,704.5 6,709.5 5.0 0.1% 6,709.5
Range 88.0 80.5 -7.5 -8.5% 339.5
ATR 113.1 110.8 -2.3 -2.1% 0.0
Volume 19,525 7,427 -12,098 -62.0% 56,115
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,946.2 6,908.3 6,753.8
R3 6,865.7 6,827.8 6,731.6
R2 6,785.2 6,785.2 6,724.3
R1 6,747.3 6,747.3 6,716.9 6,766.3
PP 6,704.7 6,704.7 6,704.7 6,714.1
S1 6,666.8 6,666.8 6,702.1 6,685.8
S2 6,624.2 6,624.2 6,694.7
S3 6,543.7 6,586.3 6,687.4
S4 6,463.2 6,505.8 6,665.2
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,737.5 7,563.0 6,896.2
R3 7,398.0 7,223.5 6,802.9
R2 7,058.5 7,058.5 6,771.7
R1 6,884.0 6,884.0 6,740.6 6,801.5
PP 6,719.0 6,719.0 6,719.0 6,677.8
S1 6,544.5 6,544.5 6,678.4 6,462.0
S2 6,379.5 6,379.5 6,647.3
S3 6,040.0 6,205.0 6,616.1
S4 5,700.5 5,865.5 6,522.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,893.5 6,554.0 339.5 5.1% 113.9 1.7% 46% False False 11,223
10 6,893.5 6,554.0 339.5 5.1% 98.8 1.5% 46% False False 6,459
20 7,198.0 6,554.0 644.0 9.6% 103.8 1.5% 24% False False 3,503
40 7,198.0 6,554.0 644.0 9.6% 77.0 1.1% 24% False False 1,834
60 7,198.0 6,554.0 644.0 9.6% 71.4 1.1% 24% False False 1,407
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 20.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,084.6
2.618 6,953.2
1.618 6,872.7
1.000 6,823.0
0.618 6,792.2
HIGH 6,742.5
0.618 6,711.7
0.500 6,702.3
0.382 6,692.8
LOW 6,662.0
0.618 6,612.3
1.000 6,581.5
1.618 6,531.8
2.618 6,451.3
4.250 6,319.9
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 6,707.1 6,689.1
PP 6,704.7 6,668.7
S1 6,702.3 6,648.3

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

View Archives - Comment on this page... - Back to Index of Symbols