DAX Index Future September 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 6,781.5 6,822.0 40.5 0.6% 6,883.5
High 6,834.0 6,959.5 125.5 1.8% 6,893.5
Low 6,766.0 6,818.0 52.0 0.8% 6,554.0
Close 6,832.5 6,842.5 10.0 0.1% 6,709.5
Range 68.0 141.5 73.5 108.1% 339.5
ATR 106.7 109.2 2.5 2.3% 0.0
Volume 404 448 44 10.9% 56,115
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,297.8 7,211.7 6,920.3
R3 7,156.3 7,070.2 6,881.4
R2 7,014.8 7,014.8 6,868.4
R1 6,928.7 6,928.7 6,855.5 6,971.8
PP 6,873.3 6,873.3 6,873.3 6,894.9
S1 6,787.2 6,787.2 6,829.5 6,830.3
S2 6,731.8 6,731.8 6,816.6
S3 6,590.3 6,645.7 6,803.6
S4 6,448.8 6,504.2 6,764.7
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 6,959.5 6,638.5 321.0 4.7% 84.1 1.2% 64% True False 5,702
10 6,959.5 6,554.0 405.5 5.9% 97.4 1.4% 71% True False 6,357
20 7,198.0 6,554.0 644.0 9.4% 109.3 1.6% 45% False False 3,552
40 7,198.0 6,554.0 644.0 9.4% 77.3 1.1% 45% False False 1,854
60 7,198.0 6,554.0 644.0 9.4% 72.8 1.1% 45% False False 1,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,560.9
2.618 7,329.9
1.618 7,188.4
1.000 7,101.0
0.618 7,046.9
HIGH 6,959.5
0.618 6,905.4
0.500 6,888.8
0.382 6,872.1
LOW 6,818.0
0.618 6,730.6
1.000 6,676.5
1.618 6,589.1
2.618 6,447.6
4.250 6,216.6
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 6,888.8 6,861.0
PP 6,873.3 6,854.8
S1 6,857.9 6,848.7

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

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