DAX Index Future September 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 6,983.5 7,031.0 47.5 0.7% 7,021.5
High 7,036.0 7,089.5 53.5 0.8% 7,089.5
Low 6,978.0 7,015.0 37.0 0.5% 6,920.0
Close 7,025.0 7,044.0 19.0 0.3% 7,044.0
Range 58.0 74.5 16.5 28.4% 169.5
ATR 102.5 100.5 -2.0 -1.9% 0.0
Volume 278 351 73 26.3% 1,649
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,273.0 7,233.0 7,085.0
R3 7,198.5 7,158.5 7,064.5
R2 7,124.0 7,124.0 7,057.7
R1 7,084.0 7,084.0 7,050.8 7,104.0
PP 7,049.5 7,049.5 7,049.5 7,059.5
S1 7,009.5 7,009.5 7,037.2 7,029.5
S2 6,975.0 6,975.0 7,030.3
S3 6,900.5 6,935.0 7,023.5
S4 6,826.0 6,860.5 7,003.0
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,526.3 7,454.7 7,137.2
R3 7,356.8 7,285.2 7,090.6
R2 7,187.3 7,187.3 7,075.1
R1 7,115.7 7,115.7 7,059.5 7,151.5
PP 7,017.8 7,017.8 7,017.8 7,035.8
S1 6,946.2 6,946.2 7,028.5 6,982.0
S2 6,848.3 6,848.3 7,012.9
S3 6,678.8 6,776.7 6,997.4
S4 6,509.3 6,607.2 6,950.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,089.5 6,920.0 169.5 2.4% 69.2 1.0% 73% True False 329
10 7,089.5 6,762.5 327.0 4.6% 73.7 1.0% 86% True False 429
20 7,089.5 6,554.0 535.5 7.6% 86.3 1.2% 92% True False 3,444
40 7,198.0 6,554.0 644.0 9.1% 79.9 1.1% 76% False False 1,886
60 7,198.0 6,554.0 644.0 9.1% 74.5 1.1% 76% False False 1,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 13.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,406.1
2.618 7,284.5
1.618 7,210.0
1.000 7,164.0
0.618 7,135.5
HIGH 7,089.5
0.618 7,061.0
0.500 7,052.3
0.382 7,043.5
LOW 7,015.0
0.618 6,969.0
1.000 6,940.5
1.618 6,894.5
2.618 6,820.0
4.250 6,698.4
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 7,052.3 7,030.9
PP 7,049.5 7,017.8
S1 7,046.8 7,004.8

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

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