DAX Index Future September 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 7,464.5 7,626.0 161.5 2.2% 7,660.0
High 7,610.0 7,634.0 24.0 0.3% 7,660.0
Low 7,426.0 7,530.0 104.0 1.4% 7,426.0
Close 7,583.0 7,566.0 -17.0 -0.2% 7,583.0
Range 184.0 104.0 -80.0 -43.5% 234.0
ATR 94.1 94.8 0.7 0.8% 0.0
Volume 1,545 419 -1,126 -72.9% 3,481
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 7,888.7 7,831.3 7,623.2
R3 7,784.7 7,727.3 7,594.6
R2 7,680.7 7,680.7 7,585.1
R1 7,623.3 7,623.3 7,575.5 7,600.0
PP 7,576.7 7,576.7 7,576.7 7,565.0
S1 7,519.3 7,519.3 7,556.5 7,496.0
S2 7,472.7 7,472.7 7,546.9
S3 7,368.7 7,415.3 7,537.4
S4 7,264.7 7,311.3 7,508.8
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 8,258.3 8,154.7 7,711.7
R3 8,024.3 7,920.7 7,647.4
R2 7,790.3 7,790.3 7,625.9
R1 7,686.7 7,686.7 7,604.5 7,621.5
PP 7,556.3 7,556.3 7,556.3 7,523.8
S1 7,452.7 7,452.7 7,561.6 7,387.5
S2 7,322.3 7,322.3 7,540.1
S3 7,088.3 7,218.7 7,518.7
S4 6,854.3 6,984.7 7,454.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,634.0 7,426.0 208.0 2.7% 123.9 1.6% 67% True False 745
10 7,660.0 7,426.0 234.0 3.1% 89.3 1.2% 60% False False 540
20 7,660.0 7,284.0 376.0 5.0% 87.0 1.1% 75% False False 596
40 7,660.0 6,638.5 1,021.5 13.5% 80.1 1.1% 91% False False 1,189
60 7,660.0 6,554.0 1,106.0 14.6% 85.9 1.1% 92% False False 1,513
80 7,660.0 6,554.0 1,106.0 14.6% 78.7 1.0% 92% False False 1,188
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 10.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,076.0
2.618 7,906.3
1.618 7,802.3
1.000 7,738.0
0.618 7,698.3
HIGH 7,634.0
0.618 7,594.3
0.500 7,582.0
0.382 7,569.7
LOW 7,530.0
0.618 7,465.7
1.000 7,426.0
1.618 7,361.7
2.618 7,257.7
4.250 7,088.0
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 7,582.0 7,554.0
PP 7,576.7 7,542.0
S1 7,571.3 7,530.0

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

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