DAX Index Future September 2007


Trading Metrics calculated at close of trading on 15-May-2007
Day Change Summary
Previous Current
14-May-2007 15-May-2007 Change Change % Previous Week
Open 7,626.0 7,531.0 -95.0 -1.2% 7,660.0
High 7,634.0 7,630.0 -4.0 -0.1% 7,660.0
Low 7,530.0 7,524.0 -6.0 -0.1% 7,426.0
Close 7,566.0 7,605.0 39.0 0.5% 7,583.0
Range 104.0 106.0 2.0 1.9% 234.0
ATR 94.8 95.6 0.8 0.8% 0.0
Volume 419 355 -64 -15.3% 3,481
Daily Pivots for day following 15-May-2007
Classic Woodie Camarilla DeMark
R4 7,904.3 7,860.7 7,663.3
R3 7,798.3 7,754.7 7,634.2
R2 7,692.3 7,692.3 7,624.4
R1 7,648.7 7,648.7 7,614.7 7,670.5
PP 7,586.3 7,586.3 7,586.3 7,597.3
S1 7,542.7 7,542.7 7,595.3 7,564.5
S2 7,480.3 7,480.3 7,585.6
S3 7,374.3 7,436.7 7,575.9
S4 7,268.3 7,330.7 7,546.7
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% 125.6 1.7% 86% False False 720
10 7,660.0 7,426.0 234.0 3.1% 92.9 1.2% 76% False False 546
20 7,660.0 7,284.0 376.0 4.9% 86.9 1.1% 85% False False 581
40 7,660.0 6,662.0 998.0 13.1% 80.5 1.1% 94% False False 709
60 7,660.0 6,554.0 1,106.0 14.5% 87.4 1.1% 95% False False 1,518
80 7,660.0 6,554.0 1,106.0 14.5% 79.0 1.0% 95% False False 1,185
100 7,660.0 6,554.0 1,106.0 14.5% 74.8 1.0% 95% False False 1,082
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 11.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,080.5
2.618 7,907.5
1.618 7,801.5
1.000 7,736.0
0.618 7,695.5
HIGH 7,630.0
0.618 7,589.5
0.500 7,577.0
0.382 7,564.5
LOW 7,524.0
0.618 7,458.5
1.000 7,418.0
1.618 7,352.5
2.618 7,246.5
4.250 7,073.5
Fisher Pivots for day following 15-May-2007
Pivot 1 day 3 day
R1 7,595.7 7,580.0
PP 7,586.3 7,555.0
S1 7,577.0 7,530.0

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

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