DAX Index Future September 2007


Trading Metrics calculated at close of trading on 30-May-2007
Day Change Summary
Previous Current
29-May-2007 30-May-2007 Change Change % Previous Week
Open 7,866.5 7,833.0 -33.5 -0.4% 7,723.0
High 7,886.5 7,920.5 34.0 0.4% 7,876.0
Low 7,841.0 7,775.0 -66.0 -0.8% 7,708.5
Close 7,873.0 7,863.5 -9.5 -0.1% 7,841.0
Range 45.5 145.5 100.0 219.8% 167.5
ATR 87.4 91.6 4.1 4.7% 0.0
Volume 386 1,447 1,061 274.9% 3,230
Daily Pivots for day following 30-May-2007
Classic Woodie Camarilla DeMark
R4 8,289.5 8,222.0 7,943.5
R3 8,144.0 8,076.5 7,903.5
R2 7,998.5 7,998.5 7,890.2
R1 7,931.0 7,931.0 7,876.8 7,964.8
PP 7,853.0 7,853.0 7,853.0 7,869.9
S1 7,785.5 7,785.5 7,850.2 7,819.3
S2 7,707.5 7,707.5 7,836.8
S3 7,562.0 7,640.0 7,823.5
S4 7,416.5 7,494.5 7,783.5
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 8,311.0 8,243.5 7,933.1
R3 8,143.5 8,076.0 7,887.1
R2 7,976.0 7,976.0 7,871.7
R1 7,908.5 7,908.5 7,856.4 7,942.3
PP 7,808.5 7,808.5 7,808.5 7,825.4
S1 7,741.0 7,741.0 7,825.6 7,774.8
S2 7,641.0 7,641.0 7,810.3
S3 7,473.5 7,573.5 7,794.9
S4 7,306.0 7,406.0 7,748.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,920.5 7,759.0 161.5 2.1% 100.0 1.3% 65% True False 871
10 7,920.5 7,570.0 350.5 4.5% 84.1 1.1% 84% True False 663
20 7,920.5 7,426.0 494.5 6.3% 88.5 1.1% 88% True False 604
40 7,920.5 7,015.0 905.5 11.5% 83.0 1.1% 94% True False 591
60 7,920.5 6,554.0 1,366.5 17.4% 85.4 1.1% 96% True False 1,545
80 7,920.5 6,554.0 1,366.5 17.4% 81.0 1.0% 96% True False 1,236
100 7,920.5 6,554.0 1,366.5 17.4% 77.9 1.0% 96% True False 1,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.3
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 8,538.9
2.618 8,301.4
1.618 8,155.9
1.000 8,066.0
0.618 8,010.4
HIGH 7,920.5
0.618 7,864.9
0.500 7,847.8
0.382 7,830.6
LOW 7,775.0
0.618 7,685.1
1.000 7,629.5
1.618 7,539.6
2.618 7,394.1
4.250 7,156.6
Fisher Pivots for day following 30-May-2007
Pivot 1 day 3 day
R1 7,858.3 7,856.5
PP 7,853.0 7,849.5
S1 7,847.8 7,842.5

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

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