DAX Index Future September 2007


Trading Metrics calculated at close of trading on 08-Jun-2007
Day Change Summary
Previous Current
07-Jun-2007 08-Jun-2007 Change Change % Previous Week
Open 7,825.0 7,662.0 -163.0 -2.1% 8,065.5
High 7,874.5 7,757.5 -117.0 -1.5% 8,109.0
Low 7,640.0 7,585.0 -55.0 -0.7% 7,585.0
Close 7,700.0 7,667.5 -32.5 -0.4% 7,667.5
Range 234.5 172.5 -62.0 -26.4% 524.0
ATR 118.3 122.2 3.9 3.3% 0.0
Volume 7,905 17,042 9,137 115.6% 38,248
Daily Pivots for day following 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,187.5 8,100.0 7,762.4
R3 8,015.0 7,927.5 7,714.9
R2 7,842.5 7,842.5 7,699.1
R1 7,755.0 7,755.0 7,683.3 7,798.8
PP 7,670.0 7,670.0 7,670.0 7,691.9
S1 7,582.5 7,582.5 7,651.7 7,626.3
S2 7,497.5 7,497.5 7,635.9
S3 7,325.0 7,410.0 7,620.1
S4 7,152.5 7,237.5 7,572.6
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 9,359.2 9,037.3 7,955.7
R3 8,835.2 8,513.3 7,811.6
R2 8,311.2 8,311.2 7,763.6
R1 7,989.3 7,989.3 7,715.5 7,888.3
PP 7,787.2 7,787.2 7,787.2 7,736.6
S1 7,465.3 7,465.3 7,619.5 7,364.3
S2 7,263.2 7,263.2 7,571.4
S3 6,739.2 6,941.3 7,523.4
S4 6,215.2 6,417.3 7,379.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,109.0 7,585.0 524.0 6.8% 175.5 2.3% 16% False True 7,649
10 8,109.0 7,585.0 524.0 6.8% 134.1 1.7% 16% False True 6,381
20 8,109.0 7,426.0 683.0 8.9% 114.5 1.5% 35% False False 3,523
40 8,109.0 7,213.5 895.5 11.7% 97.6 1.3% 51% False False 2,040
60 8,109.0 6,554.0 1,555.0 20.3% 92.1 1.2% 72% False False 2,330
80 8,109.0 6,554.0 1,555.0 20.3% 90.6 1.2% 72% False False 1,993
100 8,109.0 6,554.0 1,555.0 20.3% 83.9 1.1% 72% False False 1,643
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 False
Stretch 28.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,490.6
2.618 8,209.1
1.618 8,036.6
1.000 7,930.0
0.618 7,864.1
HIGH 7,757.5
0.618 7,691.6
0.500 7,671.3
0.382 7,650.9
LOW 7,585.0
0.618 7,478.4
1.000 7,412.5
1.618 7,305.9
2.618 7,133.4
4.250 6,851.9
Fisher Pivots for day following 08-Jun-2007
Pivot 1 day 3 day
R1 7,671.3 7,805.0
PP 7,670.0 7,759.2
S1 7,668.8 7,713.3

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

View Archives - Comment on this page... - Back to Index of Symbols