DAX Index Future September 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 7,776.5 7,735.0 -41.5 -0.5% 8,065.5
High 7,830.0 7,818.0 -12.0 -0.2% 8,109.0
Low 7,714.5 7,680.5 -34.0 -0.4% 7,585.0
Close 7,775.0 7,765.0 -10.0 -0.1% 7,667.5
Range 115.5 137.5 22.0 19.0% 524.0
ATR 125.4 126.2 0.9 0.7% 0.0
Volume 149,993 162,317 12,324 8.2% 38,248
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,167.0 8,103.5 7,840.6
R3 8,029.5 7,966.0 7,802.8
R2 7,892.0 7,892.0 7,790.2
R1 7,828.5 7,828.5 7,777.6 7,860.3
PP 7,754.5 7,754.5 7,754.5 7,770.4
S1 7,691.0 7,691.0 7,752.4 7,722.8
S2 7,617.0 7,617.0 7,739.8
S3 7,479.5 7,553.5 7,727.2
S4 7,342.0 7,416.0 7,689.4
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 7,874.5 7,585.0 289.5 3.7% 157.5 2.0% 62% False False 76,843
10 8,109.0 7,585.0 524.0 6.7% 143.5 1.8% 34% False False 42,078
20 8,109.0 7,570.0 539.0 6.9% 113.8 1.5% 36% False False 21,371
40 8,109.0 7,284.0 825.0 10.6% 100.3 1.3% 58% False False 10,976
60 8,109.0 6,662.0 1,447.0 18.6% 91.6 1.2% 76% False False 7,597
80 8,109.0 6,554.0 1,555.0 20.0% 94.0 1.2% 78% False False 6,481
100 8,109.0 6,554.0 1,555.0 20.0% 86.0 1.1% 78% False False 5,222
120 8,109.0 6,554.0 1,555.0 20.0% 81.3 1.0% 78% False False 4,463
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 34.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,402.4
2.618 8,178.0
1.618 8,040.5
1.000 7,955.5
0.618 7,903.0
HIGH 7,818.0
0.618 7,765.5
0.500 7,749.3
0.382 7,733.0
LOW 7,680.5
0.618 7,595.5
1.000 7,543.0
1.618 7,458.0
2.618 7,320.5
4.250 7,096.1
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 7,759.8 7,764.3
PP 7,754.5 7,763.5
S1 7,749.3 7,762.8

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

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