DAX Index Future September 2007


Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary
Previous Current
20-Jun-2007 21-Jun-2007 Change Change % Previous Week
Open 8,152.5 8,114.5 -38.0 -0.5% 7,752.5
High 8,217.0 8,141.5 -75.5 -0.9% 8,121.0
Low 8,062.0 7,985.0 -77.0 -1.0% 7,680.5
Close 8,180.5 8,059.0 -121.5 -1.5% 8,108.0
Range 155.0 156.5 1.5 1.0% 440.5
ATR 129.0 133.8 4.7 3.7% 0.0
Volume 202,445 290,381 87,936 43.4% 746,085
Daily Pivots for day following 21-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,531.3 8,451.7 8,145.1
R3 8,374.8 8,295.2 8,102.0
R2 8,218.3 8,218.3 8,087.7
R1 8,138.7 8,138.7 8,073.3 8,100.3
PP 8,061.8 8,061.8 8,061.8 8,042.6
S1 7,982.2 7,982.2 8,044.7 7,943.8
S2 7,905.3 7,905.3 8,030.3
S3 7,748.8 7,825.7 8,016.0
S4 7,592.3 7,669.2 7,972.9
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 9,291.3 9,140.2 8,350.3
R3 8,850.8 8,699.7 8,229.1
R2 8,410.3 8,410.3 8,188.8
R1 8,259.2 8,259.2 8,148.4 8,334.8
PP 7,969.8 7,969.8 7,969.8 8,007.6
S1 7,818.7 7,818.7 8,067.6 7,894.3
S2 7,529.3 7,529.3 8,027.2
S3 7,088.8 7,378.2 7,986.9
S4 6,648.3 6,937.7 7,865.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,217.0 7,938.0 279.0 3.5% 128.5 1.6% 43% False False 209,483
10 8,217.0 7,585.0 632.0 7.8% 131.7 1.6% 75% False False 157,662
20 8,217.0 7,585.0 632.0 7.8% 130.1 1.6% 75% False False 81,204
40 8,217.0 7,415.5 801.5 9.9% 106.1 1.3% 80% False False 40,881
60 8,217.0 6,920.0 1,297.0 16.1% 96.5 1.2% 88% False False 27,434
80 8,217.0 6,554.0 1,663.0 20.6% 100.5 1.2% 90% False False 21,466
100 8,217.0 6,554.0 1,663.0 20.6% 88.9 1.1% 90% False False 17,208
120 8,217.0 6,554.0 1,663.0 20.6% 85.0 1.1% 90% False False 14,410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 35.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,806.6
2.618 8,551.2
1.618 8,394.7
1.000 8,298.0
0.618 8,238.2
HIGH 8,141.5
0.618 8,081.7
0.500 8,063.3
0.382 8,044.8
LOW 7,985.0
0.618 7,888.3
1.000 7,828.5
1.618 7,731.8
2.618 7,575.3
4.250 7,319.9
Fisher Pivots for day following 21-Jun-2007
Pivot 1 day 3 day
R1 8,063.3 8,101.0
PP 8,061.8 8,087.0
S1 8,060.4 8,073.0

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

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