DAX Index Future September 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 8,087.0 7,993.0 -94.0 -1.2% 8,112.5
High 8,095.0 8,049.0 -46.0 -0.6% 8,217.0
Low 7,949.5 7,906.5 -43.0 -0.5% 7,949.5
Close 8,024.5 8,017.0 -7.5 -0.1% 8,024.5
Range 145.5 142.5 -3.0 -2.1% 267.5
ATR 134.6 135.2 0.6 0.4% 0.0
Volume 175,717 228,108 52,391 29.8% 989,212
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,418.3 8,360.2 8,095.4
R3 8,275.8 8,217.7 8,056.2
R2 8,133.3 8,133.3 8,043.1
R1 8,075.2 8,075.2 8,030.1 8,104.3
PP 7,990.8 7,990.8 7,990.8 8,005.4
S1 7,932.7 7,932.7 8,003.9 7,961.8
S2 7,848.3 7,848.3 7,990.9
S3 7,705.8 7,790.2 7,977.8
S4 7,563.3 7,647.7 7,938.6
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,866.2 8,712.8 8,171.6
R3 8,598.7 8,445.3 8,098.1
R2 8,331.2 8,331.2 8,073.5
R1 8,177.8 8,177.8 8,049.0 8,120.8
PP 8,063.7 8,063.7 8,063.7 8,035.1
S1 7,910.3 7,910.3 8,000.0 7,853.3
S2 7,796.2 7,796.2 7,975.5
S3 7,528.7 7,642.8 7,950.9
S4 7,261.2 7,375.3 7,877.4
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 7,906.5 310.5 3.9% 132.9 1.7% 36% False True 210,159
10 8,217.0 7,680.5 536.5 6.7% 130.5 1.6% 63% False False 191,644
20 8,217.0 7,585.0 632.0 7.9% 133.9 1.7% 68% False False 101,337
40 8,217.0 7,426.0 791.0 9.9% 110.0 1.4% 75% False False 50,941
60 8,217.0 6,920.0 1,297.0 16.2% 98.9 1.2% 85% False False 34,154
80 8,217.0 6,554.0 1,663.0 20.7% 98.9 1.2% 88% False False 26,487
100 8,217.0 6,554.0 1,663.0 20.7% 90.8 1.1% 88% False False 21,244
120 8,217.0 6,554.0 1,663.0 20.7% 86.6 1.1% 88% False False 17,759
Crabel Price Patterns
NR True
NR4 True
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 30.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,654.6
2.618 8,422.1
1.618 8,279.6
1.000 8,191.5
0.618 8,137.1
HIGH 8,049.0
0.618 7,994.6
0.500 7,977.8
0.382 7,960.9
LOW 7,906.5
0.618 7,818.4
1.000 7,764.0
1.618 7,675.9
2.618 7,533.4
4.250 7,300.9
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 8,003.9 8,024.0
PP 7,990.8 8,021.7
S1 7,977.8 8,019.3

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

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