DAX Index Future September 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 7,950.0 7,880.0 -70.0 -0.9% 8,112.5
High 7,981.0 7,945.5 -35.5 -0.4% 8,217.0
Low 7,893.5 7,825.5 -68.0 -0.9% 7,949.5
Close 7,939.5 7,879.0 -60.5 -0.8% 8,024.5
Range 87.5 120.0 32.5 37.1% 267.5
ATR 134.3 133.3 -1.0 -0.8% 0.0
Volume 241,186 215,514 -25,672 -10.6% 989,212
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,243.3 8,181.2 7,945.0
R3 8,123.3 8,061.2 7,912.0
R2 8,003.3 8,003.3 7,901.0
R1 7,941.2 7,941.2 7,890.0 7,912.3
PP 7,883.3 7,883.3 7,883.3 7,868.9
S1 7,821.2 7,821.2 7,868.0 7,792.3
S2 7,763.3 7,763.3 7,857.0
S3 7,643.3 7,701.2 7,846.0
S4 7,523.3 7,581.2 7,813.0
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 8,141.5 7,825.5 316.0 4.0% 130.4 1.7% 17% False True 230,181
10 8,217.0 7,825.5 391.5 5.0% 125.9 1.6% 14% False True 206,083
20 8,217.0 7,585.0 632.0 8.0% 134.7 1.7% 47% False False 124,081
40 8,217.0 7,426.0 791.0 10.0% 111.6 1.4% 57% False False 62,342
60 8,217.0 7,015.0 1,202.0 15.3% 100.2 1.3% 72% False False 41,754
80 8,217.0 6,554.0 1,663.0 21.1% 97.7 1.2% 80% False False 32,179
100 8,217.0 6,554.0 1,663.0 21.1% 91.7 1.2% 80% False False 25,805
120 8,217.0 6,554.0 1,663.0 21.1% 87.3 1.1% 80% False False 21,558
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 28.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,455.5
2.618 8,259.7
1.618 8,139.7
1.000 8,065.5
0.618 8,019.7
HIGH 7,945.5
0.618 7,899.7
0.500 7,885.5
0.382 7,871.3
LOW 7,825.5
0.618 7,751.3
1.000 7,705.5
1.618 7,631.3
2.618 7,511.3
4.250 7,315.5
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 7,885.5 7,937.3
PP 7,883.3 7,917.8
S1 7,881.2 7,898.4

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

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