DAX Index Future September 2007


Trading Metrics calculated at close of trading on 28-Jun-2007
Day Change Summary
Previous Current
27-Jun-2007 28-Jun-2007 Change Change % Previous Week
Open 7,880.0 7,969.5 89.5 1.1% 8,112.5
High 7,945.5 8,044.0 98.5 1.2% 8,217.0
Low 7,825.5 7,941.0 115.5 1.5% 7,949.5
Close 7,879.0 7,986.0 107.0 1.4% 8,024.5
Range 120.0 103.0 -17.0 -14.2% 267.5
ATR 133.3 135.6 2.3 1.7% 0.0
Volume 215,514 166,479 -49,035 -22.8% 989,212
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,299.3 8,245.7 8,042.7
R3 8,196.3 8,142.7 8,014.3
R2 8,093.3 8,093.3 8,004.9
R1 8,039.7 8,039.7 7,995.4 8,066.5
PP 7,990.3 7,990.3 7,990.3 8,003.8
S1 7,936.7 7,936.7 7,976.6 7,963.5
S2 7,887.3 7,887.3 7,967.1
S3 7,784.3 7,833.7 7,957.7
S4 7,681.3 7,730.7 7,929.4
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 8,095.0 7,825.5 269.5 3.4% 119.7 1.5% 60% False False 205,400
10 8,217.0 7,825.5 391.5 4.9% 124.1 1.6% 41% False False 207,442
20 8,217.0 7,585.0 632.0 7.9% 136.6 1.7% 63% False False 131,974
40 8,217.0 7,426.0 791.0 9.9% 112.8 1.4% 71% False False 66,496
60 8,217.0 7,020.0 1,197.0 15.0% 100.7 1.3% 81% False False 44,523
80 8,217.0 6,554.0 1,663.0 20.8% 97.1 1.2% 86% False False 34,253
100 8,217.0 6,554.0 1,663.0 20.8% 92.4 1.2% 86% False False 27,468
120 8,217.0 6,554.0 1,663.0 20.8% 87.6 1.1% 86% False False 22,943
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 31.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,481.8
2.618 8,313.7
1.618 8,210.7
1.000 8,147.0
0.618 8,107.7
HIGH 8,044.0
0.618 8,004.7
0.500 7,992.5
0.382 7,980.3
LOW 7,941.0
0.618 7,877.3
1.000 7,838.0
1.618 7,774.3
2.618 7,671.3
4.250 7,503.3
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 7,992.5 7,968.9
PP 7,990.3 7,951.8
S1 7,988.2 7,934.8

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

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