DAX Index Future September 2007


Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary
Previous Current
20-Jul-2007 23-Jul-2007 Change Change % Previous Week
Open 8,018.0 7,943.0 -75.0 -0.9% 8,144.5
High 8,059.5 7,999.5 -60.0 -0.7% 8,191.5
Low 7,876.5 7,885.5 9.0 0.1% 7,876.5
Close 7,933.0 7,991.5 58.5 0.7% 7,933.0
Range 183.0 114.0 -69.0 -37.7% 315.0
ATR 135.6 134.1 -1.5 -1.1% 0.0
Volume 216,072 162,423 -53,649 -24.8% 914,274
Daily Pivots for day following 23-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,300.8 8,260.2 8,054.2
R3 8,186.8 8,146.2 8,022.9
R2 8,072.8 8,072.8 8,012.4
R1 8,032.2 8,032.2 8,002.0 8,052.5
PP 7,958.8 7,958.8 7,958.8 7,969.0
S1 7,918.2 7,918.2 7,981.1 7,938.5
S2 7,844.8 7,844.8 7,970.6
S3 7,730.8 7,804.2 7,960.2
S4 7,616.8 7,690.2 7,928.8
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,945.3 8,754.2 8,106.3
R3 8,630.3 8,439.2 8,019.6
R2 8,315.3 8,315.3 7,990.8
R1 8,124.2 8,124.2 7,961.9 8,062.3
PP 8,000.3 8,000.3 8,000.3 7,969.4
S1 7,809.2 7,809.2 7,904.1 7,747.3
S2 7,685.3 7,685.3 7,875.3
S3 7,370.3 7,494.2 7,846.4
S4 7,055.3 7,179.2 7,759.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,158.0 7,876.5 281.5 3.5% 117.2 1.5% 41% False False 190,868
10 8,215.0 7,863.0 352.0 4.4% 117.3 1.5% 37% False False 169,003
20 8,215.0 7,825.5 389.5 4.9% 108.0 1.4% 43% False False 165,383
40 8,217.0 7,585.0 632.0 7.9% 120.9 1.5% 64% False False 133,360
60 8,217.0 7,426.0 791.0 9.9% 109.3 1.4% 71% False False 89,089
80 8,217.0 6,920.0 1,297.0 16.2% 101.2 1.3% 83% False False 66,962
100 8,217.0 6,554.0 1,663.0 20.8% 100.7 1.3% 86% False False 54,266
120 8,217.0 6,554.0 1,663.0 20.8% 93.7 1.2% 86% False False 45,267
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,484.0
2.618 8,298.0
1.618 8,184.0
1.000 8,113.5
0.618 8,070.0
HIGH 7,999.5
0.618 7,956.0
0.500 7,942.5
0.382 7,929.0
LOW 7,885.5
0.618 7,815.0
1.000 7,771.5
1.618 7,701.0
2.618 7,587.0
4.250 7,401.0
Fisher Pivots for day following 23-Jul-2007
Pivot 1 day 3 day
R1 7,975.2 7,984.4
PP 7,958.8 7,977.3
S1 7,942.5 7,970.3

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

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