DAX Index Future September 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 7,943.0 7,966.0 23.0 0.3% 8,144.5
High 7,999.5 7,986.0 -13.5 -0.2% 8,191.5
Low 7,885.5 7,736.0 -149.5 -1.9% 7,876.5
Close 7,991.5 7,866.0 -125.5 -1.6% 7,933.0
Range 114.0 250.0 136.0 119.3% 315.0
ATR 134.1 142.7 8.7 6.5% 0.0
Volume 162,423 241,312 78,889 48.6% 914,274
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,612.7 8,489.3 8,003.5
R3 8,362.7 8,239.3 7,934.8
R2 8,112.7 8,112.7 7,911.8
R1 7,989.3 7,989.3 7,888.9 7,926.0
PP 7,862.7 7,862.7 7,862.7 7,831.0
S1 7,739.3 7,739.3 7,843.1 7,676.0
S2 7,612.7 7,612.7 7,820.2
S3 7,362.7 7,489.3 7,797.3
S4 7,112.7 7,239.3 7,728.5
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 8,064.0 7,736.0 328.0 4.2% 146.1 1.9% 40% False True 201,439
10 8,215.0 7,736.0 479.0 6.1% 136.0 1.7% 27% False True 193,134
20 8,215.0 7,736.0 479.0 6.1% 116.1 1.5% 27% False True 165,389
40 8,217.0 7,585.0 632.0 8.0% 126.0 1.6% 44% False False 139,383
60 8,217.0 7,426.0 791.0 10.1% 112.3 1.4% 56% False False 93,104
80 8,217.0 6,978.0 1,239.0 15.8% 103.4 1.3% 72% False False 69,973
100 8,217.0 6,554.0 1,663.0 21.1% 102.3 1.3% 79% False False 56,675
120 8,217.0 6,554.0 1,663.0 21.1% 95.2 1.2% 79% False False 47,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33.9
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 9,048.5
2.618 8,640.5
1.618 8,390.5
1.000 8,236.0
0.618 8,140.5
HIGH 7,986.0
0.618 7,890.5
0.500 7,861.0
0.382 7,831.5
LOW 7,736.0
0.618 7,581.5
1.000 7,486.0
1.618 7,331.5
2.618 7,081.5
4.250 6,673.5
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 7,864.3 7,897.8
PP 7,862.7 7,887.2
S1 7,861.0 7,876.6

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

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