DAX Index Future September 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 7,966.0 7,792.0 -174.0 -2.2% 8,144.5
High 7,986.0 7,837.0 -149.0 -1.9% 8,191.5
Low 7,736.0 7,710.0 -26.0 -0.3% 7,876.5
Close 7,866.0 7,742.0 -124.0 -1.6% 7,933.0
Range 250.0 127.0 -123.0 -49.2% 315.0
ATR 142.7 143.7 0.9 0.7% 0.0
Volume 241,312 296,779 55,467 23.0% 914,274
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,144.0 8,070.0 7,811.9
R3 8,017.0 7,943.0 7,776.9
R2 7,890.0 7,890.0 7,765.3
R1 7,816.0 7,816.0 7,753.6 7,789.5
PP 7,763.0 7,763.0 7,763.0 7,749.8
S1 7,689.0 7,689.0 7,730.4 7,662.5
S2 7,636.0 7,636.0 7,718.7
S3 7,509.0 7,562.0 7,707.1
S4 7,382.0 7,435.0 7,672.2
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 7,710.0 354.0 4.6% 149.0 1.9% 9% False True 216,072
10 8,215.0 7,710.0 505.0 6.5% 136.3 1.8% 6% False True 198,934
20 8,215.0 7,710.0 505.0 6.5% 116.5 1.5% 6% False True 169,453
40 8,217.0 7,585.0 632.0 8.2% 125.6 1.6% 25% False False 146,767
60 8,217.0 7,426.0 791.0 10.2% 113.2 1.5% 40% False False 98,046
80 8,217.0 7,015.0 1,202.0 15.5% 104.3 1.3% 60% False False 73,679
100 8,217.0 6,554.0 1,663.0 21.5% 101.5 1.3% 71% False False 59,634
120 8,217.0 6,554.0 1,663.0 21.5% 95.8 1.2% 71% False False 49,746
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 32.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,376.8
2.618 8,169.5
1.618 8,042.5
1.000 7,964.0
0.618 7,915.5
HIGH 7,837.0
0.618 7,788.5
0.500 7,773.5
0.382 7,758.5
LOW 7,710.0
0.618 7,631.5
1.000 7,583.0
1.618 7,504.5
2.618 7,377.5
4.250 7,170.3
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 7,773.5 7,854.8
PP 7,763.0 7,817.2
S1 7,752.5 7,779.6

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

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