DAX Index Future September 2007


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 7,425.5 7,575.5 150.0 2.0% 7,943.0
High 7,674.5 7,632.0 -42.5 -0.6% 7,999.5
Low 7,413.0 7,533.0 120.0 1.6% 7,416.5
Close 7,504.5 7,570.0 65.5 0.9% 7,488.0
Range 261.5 99.0 -162.5 -62.1% 583.0
ATR 168.9 165.9 -3.0 -1.7% 0.0
Volume 320,272 186,561 -133,711 -41.7% 1,497,635
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,875.3 7,821.7 7,624.5
R3 7,776.3 7,722.7 7,597.2
R2 7,677.3 7,677.3 7,588.2
R1 7,623.7 7,623.7 7,579.1 7,601.0
PP 7,578.3 7,578.3 7,578.3 7,567.0
S1 7,524.7 7,524.7 7,560.9 7,502.0
S2 7,479.3 7,479.3 7,551.9
S3 7,380.3 7,425.7 7,542.8
S4 7,281.3 7,326.7 7,515.6
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 9,383.7 9,018.8 7,808.7
R3 8,800.7 8,435.8 7,648.3
R2 8,217.7 8,217.7 7,594.9
R1 7,852.8 7,852.8 7,541.4 7,743.8
PP 7,634.7 7,634.7 7,634.7 7,580.1
S1 7,269.8 7,269.8 7,434.6 7,160.8
S2 7,051.7 7,051.7 7,381.1
S3 6,468.7 6,686.8 7,327.7
S4 5,885.7 6,103.8 7,167.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,678.0 7,413.0 265.0 3.5% 167.8 2.2% 59% False False 281,987
10 8,059.5 7,413.0 646.5 8.5% 188.0 2.5% 24% False False 273,413
20 8,215.0 7,413.0 802.0 10.6% 146.4 1.9% 20% False False 215,157
40 8,217.0 7,413.0 804.0 10.6% 133.7 1.8% 20% False False 191,093
60 8,217.0 7,413.0 804.0 10.6% 126.9 1.7% 20% False False 128,300
80 8,217.0 7,213.5 1,003.5 13.3% 114.3 1.5% 36% False False 96,359
100 8,217.0 6,554.0 1,663.0 22.0% 107.8 1.4% 61% False False 77,719
120 8,217.0 6,554.0 1,663.0 22.0% 103.8 1.4% 61% False False 64,886
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43.5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 8,052.8
2.618 7,891.2
1.618 7,792.2
1.000 7,731.0
0.618 7,693.2
HIGH 7,632.0
0.618 7,594.2
0.500 7,582.5
0.382 7,570.8
LOW 7,533.0
0.618 7,471.8
1.000 7,434.0
1.618 7,372.8
2.618 7,273.8
4.250 7,112.3
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 7,582.5 7,561.8
PP 7,578.3 7,553.7
S1 7,574.2 7,545.5

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

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