DAX Index Future September 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 7,440.0 7,397.0 -43.0 -0.6% 7,450.0
High 7,526.0 7,516.5 -9.5 -0.1% 7,670.0
Low 7,414.0 7,349.0 -65.0 -0.9% 7,330.5
Close 7,463.0 7,496.0 33.0 0.4% 7,392.5
Range 112.0 167.5 55.5 49.6% 339.5
ATR 158.1 158.8 0.7 0.4% 0.0
Volume 221,885 260,927 39,042 17.6% 1,308,105
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,956.3 7,893.7 7,588.1
R3 7,788.8 7,726.2 7,542.1
R2 7,621.3 7,621.3 7,526.7
R1 7,558.7 7,558.7 7,511.4 7,590.0
PP 7,453.8 7,453.8 7,453.8 7,469.5
S1 7,391.2 7,391.2 7,480.6 7,422.5
S2 7,286.3 7,286.3 7,465.3
S3 7,118.8 7,223.7 7,449.9
S4 6,951.3 7,056.2 7,403.9
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,482.8 8,277.2 7,579.2
R3 8,143.3 7,937.7 7,485.9
R2 7,803.8 7,803.8 7,454.7
R1 7,598.2 7,598.2 7,423.6 7,531.3
PP 7,464.3 7,464.3 7,464.3 7,430.9
S1 7,258.7 7,258.7 7,361.4 7,191.8
S2 7,124.8 7,124.8 7,330.3
S3 6,785.3 6,919.2 7,299.1
S4 6,445.8 6,579.7 7,205.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,638.0 7,330.5 307.5 4.1% 140.6 1.9% 54% False False 273,358
10 7,670.0 7,330.5 339.5 4.5% 141.6 1.9% 49% False False 238,829
20 8,064.0 7,330.5 733.5 9.8% 163.4 2.2% 23% False False 254,982
40 8,215.0 7,330.5 884.5 11.8% 137.6 1.8% 19% False False 213,981
60 8,217.0 7,330.5 886.5 11.8% 134.1 1.8% 19% False False 164,905
80 8,217.0 7,330.5 886.5 11.8% 121.3 1.6% 19% False False 123,806
100 8,217.0 6,920.0 1,297.0 17.3% 112.1 1.5% 44% False False 99,153
120 8,217.0 6,554.0 1,663.0 22.2% 111.9 1.5% 57% False False 83,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,228.4
2.618 7,955.0
1.618 7,787.5
1.000 7,684.0
0.618 7,620.0
HIGH 7,516.5
0.618 7,452.5
0.500 7,432.8
0.382 7,413.0
LOW 7,349.0
0.618 7,245.5
1.000 7,181.5
1.618 7,078.0
2.618 6,910.5
4.250 6,637.1
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 7,474.9 7,476.5
PP 7,453.8 7,457.0
S1 7,432.8 7,437.5

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

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