DAX Index Future September 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 7,397.0 7,315.0 -82.0 -1.1% 7,497.0
High 7,516.5 7,420.0 -96.5 -1.3% 7,526.0
Low 7,349.0 7,220.5 -128.5 -1.7% 7,220.5
Close 7,496.0 7,330.0 -166.0 -2.2% 7,330.0
Range 167.5 199.5 32.0 19.1% 305.5
ATR 159.4 167.7 8.3 5.2% 0.0
Volume
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,922.0 7,825.5 7,439.7
R3 7,722.5 7,626.0 7,384.9
R2 7,523.0 7,523.0 7,366.6
R1 7,426.5 7,426.5 7,348.3 7,474.8
PP 7,323.5 7,323.5 7,323.5 7,347.6
S1 7,227.0 7,227.0 7,311.7 7,275.3
S2 7,124.0 7,124.0 7,293.4
S3 6,924.5 7,027.5 7,275.1
S4 6,725.0 6,828.0 7,220.3
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,275.3 8,108.2 7,498.0
R3 7,969.8 7,802.7 7,414.0
R2 7,664.3 7,664.3 7,386.0
R1 7,497.2 7,497.2 7,358.0 7,428.0
PP 7,358.8 7,358.8 7,358.8 7,324.3
S1 7,191.7 7,191.7 7,302.0 7,122.5
S2 7,053.3 7,053.3 7,274.0
S3 6,747.8 6,886.2 7,246.0
S4 6,442.3 6,580.7 7,162.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,526.0 7,220.5 305.5 4.2% 147.5 2.0% 36% False True 134,788
10 7,670.0 7,220.5 449.5 6.1% 152.6 2.1% 24% False True 198,204
20 7,999.5 7,220.5 779.0 10.6% 169.1 2.3% 14% False True 235,989
40 8,215.0 7,220.5 994.5 13.6% 139.2 1.9% 11% False True 202,328
60 8,217.0 7,220.5 996.5 13.6% 136.7 1.9% 11% False True 164,871
80 8,217.0 7,220.5 996.5 13.6% 123.4 1.7% 11% False True 123,791
100 8,217.0 6,920.0 1,297.0 17.7% 114.0 1.6% 32% False False 99,146
120 8,217.0 6,554.0 1,663.0 22.7% 114.3 1.6% 47% False False 83,213
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 43.8
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 8,267.9
2.618 7,942.3
1.618 7,742.8
1.000 7,619.5
0.618 7,543.3
HIGH 7,420.0
0.618 7,343.8
0.500 7,320.3
0.382 7,296.7
LOW 7,220.5
0.618 7,097.2
1.000 7,021.0
1.618 6,897.7
2.618 6,698.2
4.250 6,372.6
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 7,326.8 7,368.5
PP 7,323.5 7,355.7
S1 7,320.3 7,342.8

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

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