DAX Index Future September 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 7,390.0 7,512.5 122.5 1.7% 7,453.0
High 7,533.5 7,560.0 26.5 0.4% 7,627.0
Low 7,373.0 7,435.5 62.5 0.8% 7,375.0
Close 7,451.5 7,542.5 91.0 1.2% 7,526.0
Range 160.5 124.5 -36.0 -22.4% 252.0
ATR 152.5 150.5 -2.0 -1.3% 0.0
Volume 185,087 184,345 -742 -0.4% 876,047
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,886.2 7,838.8 7,611.0
R3 7,761.7 7,714.3 7,576.7
R2 7,637.2 7,637.2 7,565.3
R1 7,589.8 7,589.8 7,553.9 7,613.5
PP 7,512.7 7,512.7 7,512.7 7,524.5
S1 7,465.3 7,465.3 7,531.1 7,489.0
S2 7,388.2 7,388.2 7,519.7
S3 7,263.7 7,340.8 7,508.3
S4 7,139.2 7,216.3 7,474.0
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,265.3 8,147.7 7,664.6
R3 8,013.3 7,895.7 7,595.3
R2 7,761.3 7,761.3 7,572.2
R1 7,643.7 7,643.7 7,549.1 7,702.5
PP 7,509.3 7,509.3 7,509.3 7,538.8
S1 7,391.7 7,391.7 7,502.9 7,450.5
S2 7,257.3 7,257.3 7,479.8
S3 7,005.3 7,139.7 7,456.7
S4 6,753.3 6,887.7 7,387.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,591.5 7,373.0 218.5 2.9% 124.8 1.7% 78% False False 134,379
10 7,627.0 7,220.5 406.5 5.4% 128.3 1.7% 79% False False 140,825
20 7,670.0 7,220.5 449.5 6.0% 138.4 1.8% 72% False False 180,499
40 8,215.0 7,220.5 994.5 13.2% 142.4 1.9% 32% False False 197,828
60 8,217.0 7,220.5 996.5 13.2% 135.2 1.8% 32% False False 187,562
80 8,217.0 7,220.5 996.5 13.2% 129.8 1.7% 32% False False 141,350
100 8,217.0 7,213.5 1,003.5 13.3% 119.1 1.6% 33% False False 113,187
120 8,217.0 6,554.0 1,663.0 22.0% 112.9 1.5% 59% False False 94,849
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 32.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,089.1
2.618 7,885.9
1.618 7,761.4
1.000 7,684.5
0.618 7,636.9
HIGH 7,560.0
0.618 7,512.4
0.500 7,497.8
0.382 7,483.1
LOW 7,435.5
0.618 7,358.6
1.000 7,311.0
1.618 7,234.1
2.618 7,109.6
4.250 6,906.4
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 7,527.6 7,517.2
PP 7,512.7 7,491.8
S1 7,497.8 7,466.5

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

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