DAX Index Future September 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
03-Sep-2007 04-Sep-2007 Change Change % Previous Week
Open 7,679.5 7,651.5 -28.0 -0.4% 7,515.5
High 7,697.0 7,771.5 74.5 1.0% 7,708.5
Low 7,647.5 7,613.0 -34.5 -0.5% 7,373.0
Close 7,662.5 7,731.0 68.5 0.9% 7,651.5
Range 49.5 158.5 109.0 220.2% 335.5
ATR 144.3 145.3 1.0 0.7% 0.0
Volume 48,687 156,565 107,878 221.6% 721,138
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,180.7 8,114.3 7,818.2
R3 8,022.2 7,955.8 7,774.6
R2 7,863.7 7,863.7 7,760.1
R1 7,797.3 7,797.3 7,745.5 7,830.5
PP 7,705.2 7,705.2 7,705.2 7,721.8
S1 7,638.8 7,638.8 7,716.5 7,672.0
S2 7,546.7 7,546.7 7,701.9
S3 7,388.2 7,480.3 7,687.4
S4 7,229.7 7,321.8 7,643.8
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,584.2 8,453.3 7,836.0
R3 8,248.7 8,117.8 7,743.8
R2 7,913.2 7,913.2 7,713.0
R1 7,782.3 7,782.3 7,682.3 7,847.8
PP 7,577.7 7,577.7 7,577.7 7,610.4
S1 7,446.8 7,446.8 7,620.7 7,512.3
S2 7,242.2 7,242.2 7,590.0
S3 6,906.7 7,111.3 7,559.2
S4 6,571.2 6,775.8 7,467.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,771.5 7,373.0 398.5 5.2% 129.2 1.7% 90% True False 152,722
10 7,771.5 7,373.0 398.5 5.2% 123.5 1.6% 90% True False 140,807
20 7,771.5 7,220.5 551.0 7.1% 131.4 1.7% 93% True False 168,014
40 8,215.0 7,220.5 994.5 12.9% 145.5 1.9% 51% False False 201,246
60 8,217.0 7,220.5 996.5 12.9% 134.3 1.7% 51% False False 190,565
80 8,217.0 7,220.5 996.5 12.9% 128.8 1.7% 51% False False 146,242
100 8,217.0 7,220.5 996.5 12.9% 120.4 1.6% 51% False False 117,113
120 8,217.0 6,638.5 1,578.5 20.4% 112.6 1.5% 69% False False 97,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,445.1
2.618 8,186.5
1.618 8,028.0
1.000 7,930.0
0.618 7,869.5
HIGH 7,771.5
0.618 7,711.0
0.500 7,692.3
0.382 7,673.5
LOW 7,613.0
0.618 7,515.0
1.000 7,454.5
1.618 7,356.5
2.618 7,198.0
4.250 6,939.4
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 7,718.1 7,708.5
PP 7,705.2 7,686.0
S1 7,692.3 7,663.5

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

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