DAX Index Future September 2007


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 7,460.0 7,461.0 1.0 0.0% 7,679.5
High 7,506.0 7,488.5 -17.5 -0.2% 7,771.5
Low 7,424.0 7,431.5 7.5 0.1% 7,431.0
Close 7,468.0 7,479.5 11.5 0.2% 7,433.5
Range 82.0 57.0 -25.0 -30.5% 340.5
ATR 144.4 138.2 -6.2 -4.3% 0.0
Volume 154,546 142,211 -12,335 -8.0% 842,859
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,637.5 7,615.5 7,510.9
R3 7,580.5 7,558.5 7,495.2
R2 7,523.5 7,523.5 7,490.0
R1 7,501.5 7,501.5 7,484.7 7,512.5
PP 7,466.5 7,466.5 7,466.5 7,472.0
S1 7,444.5 7,444.5 7,474.3 7,455.5
S2 7,409.5 7,409.5 7,469.1
S3 7,352.5 7,387.5 7,463.8
S4 7,295.5 7,330.5 7,448.2
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,566.8 8,340.7 7,620.8
R3 8,226.3 8,000.2 7,527.1
R2 7,885.8 7,885.8 7,495.9
R1 7,659.7 7,659.7 7,464.7 7,602.5
PP 7,545.3 7,545.3 7,545.3 7,516.8
S1 7,319.2 7,319.2 7,402.3 7,262.0
S2 7,204.8 7,204.8 7,371.1
S3 6,864.3 6,978.7 7,339.9
S4 6,523.8 6,638.2 7,246.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,667.0 7,376.0 291.0 3.9% 119.6 1.6% 36% False False 190,708
10 7,771.5 7,376.0 395.5 5.3% 122.5 1.6% 26% False False 172,409
20 7,771.5 7,220.5 551.0 7.4% 127.5 1.7% 47% False False 147,400
40 8,064.0 7,220.5 843.5 11.3% 145.5 1.9% 31% False False 201,191
60 8,215.0 7,220.5 994.5 13.3% 134.2 1.8% 26% False False 191,787
80 8,217.0 7,220.5 996.5 13.3% 132.4 1.8% 26% False False 160,529
100 8,217.0 7,220.5 996.5 13.3% 122.5 1.6% 26% False False 128,524
120 8,217.0 6,920.0 1,297.0 17.3% 114.7 1.5% 43% False False 107,194
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35.4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7,730.8
2.618 7,637.7
1.618 7,580.7
1.000 7,545.5
0.618 7,523.7
HIGH 7,488.5
0.618 7,466.7
0.500 7,460.0
0.382 7,453.3
LOW 7,431.5
0.618 7,396.3
1.000 7,374.5
1.618 7,339.3
2.618 7,282.3
4.250 7,189.3
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 7,473.0 7,466.7
PP 7,466.5 7,453.8
S1 7,460.0 7,441.0

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

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