DAX Index Future September 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 7,461.0 7,515.5 54.5 0.7% 7,429.5
High 7,553.0 7,528.0 -25.0 -0.3% 7,553.0
Low 7,436.5 7,448.0 11.5 0.2% 7,376.0
Close 7,551.5 7,506.0 -45.5 -0.6% 7,506.0
Range 116.5 80.0 -36.5 -31.3% 177.0
ATR 136.6 134.3 -2.4 -1.7% 0.0
Volume 157,652 159,400 1,748 1.1% 825,012
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,734.0 7,700.0 7,550.0
R3 7,654.0 7,620.0 7,528.0
R2 7,574.0 7,574.0 7,520.7
R1 7,540.0 7,540.0 7,513.3 7,517.0
PP 7,494.0 7,494.0 7,494.0 7,482.5
S1 7,460.0 7,460.0 7,498.7 7,437.0
S2 7,414.0 7,414.0 7,491.3
S3 7,334.0 7,380.0 7,484.0
S4 7,254.0 7,300.0 7,462.0
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,009.3 7,934.7 7,603.4
R3 7,832.3 7,757.7 7,554.7
R2 7,655.3 7,655.3 7,538.5
R1 7,580.7 7,580.7 7,522.2 7,618.0
PP 7,478.3 7,478.3 7,478.3 7,497.0
S1 7,403.7 7,403.7 7,489.8 7,441.0
S2 7,301.3 7,301.3 7,473.6
S3 7,124.3 7,226.7 7,457.3
S4 6,947.3 7,049.7 7,408.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,553.0 7,376.0 177.0 2.4% 87.6 1.2% 73% False False 165,002
10 7,771.5 7,376.0 395.5 5.3% 114.4 1.5% 33% False False 166,787
20 7,771.5 7,373.0 398.5 5.3% 119.0 1.6% 33% False False 163,252
40 7,999.5 7,220.5 779.0 10.4% 144.0 1.9% 37% False False 199,621
60 8,215.0 7,220.5 994.5 13.2% 132.5 1.8% 29% False False 189,303
80 8,217.0 7,220.5 996.5 13.3% 132.2 1.8% 29% False False 164,466
100 8,217.0 7,220.5 996.5 13.3% 122.5 1.6% 29% False False 131,684
120 8,217.0 6,920.0 1,297.0 17.3% 114.9 1.5% 45% False False 109,830
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,868.0
2.618 7,737.4
1.618 7,657.4
1.000 7,608.0
0.618 7,577.4
HIGH 7,528.0
0.618 7,497.4
0.500 7,488.0
0.382 7,478.6
LOW 7,448.0
0.618 7,398.6
1.000 7,368.0
1.618 7,318.6
2.618 7,238.6
4.250 7,108.0
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 7,500.0 7,501.4
PP 7,494.0 7,496.8
S1 7,488.0 7,492.3

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

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