DAX Index Future September 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 7,515.5 7,496.5 -19.0 -0.3% 7,429.5
High 7,528.0 7,537.0 9.0 0.1% 7,553.0
Low 7,448.0 7,437.5 -10.5 -0.1% 7,376.0
Close 7,506.0 7,495.5 -10.5 -0.1% 7,506.0
Range 80.0 99.5 19.5 24.4% 177.0
ATR 134.3 131.8 -2.5 -1.9% 0.0
Volume 159,400 207,161 47,761 30.0% 825,012
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,788.5 7,741.5 7,550.2
R3 7,689.0 7,642.0 7,522.9
R2 7,589.5 7,589.5 7,513.7
R1 7,542.5 7,542.5 7,504.6 7,516.3
PP 7,490.0 7,490.0 7,490.0 7,476.9
S1 7,443.0 7,443.0 7,486.4 7,416.8
S2 7,390.5 7,390.5 7,477.3
S3 7,291.0 7,343.5 7,468.1
S4 7,191.5 7,244.0 7,440.8
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 7,424.0 129.0 1.7% 87.0 1.2% 55% False False 164,194
10 7,771.5 7,376.0 395.5 5.3% 119.4 1.6% 30% False False 182,634
20 7,771.5 7,373.0 398.5 5.3% 119.8 1.6% 31% False False 165,086
40 7,986.0 7,220.5 765.5 10.2% 143.7 1.9% 36% False False 200,739
60 8,215.0 7,220.5 994.5 13.3% 131.8 1.8% 28% False False 188,954
80 8,217.0 7,220.5 996.5 13.3% 132.3 1.8% 28% False False 167,050
100 8,217.0 7,220.5 996.5 13.3% 123.1 1.6% 28% False False 133,749
120 8,217.0 6,920.0 1,297.0 17.3% 115.3 1.5% 44% False False 111,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,959.9
2.618 7,797.5
1.618 7,698.0
1.000 7,636.5
0.618 7,598.5
HIGH 7,537.0
0.618 7,499.0
0.500 7,487.3
0.382 7,475.5
LOW 7,437.5
0.618 7,376.0
1.000 7,338.0
1.618 7,276.5
2.618 7,177.0
4.250 7,014.6
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 7,492.8 7,495.3
PP 7,490.0 7,495.0
S1 7,487.3 7,494.8

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

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