DAX Index Future September 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 7,496.5 7,465.0 -31.5 -0.4% 7,429.5
High 7,537.0 7,700.0 163.0 2.2% 7,553.0
Low 7,437.5 7,445.5 8.0 0.1% 7,376.0
Close 7,495.5 7,581.5 86.0 1.1% 7,506.0
Range 99.5 254.5 155.0 155.8% 177.0
ATR 131.8 140.6 8.8 6.7% 0.0
Volume 207,161 304,571 97,410 47.0% 825,012
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,339.2 8,214.8 7,721.5
R3 8,084.7 7,960.3 7,651.5
R2 7,830.2 7,830.2 7,628.2
R1 7,705.8 7,705.8 7,604.8 7,768.0
PP 7,575.7 7,575.7 7,575.7 7,606.8
S1 7,451.3 7,451.3 7,558.2 7,513.5
S2 7,321.2 7,321.2 7,534.8
S3 7,066.7 7,196.8 7,511.5
S4 6,812.2 6,942.3 7,441.5
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 7,700.0 7,431.5 268.5 3.5% 121.5 1.6% 56% True False 194,199
10 7,734.5 7,376.0 358.5 4.7% 129.0 1.7% 57% False False 197,435
20 7,771.5 7,373.0 398.5 5.3% 126.2 1.7% 52% False False 169,121
40 7,837.0 7,220.5 616.5 8.1% 143.8 1.9% 59% False False 202,321
60 8,215.0 7,220.5 994.5 13.1% 134.5 1.8% 36% False False 190,010
80 8,217.0 7,220.5 996.5 13.1% 134.9 1.8% 36% False False 170,852
100 8,217.0 7,220.5 996.5 13.1% 124.9 1.6% 36% False False 136,791
120 8,217.0 6,978.0 1,239.0 16.3% 116.9 1.5% 49% False False 114,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.4
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 8,781.6
2.618 8,366.3
1.618 8,111.8
1.000 7,954.5
0.618 7,857.3
HIGH 7,700.0
0.618 7,602.8
0.500 7,572.8
0.382 7,542.7
LOW 7,445.5
0.618 7,288.2
1.000 7,191.0
1.618 7,033.7
2.618 6,779.2
4.250 6,363.9
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 7,578.6 7,577.3
PP 7,575.7 7,573.0
S1 7,572.8 7,568.8

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

View Archives - Comment on this page... - Back to Index of Symbols