DAX Index Future September 2007


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 7,465.0 7,710.0 245.0 3.3% 7,429.5
High 7,700.0 7,776.0 76.0 1.0% 7,553.0
Low 7,445.5 7,701.0 255.5 3.4% 7,376.0
Close 7,581.5 7,756.0 174.5 2.3% 7,506.0
Range 254.5 75.0 -179.5 -70.5% 177.0
ATR 140.6 144.4 3.9 2.7% 0.0
Volume 304,571 308,885 4,314 1.4% 825,012
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,969.3 7,937.7 7,797.3
R3 7,894.3 7,862.7 7,776.6
R2 7,819.3 7,819.3 7,769.8
R1 7,787.7 7,787.7 7,762.9 7,803.5
PP 7,744.3 7,744.3 7,744.3 7,752.3
S1 7,712.7 7,712.7 7,749.1 7,728.5
S2 7,669.3 7,669.3 7,742.3
S3 7,594.3 7,637.7 7,735.4
S4 7,519.3 7,562.7 7,714.8
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 7,776.0 7,436.5 339.5 4.4% 125.1 1.6% 94% True False 227,533
10 7,776.0 7,376.0 400.0 5.2% 122.4 1.6% 95% True False 209,121
20 7,776.0 7,373.0 403.0 5.2% 124.4 1.6% 95% True False 175,254
40 7,797.0 7,220.5 576.5 7.4% 142.5 1.8% 93% False False 202,623
60 8,215.0 7,220.5 994.5 12.8% 133.8 1.7% 54% False False 191,567
80 8,217.0 7,220.5 996.5 12.8% 134.0 1.7% 54% False False 174,695
100 8,217.0 7,220.5 996.5 12.8% 124.9 1.6% 54% False False 139,877
120 8,217.0 7,015.0 1,202.0 15.5% 117.0 1.5% 62% False False 116,660
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,094.8
2.618 7,972.4
1.618 7,897.4
1.000 7,851.0
0.618 7,822.4
HIGH 7,776.0
0.618 7,747.4
0.500 7,738.5
0.382 7,729.7
LOW 7,701.0
0.618 7,654.7
1.000 7,626.0
1.618 7,579.7
2.618 7,504.7
4.250 7,382.3
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 7,750.2 7,706.3
PP 7,744.3 7,656.5
S1 7,738.5 7,606.8

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

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