DAX Index Future September 2007


Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 7,718.0 7,716.0 -2.0 0.0% 7,496.5
High 7,753.0 7,831.8 78.8 1.0% 7,831.8
Low 7,696.5 7,709.0 12.5 0.2% 7,437.5
Close 7,739.0 7,831.8 92.8 1.2% 7,831.8
Range 56.5 122.8 66.3 117.3% 394.3
ATR 138.3 137.2 -1.1 -0.8% 0.0
Volume 194,638 48,364 -146,274 -75.2% 1,063,619
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,159.3 8,118.3 7,899.3
R3 8,036.5 7,995.5 7,865.6
R2 7,913.7 7,913.7 7,854.3
R1 7,872.7 7,872.7 7,843.1 7,893.2
PP 7,790.9 7,790.9 7,790.9 7,801.1
S1 7,749.9 7,749.9 7,820.5 7,770.4
S2 7,668.1 7,668.1 7,809.3
S3 7,545.3 7,627.1 7,798.0
S4 7,422.5 7,504.3 7,764.3
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,883.3 8,751.8 8,048.7
R3 8,489.0 8,357.5 7,940.2
R2 8,094.7 8,094.7 7,904.1
R1 7,963.2 7,963.2 7,867.9 8,029.0
PP 7,700.4 7,700.4 7,700.4 7,733.2
S1 7,568.9 7,568.9 7,795.7 7,634.7
S2 7,306.1 7,306.1 7,759.5
S3 6,911.8 7,174.6 7,723.4
S4 6,517.5 6,780.3 7,614.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,831.8 7,437.5 394.3 5.0% 121.7 1.6% 100% True False 212,723
10 7,831.8 7,376.0 455.8 5.8% 104.6 1.3% 100% True False 188,863
20 7,831.8 7,373.0 458.8 5.9% 121.0 1.5% 100% True False 172,631
40 7,831.8 7,220.5 611.3 7.8% 133.7 1.7% 100% True False 188,770
60 8,215.0 7,220.5 994.5 12.7% 132.9 1.7% 61% False False 189,776
80 8,217.0 7,220.5 996.5 12.7% 134.0 1.7% 61% False False 177,442
100 8,217.0 7,220.5 996.5 12.7% 125.6 1.6% 61% False False 142,297
120 8,217.0 7,104.0 1,113.0 14.2% 117.2 1.5% 65% False False 118,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 24.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,353.7
2.618 8,153.3
1.618 8,030.5
1.000 7,954.6
0.618 7,907.7
HIGH 7,831.8
0.618 7,784.9
0.500 7,770.4
0.382 7,755.9
LOW 7,709.0
0.618 7,633.1
1.000 7,586.2
1.618 7,510.3
2.618 7,387.5
4.250 7,187.1
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 7,811.3 7,809.3
PP 7,790.9 7,786.7
S1 7,770.4 7,764.2

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

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