DAX Index Future December 2007


Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary
Previous Current
25-Jun-2007 26-Jun-2007 Change Change % Previous Week
Open 8,062.0 8,036.0 -26.0 -0.3% 8,197.0
High 8,134.5 8,064.0 -70.5 -0.9% 8,300.0
Low 7,995.0 7,980.0 -15.0 -0.2% 8,041.5
Close 8,103.5 8,026.0 -77.5 -1.0% 8,112.0
Range 139.5 84.0 -55.5 -39.8% 258.5
ATR 120.1 120.4 0.2 0.2% 0.0
Volume 803 341 -462 -57.5% 1,927
Daily Pivots for day following 26-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,275.3 8,234.7 8,072.2
R3 8,191.3 8,150.7 8,049.1
R2 8,107.3 8,107.3 8,041.4
R1 8,066.7 8,066.7 8,033.7 8,045.0
PP 8,023.3 8,023.3 8,023.3 8,012.5
S1 7,982.7 7,982.7 8,018.3 7,961.0
S2 7,939.3 7,939.3 8,010.6
S3 7,855.3 7,898.7 8,002.9
S4 7,771.3 7,814.7 7,979.8
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,926.7 8,777.8 8,254.2
R3 8,668.2 8,519.3 8,183.1
R2 8,409.7 8,409.7 8,159.4
R1 8,260.8 8,260.8 8,135.7 8,206.0
PP 8,151.2 8,151.2 8,151.2 8,123.8
S1 8,002.3 8,002.3 8,088.3 7,947.5
S2 7,892.7 7,892.7 8,064.6
S3 7,634.2 7,743.8 8,040.9
S4 7,375.7 7,485.3 7,969.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,300.0 7,980.0 320.0 4.0% 129.5 1.6% 14% False True 485
10 8,300.0 7,769.0 531.0 6.6% 119.7 1.5% 48% False False 1,077
20 8,300.0 7,693.5 606.5 7.6% 116.6 1.5% 55% False False 1,211
40 8,300.0 7,537.5 762.5 9.5% 83.0 1.0% 64% False False 689
60 8,300.0 7,089.0 1,211.0 15.1% 70.9 0.9% 77% False False 497
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 24.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,421.0
2.618 8,283.9
1.618 8,199.9
1.000 8,148.0
0.618 8,115.9
HIGH 8,064.0
0.618 8,031.9
0.500 8,022.0
0.382 8,012.1
LOW 7,980.0
0.618 7,928.1
1.000 7,896.0
1.618 7,844.1
2.618 7,760.1
4.250 7,623.0
Fisher Pivots for day following 26-Jun-2007
Pivot 1 day 3 day
R1 8,024.7 8,079.8
PP 8,023.3 8,061.8
S1 8,022.0 8,043.9

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

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