DAX Index Future December 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 8,029.0 8,055.0 26.0 0.3% 8,261.5
High 8,086.0 8,071.0 -15.0 -0.2% 8,279.5
Low 7,975.0 7,828.0 -147.0 -1.8% 7,973.0
Close 8,078.5 7,951.5 -127.0 -1.6% 8,019.5
Range 111.0 243.0 132.0 118.9% 306.5
ATR 130.6 139.2 8.6 6.6% 0.0
Volume 454 780 326 71.8% 1,835
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,679.2 8,558.3 8,085.2
R3 8,436.2 8,315.3 8,018.3
R2 8,193.2 8,193.2 7,996.1
R1 8,072.3 8,072.3 7,973.8 8,011.3
PP 7,950.2 7,950.2 7,950.2 7,919.6
S1 7,829.3 7,829.3 7,929.2 7,768.3
S2 7,707.2 7,707.2 7,907.0
S3 7,464.2 7,586.3 7,884.7
S4 7,221.2 7,343.3 7,817.9
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 9,010.2 8,821.3 8,188.1
R3 8,703.7 8,514.8 8,103.8
R2 8,397.2 8,397.2 8,075.7
R1 8,208.3 8,208.3 8,047.6 8,149.5
PP 8,090.7 8,090.7 8,090.7 8,061.3
S1 7,901.8 7,901.8 7,991.4 7,843.0
S2 7,784.2 7,784.2 7,963.3
S3 7,477.7 7,595.3 7,935.2
S4 7,171.2 7,288.8 7,850.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,150.0 7,828.0 322.0 4.0% 137.8 1.7% 38% False True 503
10 8,300.0 7,828.0 472.0 5.9% 127.0 1.6% 26% False True 455
20 8,300.0 7,828.0 472.0 5.9% 116.9 1.5% 26% False True 390
40 8,300.0 7,693.5 606.5 7.6% 116.8 1.5% 43% False False 800
60 8,300.0 7,537.5 762.5 9.6% 94.3 1.2% 54% False False 589
80 8,300.0 7,089.0 1,211.0 15.2% 82.4 1.0% 71% False False 470
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 27.0
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9,103.8
2.618 8,707.2
1.618 8,464.2
1.000 8,314.0
0.618 8,221.2
HIGH 8,071.0
0.618 7,978.2
0.500 7,949.5
0.382 7,920.8
LOW 7,828.0
0.618 7,677.8
1.000 7,585.0
1.618 7,434.8
2.618 7,191.8
4.250 6,795.3
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 7,950.8 7,985.3
PP 7,950.2 7,974.0
S1 7,949.5 7,962.8

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

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