DAX Index Future December 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 7,602.0 7,655.0 53.0 0.7% 7,528.0
High 7,669.0 7,655.0 -14.0 -0.2% 7,703.0
Low 7,580.5 7,580.0 -0.5 0.0% 7,459.0
Close 7,611.5 7,590.5 -21.0 -0.3% 7,611.5
Range 88.5 75.0 -13.5 -15.3% 244.0
ATR 148.5 143.2 -5.2 -3.5% 0.0
Volume 455 268 -187 -41.1% 7,631
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,833.5 7,787.0 7,631.8
R3 7,758.5 7,712.0 7,611.1
R2 7,683.5 7,683.5 7,604.3
R1 7,637.0 7,637.0 7,597.4 7,622.8
PP 7,608.5 7,608.5 7,608.5 7,601.4
S1 7,562.0 7,562.0 7,583.6 7,547.8
S2 7,533.5 7,533.5 7,576.8
S3 7,458.5 7,487.0 7,569.9
S4 7,383.5 7,412.0 7,549.3
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,323.2 8,211.3 7,745.7
R3 8,079.2 7,967.3 7,678.6
R2 7,835.2 7,835.2 7,656.2
R1 7,723.3 7,723.3 7,633.9 7,779.3
PP 7,591.2 7,591.2 7,591.2 7,619.1
S1 7,479.3 7,479.3 7,589.1 7,535.3
S2 7,347.2 7,347.2 7,566.8
S3 7,103.2 7,235.3 7,544.4
S4 6,859.2 6,991.3 7,477.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,703.0 7,459.0 244.0 3.2% 101.5 1.3% 54% False False 1,069
10 7,703.0 7,307.0 396.0 5.2% 133.1 1.8% 72% False False 1,171
20 7,750.0 7,307.0 443.0 5.8% 135.6 1.8% 64% False False 852
40 8,300.0 7,307.0 993.0 13.1% 135.5 1.8% 29% False False 703
60 8,300.0 7,307.0 993.0 13.1% 131.2 1.7% 29% False False 832
80 8,300.0 7,307.0 993.0 13.1% 113.0 1.5% 29% False False 705
100 8,300.0 7,276.0 1,024.0 13.5% 98.7 1.3% 31% False False 585
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.9
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 7,973.8
2.618 7,851.4
1.618 7,776.4
1.000 7,730.0
0.618 7,701.4
HIGH 7,655.0
0.618 7,626.4
0.500 7,617.5
0.382 7,608.7
LOW 7,580.0
0.618 7,533.7
1.000 7,505.0
1.618 7,458.7
2.618 7,383.7
4.250 7,261.3
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 7,617.5 7,641.5
PP 7,608.5 7,624.5
S1 7,599.5 7,607.5

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

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