DAX Index Future December 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
03-Sep-2007 04-Sep-2007 Change Change % Previous Week
Open 7,766.5 7,740.0 -26.5 -0.3% 7,655.0
High 7,779.5 7,858.0 78.5 1.0% 7,788.0
Low 7,741.0 7,703.5 -37.5 -0.5% 7,460.0
Close 7,750.0 7,820.0 70.0 0.9% 7,738.0
Range 38.5 154.5 116.0 301.3% 328.0
ATR 135.3 136.7 1.4 1.0% 0.0
Volume 393 1,786 1,393 354.5% 5,240
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,257.3 8,193.2 7,905.0
R3 8,102.8 8,038.7 7,862.5
R2 7,948.3 7,948.3 7,848.3
R1 7,884.2 7,884.2 7,834.2 7,916.3
PP 7,793.8 7,793.8 7,793.8 7,809.9
S1 7,729.7 7,729.7 7,805.8 7,761.8
S2 7,639.3 7,639.3 7,791.7
S3 7,484.8 7,575.2 7,777.5
S4 7,330.3 7,420.7 7,735.0
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,646.0 8,520.0 7,918.4
R3 8,318.0 8,192.0 7,828.2
R2 7,990.0 7,990.0 7,798.1
R1 7,864.0 7,864.0 7,768.1 7,927.0
PP 7,662.0 7,662.0 7,662.0 7,693.5
S1 7,536.0 7,536.0 7,707.9 7,599.0
S2 7,334.0 7,334.0 7,677.9
S3 7,006.0 7,208.0 7,647.8
S4 6,678.0 6,880.0 7,557.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,858.0 7,460.0 398.0 5.1% 121.2 1.5% 90% True False 1,324
10 7,858.0 7,460.0 398.0 5.1% 112.3 1.4% 90% True False 1,134
20 7,858.0 7,307.0 551.0 7.0% 128.1 1.6% 93% True False 1,081
40 8,300.0 7,307.0 993.0 12.7% 136.7 1.7% 52% False False 823
60 8,300.0 7,307.0 993.0 12.7% 128.9 1.6% 52% False False 782
80 8,300.0 7,307.0 993.0 12.7% 116.4 1.5% 52% False False 769
100 8,300.0 7,307.0 993.0 12.7% 103.4 1.3% 52% False False 649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,514.6
2.618 8,262.5
1.618 8,108.0
1.000 8,012.5
0.618 7,953.5
HIGH 7,858.0
0.618 7,799.0
0.500 7,780.8
0.382 7,762.5
LOW 7,703.5
0.618 7,608.0
1.000 7,549.0
1.618 7,453.5
2.618 7,299.0
4.250 7,046.9
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 7,806.9 7,797.5
PP 7,793.8 7,775.0
S1 7,780.8 7,752.5

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

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