DAX Index Future December 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 7,795.5 7,874.5 79.0 1.0% 7,589.0
High 7,895.0 7,882.0 -13.0 -0.2% 7,895.0
Low 7,792.5 7,839.0 46.5 0.6% 7,523.0
Close 7,883.0 7,872.5 -10.5 -0.1% 7,883.0
Range 102.5 43.0 -59.5 -58.0% 372.0
ATR 131.4 125.2 -6.2 -4.8% 0.0
Volume 192,167 107,791 -84,376 -43.9% 516,637
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,993.5 7,976.0 7,896.2
R3 7,950.5 7,933.0 7,884.3
R2 7,907.5 7,907.5 7,880.4
R1 7,890.0 7,890.0 7,876.4 7,877.3
PP 7,864.5 7,864.5 7,864.5 7,858.1
S1 7,847.0 7,847.0 7,868.6 7,834.3
S2 7,821.5 7,821.5 7,864.6
S3 7,778.5 7,804.0 7,860.7
S4 7,735.5 7,761.0 7,848.9
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,883.0 8,755.0 8,087.6
R3 8,511.0 8,383.0 7,985.3
R2 8,139.0 8,139.0 7,951.2
R1 8,011.0 8,011.0 7,917.1 8,075.0
PP 7,767.0 7,767.0 7,767.0 7,799.0
S1 7,639.0 7,639.0 7,848.9 7,703.0
S2 7,395.0 7,395.0 7,814.8
S3 7,023.0 7,267.0 7,780.7
S4 6,651.0 6,895.0 7,678.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,895.0 7,533.5 361.5 4.6% 105.8 1.3% 94% False False 115,683
10 7,895.0 7,510.0 385.0 4.9% 95.8 1.2% 94% False False 64,945
20 7,895.0 7,460.0 435.0 5.5% 113.0 1.4% 95% False False 33,142
40 7,895.0 7,307.0 588.0 7.5% 124.3 1.6% 96% False False 16,997
60 8,300.0 7,307.0 993.0 12.6% 128.0 1.6% 57% False False 11,516
80 8,300.0 7,307.0 993.0 12.6% 126.6 1.6% 57% False False 8,909
100 8,300.0 7,307.0 993.0 12.6% 113.0 1.4% 57% False False 7,193
120 8,300.0 7,276.0 1,024.0 13.0% 101.1 1.3% 58% False False 6,011
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.1
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 8,064.8
2.618 7,994.6
1.618 7,951.6
1.000 7,925.0
0.618 7,908.6
HIGH 7,882.0
0.618 7,865.6
0.500 7,860.5
0.382 7,855.4
LOW 7,839.0
0.618 7,812.4
1.000 7,796.0
1.618 7,769.4
2.618 7,726.4
4.250 7,656.3
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 7,868.5 7,861.3
PP 7,864.5 7,850.2
S1 7,860.5 7,839.0

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

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