DAX Index Future March 2008


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 8,375.0 8,335.0 -40.0 -0.5% 8,344.5
High 8,390.0 8,362.0 -28.0 -0.3% 8,390.0
Low 8,311.0 8,318.5 7.5 0.1% 8,060.0
Close 8,338.0 8,348.5 10.5 0.1% 8,338.0
Range 79.0 43.5 -35.5 -44.9% 330.0
ATR 122.4 116.7 -5.6 -4.6% 0.0
Volume 105 52 -53 -50.5% 782
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,473.5 8,454.5 8,372.4
R3 8,430.0 8,411.0 8,360.5
R2 8,386.5 8,386.5 8,356.5
R1 8,367.5 8,367.5 8,352.5 8,377.0
PP 8,343.0 8,343.0 8,343.0 8,347.8
S1 8,324.0 8,324.0 8,344.5 8,333.5
S2 8,299.5 8,299.5 8,340.5
S3 8,256.0 8,280.5 8,336.5
S4 8,212.5 8,237.0 8,324.6
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 9,252.7 9,125.3 8,519.5
R3 8,922.7 8,795.3 8,428.8
R2 8,592.7 8,592.7 8,398.5
R1 8,465.3 8,465.3 8,368.3 8,364.0
PP 8,262.7 8,262.7 8,262.7 8,212.0
S1 8,135.3 8,135.3 8,307.8 8,034.0
S2 7,932.7 7,932.7 8,277.5
S3 7,602.7 7,805.3 8,247.3
S4 7,272.7 7,475.3 8,156.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,390.0 8,060.0 330.0 4.0% 132.2 1.6% 87% False False 118
10 8,390.0 8,060.0 330.0 4.0% 106.3 1.3% 87% False False 121
20 8,397.0 8,030.0 367.0 4.4% 95.4 1.1% 87% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,546.9
2.618 8,475.9
1.618 8,432.4
1.000 8,405.5
0.618 8,388.9
HIGH 8,362.0
0.618 8,345.4
0.500 8,340.3
0.382 8,335.1
LOW 8,318.5
0.618 8,291.6
1.000 8,275.0
1.618 8,248.1
2.618 8,204.6
4.250 8,133.6
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 8,345.8 8,324.8
PP 8,343.0 8,301.2
S1 8,340.3 8,277.5

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

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