DAX Index Future March 2008


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 7,680.0 7,648.0 -32.0 -0.4% 7,642.5
High 7,691.5 7,703.0 11.5 0.1% 7,719.5
Low 7,616.0 7,610.0 -6.0 -0.1% 7,569.5
Close 7,673.0 7,663.0 -10.0 -0.1% 7,673.0
Range 75.5 93.0 17.5 23.2% 150.0
ATR 111.2 109.9 -1.3 -1.2% 0.0
Volume 408 2,333 1,925 471.8% 952
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,937.7 7,893.3 7,714.2
R3 7,844.7 7,800.3 7,688.6
R2 7,751.7 7,751.7 7,680.1
R1 7,707.3 7,707.3 7,671.5 7,729.5
PP 7,658.7 7,658.7 7,658.7 7,669.8
S1 7,614.3 7,614.3 7,654.5 7,636.5
S2 7,565.7 7,565.7 7,646.0
S3 7,472.7 7,521.3 7,637.4
S4 7,379.7 7,428.3 7,611.9
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,104.0 8,038.5 7,755.5
R3 7,954.0 7,888.5 7,714.3
R2 7,804.0 7,804.0 7,700.5
R1 7,738.5 7,738.5 7,686.8 7,771.3
PP 7,654.0 7,654.0 7,654.0 7,670.4
S1 7,588.5 7,588.5 7,659.3 7,621.3
S2 7,504.0 7,504.0 7,645.5
S3 7,354.0 7,438.5 7,631.8
S4 7,204.0 7,288.5 7,590.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,719.5 7,610.0 109.5 1.4% 70.6 0.9% 48% False True 632
10 7,945.0 7,569.5 375.5 4.9% 98.9 1.3% 25% False False 424
20 7,945.0 7,539.0 406.0 5.3% 94.8 1.2% 31% False False 252
40 8,155.5 7,398.0 757.5 9.9% 104.9 1.4% 35% False False 204
60 8,390.0 7,398.0 992.0 12.9% 103.1 1.3% 27% False False 178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,098.3
2.618 7,946.5
1.618 7,853.5
1.000 7,796.0
0.618 7,760.5
HIGH 7,703.0
0.618 7,667.5
0.500 7,656.5
0.382 7,645.5
LOW 7,610.0
0.618 7,552.5
1.000 7,517.0
1.618 7,459.5
2.618 7,366.5
4.250 7,214.8
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 7,660.8 7,664.8
PP 7,658.7 7,664.2
S1 7,656.5 7,663.6

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

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