DAX Index Future September 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 7,515.5 7,515.5 0.0 0.0% 7,453.0
High 7,591.5 7,591.5 0.0 0.0% 7,627.0
Low 7,483.5 7,483.5 0.0 0.0% 7,375.0
Close 7,526.0 7,526.0 0.0 0.0% 7,526.0
Range 108.0 108.0 0.0 0.0% 252.0
ATR 155.4 152.1 -3.4 -2.2% 0.0
Volume 139,688 0 -139,688 -100.0% 876,047
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,857.7 7,799.8 7,585.4
R3 7,749.7 7,691.8 7,555.7
R2 7,641.7 7,641.7 7,545.8
R1 7,583.8 7,583.8 7,535.9 7,612.8
PP 7,533.7 7,533.7 7,533.7 7,548.1
S1 7,475.8 7,475.8 7,516.1 7,504.8
S2 7,425.7 7,425.7 7,506.2
S3 7,317.7 7,367.8 7,496.3
S4 7,209.7 7,259.8 7,466.6
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,265.3 8,147.7 7,664.6
R3 8,013.3 7,895.7 7,595.3
R2 7,761.3 7,761.3 7,572.2
R1 7,643.7 7,643.7 7,549.1 7,702.5
PP 7,509.3 7,509.3 7,509.3 7,538.8
S1 7,391.7 7,391.7 7,502.9 7,450.5
S2 7,257.3 7,257.3 7,479.8
S3 7,005.3 7,139.7 7,456.7
S4 6,753.3 6,887.7 7,387.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,627.0 7,375.0 252.0 3.3% 118.2 1.6% 60% False False 141,111
10 7,627.0 7,220.5 406.5 5.4% 132.2 1.8% 75% False False 135,885
20 7,678.0 7,220.5 457.5 6.1% 142.9 1.9% 67% False False 191,680
40 8,215.0 7,220.5 994.5 13.2% 139.7 1.9% 31% False False 194,541
60 8,217.0 7,220.5 996.5 13.2% 138.9 1.8% 31% False False 178,944
80 8,217.0 7,220.5 996.5 13.2% 127.4 1.7% 31% False False 134,711
100 8,217.0 7,170.0 1,047.0 13.9% 116.7 1.6% 34% False False 107,880
120 8,217.0 6,554.0 1,663.0 22.1% 111.3 1.5% 58% False False 90,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 36.3
Fibonacci Retracements and Extensions
4.250 8,050.5
2.618 7,874.2
1.618 7,766.2
1.000 7,699.5
0.618 7,658.2
HIGH 7,591.5
0.618 7,550.2
0.500 7,537.5
0.382 7,524.8
LOW 7,483.5
0.618 7,416.8
1.000 7,375.5
1.618 7,308.8
2.618 7,200.8
4.250 7,024.5
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 7,537.5 7,555.3
PP 7,533.7 7,545.5
S1 7,529.8 7,535.8

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

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