DAX Index Future June 2007


Trading Metrics calculated at close of trading on 06-Dec-2006
Day Change Summary
Previous Current
05-Dec-2006 06-Dec-2006 Change Change % Previous Week
Open 6,437.5 6,499.0 61.5 1.0% 6,537.0
High 6,509.0 6,511.5 2.5 0.0% 6,553.0
Low 6,412.0 6,470.0 58.0 0.9% 6,331.0
Close 6,499.0 6,498.0 -1.0 0.0% 6,374.5
Range 97.0 41.5 -55.5 -57.2% 222.0
ATR 74.4 72.0 -2.3 -3.2% 0.0
Volume 735 1,087 352 47.9% 4,931
Daily Pivots for day following 06-Dec-2006
Classic Woodie Camarilla DeMark
R4 6,617.7 6,599.3 6,520.8
R3 6,576.2 6,557.8 6,509.4
R2 6,534.7 6,534.7 6,505.6
R1 6,516.3 6,516.3 6,501.8 6,504.8
PP 6,493.2 6,493.2 6,493.2 6,487.4
S1 6,474.8 6,474.8 6,494.2 6,463.3
S2 6,451.7 6,451.7 6,490.4
S3 6,410.2 6,433.3 6,486.6
S4 6,368.7 6,391.8 6,475.2
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 7,085.5 6,952.0 6,496.6
R3 6,863.5 6,730.0 6,435.6
R2 6,641.5 6,641.5 6,415.2
R1 6,508.0 6,508.0 6,394.9 6,463.8
PP 6,419.5 6,419.5 6,419.5 6,397.4
S1 6,286.0 6,286.0 6,354.2 6,241.8
S2 6,197.5 6,197.5 6,333.8
S3 5,975.5 6,064.0 6,313.5
S4 5,753.5 5,842.0 6,252.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,527.5 6,331.0 196.5 3.0% 96.4 1.5% 85% False False 679
10 6,630.5 6,331.0 299.5 4.6% 86.6 1.3% 56% False False 921
20 6,633.5 6,331.0 302.5 4.7% 66.3 1.0% 55% False False 1,138
40 6,633.5 6,260.0 373.5 5.7% 58.8 0.9% 64% False False 765
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.9
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,687.9
2.618 6,620.1
1.618 6,578.6
1.000 6,553.0
0.618 6,537.1
HIGH 6,511.5
0.618 6,495.6
0.500 6,490.8
0.382 6,485.9
LOW 6,470.0
0.618 6,444.4
1.000 6,428.5
1.618 6,402.9
2.618 6,361.4
4.250 6,293.6
Fisher Pivots for day following 06-Dec-2006
Pivot 1 day 3 day
R1 6,495.6 6,476.7
PP 6,493.2 6,455.3
S1 6,490.8 6,434.0

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

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