DAX Index Future June 2007

Trading Metrics calculated at close of trading on 21-Dec-2006

Day Change Summary
	Previous	Current
	20-Dec-2006	21-Dec-2006	Change	Change %	Previous Week
Open	6,720.0	6,690.0	-30.0	-0.4%	6,571.5
High	6,728.5	6,714.5	-14.0	-0.2%	6,729.0
Low	6,683.5	6,665.0	-18.5	-0.3%	6,571.5
Close	6,710.5	6,695.5	-15.0	-0.2%	6,716.5
Range	45.0	49.5	4.5	10.0%	157.5
ATR	65.4	64.3	-1.1	-1.7%	0.0
Volume	1,379	1,900	521	37.8%	32,084

Daily Pivots for day following 21-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	6,840.2	6,817.3	6,722.7
R3	6,790.7	6,767.8	6,709.1
R2	6,741.2	6,741.2	6,704.6
R1	6,718.3	6,718.3	6,700.0	6,729.8
PP	6,691.7	6,691.7	6,691.7	6,697.4
S1	6,668.8	6,668.8	6,691.0	6,680.3
S2	6,642.2	6,642.2	6,686.4
S3	6,592.7	6,619.3	6,681.9
S4	6,543.2	6,569.8	6,668.3

Weekly Pivots for week ending 15-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	7,144.8	7,088.2	6,803.1
R3	6,987.3	6,930.7	6,759.8
R2	6,829.8	6,829.8	6,745.4
R1	6,773.2	6,773.2	6,730.9	6,801.5
PP	6,672.3	6,672.3	6,672.3	6,686.5
S1	6,615.7	6,615.7	6,702.1	6,644.0
S2	6,514.8	6,514.8	6,687.6
S3	6,357.3	6,458.2	6,673.2
S4	6,199.8	6,300.7	6,629.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,739.5	6,650.5	89.0	1.3%	47.3	0.7%	51%	False	False	3,214
10	6,739.5	6,482.0	257.5	3.8%	52.2	0.8%	83%	False	False	4,665
20	6,739.5	6,331.0	408.5	6.1%	72.6	1.1%	89%	False	False	2,860
40	6,739.5	6,331.0	408.5	6.1%	61.8	0.9%	89%	False	False	1,866
60	6,739.5	6,107.5	632.0	9.4%	57.3	0.9%	93%	False	False	1,357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,924.9
2.618	6,844.1
1.618	6,794.6
1.000	6,764.0
0.618	6,745.1
HIGH	6,714.5
0.618	6,695.6
0.500	6,689.8
0.382	6,683.9
LOW	6,665.0
0.618	6,634.4
1.000	6,615.5
1.618	6,584.9
2.618	6,535.4
4.250	6,454.6

Fisher Pivots for day following 21-Dec-2006
Pivot	1 day	3 day
R1	6,693.6	6,693.5
PP	6,691.7	6,691.5
S1	6,689.8	6,689.5

Download as Excel Spreadsheet

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

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