DAX Index Future June 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 6,693.5 6,710.5 17.0 0.3% 6,738.0
High 6,702.0 6,808.0 106.0 1.6% 6,818.0
Low 6,640.0 6,683.0 43.0 0.6% 6,696.0
Close 6,676.5 6,800.5 124.0 1.9% 6,699.5
Range 62.0 125.0 63.0 101.6% 122.0
ATR 69.2 73.7 4.4 6.4% 0.0
Volume 760 2,891 2,131 280.4% 3,205
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 7,138.8 7,094.7 6,869.3
R3 7,013.8 6,969.7 6,834.9
R2 6,888.8 6,888.8 6,823.4
R1 6,844.7 6,844.7 6,812.0 6,866.8
PP 6,763.8 6,763.8 6,763.8 6,774.9
S1 6,719.7 6,719.7 6,789.0 6,741.8
S2 6,638.8 6,638.8 6,777.6
S3 6,513.8 6,594.7 6,766.1
S4 6,388.8 6,469.7 6,731.8
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 7,103.8 7,023.7 6,766.6
R3 6,981.8 6,901.7 6,733.1
R2 6,859.8 6,859.8 6,721.9
R1 6,779.7 6,779.7 6,710.7 6,758.8
PP 6,737.8 6,737.8 6,737.8 6,727.4
S1 6,657.7 6,657.7 6,688.3 6,636.8
S2 6,615.8 6,615.8 6,677.1
S3 6,493.8 6,535.7 6,666.0
S4 6,371.8 6,413.7 6,632.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,808.0 6,640.0 168.0 2.5% 82.0 1.2% 96% True False 1,155
10 6,818.0 6,640.0 178.0 2.6% 65.5 1.0% 90% False False 915
20 6,818.0 6,574.5 243.5 3.6% 61.8 0.9% 93% False False 2,623
40 6,818.0 6,331.0 487.0 7.2% 66.1 1.0% 96% False False 2,021
60 6,818.0 6,260.0 558.0 8.2% 61.6 0.9% 97% False False 1,475
80 6,818.0 6,016.0 802.0 11.8% 59.0 0.9% 98% False False 1,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.8
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 7,339.3
2.618 7,135.3
1.618 7,010.3
1.000 6,933.0
0.618 6,885.3
HIGH 6,808.0
0.618 6,760.3
0.500 6,745.5
0.382 6,730.8
LOW 6,683.0
0.618 6,605.8
1.000 6,558.0
1.618 6,480.8
2.618 6,355.8
4.250 6,151.8
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 6,782.2 6,775.0
PP 6,763.8 6,749.5
S1 6,745.5 6,724.0

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

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