DAX Index Future June 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 6,580.0 6,621.5 41.5 0.6% 6,543.5
High 6,620.0 6,658.0 38.0 0.6% 6,812.0
Low 6,483.0 6,567.0 84.0 1.3% 6,501.0
Close 6,519.5 6,632.5 113.0 1.7% 6,778.5
Range 137.0 91.0 -46.0 -33.6% 311.0
ATR 113.6 115.4 1.8 1.6% 0.0
Volume 108,463 117,308 8,845 8.2% 32,630
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,892.2 6,853.3 6,682.6
R3 6,801.2 6,762.3 6,657.5
R2 6,710.2 6,710.2 6,649.2
R1 6,671.3 6,671.3 6,640.8 6,690.8
PP 6,619.2 6,619.2 6,619.2 6,628.9
S1 6,580.3 6,580.3 6,624.2 6,599.8
S2 6,528.2 6,528.2 6,615.8
S3 6,437.2 6,489.3 6,607.5
S4 6,346.2 6,398.3 6,582.5
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,630.2 7,515.3 6,949.6
R3 7,319.2 7,204.3 6,864.0
R2 7,008.2 7,008.2 6,835.5
R1 6,893.3 6,893.3 6,807.0 6,950.8
PP 6,697.2 6,697.2 6,697.2 6,725.9
S1 6,582.3 6,582.3 6,750.0 6,639.8
S2 6,386.2 6,386.2 6,721.5
S3 6,075.2 6,271.3 6,693.0
S4 5,764.2 5,960.3 6,607.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,820.0 6,483.0 337.0 5.1% 113.9 1.7% 44% False False 92,767
10 6,820.0 6,483.0 337.0 5.1% 110.1 1.7% 44% False False 48,472
20 7,120.0 6,483.0 637.0 9.6% 105.2 1.6% 23% False False 25,543
40 7,120.0 6,483.0 637.0 9.6% 83.2 1.3% 23% False False 13,077
60 7,120.0 6,483.0 637.0 9.6% 76.0 1.1% 23% False False 9,094
80 7,120.0 6,331.0 789.0 11.9% 74.4 1.1% 38% False False 7,481
100 7,120.0 6,331.0 789.0 11.9% 69.8 1.1% 38% False False 6,151
120 7,120.0 6,085.0 1,035.0 15.6% 66.3 1.0% 53% False False 5,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 30.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,044.8
2.618 6,896.2
1.618 6,805.2
1.000 6,749.0
0.618 6,714.2
HIGH 6,658.0
0.618 6,623.2
0.500 6,612.5
0.382 6,601.8
LOW 6,567.0
0.618 6,510.8
1.000 6,476.0
1.618 6,419.8
2.618 6,328.8
4.250 6,180.3
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 6,625.8 6,636.5
PP 6,619.2 6,635.2
S1 6,612.5 6,633.8

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

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