DAX Index Future June 2007


Trading Metrics calculated at close of trading on 20-Mar-2007
Day Change Summary
Previous Current
19-Mar-2007 20-Mar-2007 Change Change % Previous Week
Open 6,706.0 6,732.5 26.5 0.4% 6,807.0
High 6,738.5 6,765.0 26.5 0.4% 6,820.0
Low 6,688.5 6,692.5 4.0 0.1% 6,483.0
Close 6,728.5 6,760.5 32.0 0.5% 6,638.0
Range 50.0 72.5 22.5 45.0% 337.0
ATR 112.6 109.8 -2.9 -2.5% 0.0
Volume 159,110 179,170 20,060 12.6% 687,284
Daily Pivots for day following 20-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,956.8 6,931.2 6,800.4
R3 6,884.3 6,858.7 6,780.4
R2 6,811.8 6,811.8 6,773.8
R1 6,786.2 6,786.2 6,767.1 6,799.0
PP 6,739.3 6,739.3 6,739.3 6,745.8
S1 6,713.7 6,713.7 6,753.9 6,726.5
S2 6,666.8 6,666.8 6,747.2
S3 6,594.3 6,641.2 6,740.6
S4 6,521.8 6,568.7 6,720.6
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,658.0 7,485.0 6,823.4
R3 7,321.0 7,148.0 6,730.7
R2 6,984.0 6,984.0 6,699.8
R1 6,811.0 6,811.0 6,668.9 6,729.0
PP 6,647.0 6,647.0 6,647.0 6,606.0
S1 6,474.0 6,474.0 6,607.1 6,392.0
S2 6,310.0 6,310.0 6,576.2
S3 5,973.0 6,137.0 6,545.3
S4 5,636.0 5,800.0 6,452.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,765.0 6,483.0 282.0 4.2% 88.1 1.3% 98% True False 160,118
10 6,820.0 6,483.0 337.0 5.0% 92.1 1.4% 82% False False 104,990
20 7,120.0 6,483.0 637.0 9.4% 109.7 1.6% 44% False False 54,059
40 7,120.0 6,483.0 637.0 9.4% 81.7 1.2% 44% False False 27,397
60 7,120.0 6,483.0 637.0 9.4% 77.1 1.1% 44% False False 18,563
80 7,120.0 6,331.0 789.0 11.7% 75.9 1.1% 54% False False 14,637
100 7,120.0 6,331.0 789.0 11.7% 70.9 1.0% 54% False False 11,884
120 7,120.0 6,107.5 1,012.5 15.0% 67.2 1.0% 64% False False 9,960
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,073.1
2.618 6,954.8
1.618 6,882.3
1.000 6,837.5
0.618 6,809.8
HIGH 6,765.0
0.618 6,737.3
0.500 6,728.8
0.382 6,720.2
LOW 6,692.5
0.618 6,647.7
1.000 6,620.0
1.618 6,575.2
2.618 6,502.7
4.250 6,384.4
Fisher Pivots for day following 20-Mar-2007
Pivot 1 day 3 day
R1 6,749.9 6,732.1
PP 6,739.3 6,703.7
S1 6,728.8 6,675.3

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

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