DAX Index Future June 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 6,896.0 6,901.5 5.5 0.1% 6,706.0
High 6,930.0 6,964.5 34.5 0.5% 6,964.5
Low 6,866.0 6,886.5 20.5 0.3% 6,688.5
Close 6,914.0 6,956.5 42.5 0.6% 6,956.5
Range 64.0 78.0 14.0 21.9% 276.0
ATR 115.6 112.9 -2.7 -2.3% 0.0
Volume 223,793 172,122 -51,671 -23.1% 907,824
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,169.8 7,141.2 6,999.4
R3 7,091.8 7,063.2 6,978.0
R2 7,013.8 7,013.8 6,970.8
R1 6,985.2 6,985.2 6,963.7 6,999.5
PP 6,935.8 6,935.8 6,935.8 6,943.0
S1 6,907.2 6,907.2 6,949.4 6,921.5
S2 6,857.8 6,857.8 6,942.2
S3 6,779.8 6,829.2 6,935.1
S4 6,701.8 6,751.2 6,913.6
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,697.8 7,603.2 7,108.3
R3 7,421.8 7,327.2 7,032.4
R2 7,145.8 7,145.8 7,007.1
R1 7,051.2 7,051.2 6,981.8 7,098.5
PP 6,869.8 6,869.8 6,869.8 6,893.5
S1 6,775.2 6,775.2 6,931.2 6,822.5
S2 6,593.8 6,593.8 6,905.9
S3 6,317.8 6,499.2 6,880.6
S4 6,041.8 6,223.2 6,804.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,964.5 6,688.5 276.0 4.0% 81.7 1.2% 97% True False 181,564
10 6,964.5 6,483.0 481.5 6.9% 99.0 1.4% 98% True False 159,510
20 7,120.0 6,483.0 637.0 9.2% 116.5 1.7% 74% False False 82,308
40 7,120.0 6,483.0 637.0 9.2% 82.9 1.2% 74% False False 41,593
60 7,120.0 6,483.0 637.0 9.2% 78.4 1.1% 74% False False 28,019
80 7,120.0 6,331.0 789.0 11.3% 75.9 1.1% 79% False False 21,701
100 7,120.0 6,331.0 789.0 11.3% 72.2 1.0% 79% False False 17,569
120 7,120.0 6,160.0 960.0 13.8% 68.2 1.0% 83% False False 14,701
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 21.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,296.0
2.618 7,168.7
1.618 7,090.7
1.000 7,042.5
0.618 7,012.7
HIGH 6,964.5
0.618 6,934.7
0.500 6,925.5
0.382 6,916.3
LOW 6,886.5
0.618 6,838.3
1.000 6,808.5
1.618 6,760.3
2.618 6,682.3
4.250 6,555.0
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 6,946.2 6,922.6
PP 6,935.8 6,888.7
S1 6,925.5 6,854.8

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

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