DAX Index Future June 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 6,956.0 6,930.0 -26.0 -0.4% 6,706.0
High 6,961.0 6,944.0 -17.0 -0.2% 6,964.5
Low 6,858.5 6,895.0 36.5 0.5% 6,688.5
Close 6,885.5 6,910.5 25.0 0.4% 6,956.5
Range 102.5 49.0 -53.5 -52.2% 276.0
ATR 112.2 108.3 -3.8 -3.4% 0.0
Volume 192,003 176,341 -15,662 -8.2% 907,824
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,063.5 7,036.0 6,937.5
R3 7,014.5 6,987.0 6,924.0
R2 6,965.5 6,965.5 6,919.5
R1 6,938.0 6,938.0 6,915.0 6,927.3
PP 6,916.5 6,916.5 6,916.5 6,911.1
S1 6,889.0 6,889.0 6,906.0 6,878.3
S2 6,867.5 6,867.5 6,901.5
S3 6,818.5 6,840.0 6,897.0
S4 6,769.5 6,791.0 6,883.6
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 6,745.0 219.5 3.2% 87.5 1.3% 75% False False 187,577
10 6,964.5 6,483.0 481.5 7.0% 87.8 1.3% 89% False False 173,848
20 6,964.5 6,483.0 481.5 7.0% 102.9 1.5% 89% False False 100,097
40 7,120.0 6,483.0 637.0 9.2% 83.3 1.2% 67% False False 50,777
60 7,120.0 6,483.0 637.0 9.2% 79.4 1.1% 67% False False 34,128
80 7,120.0 6,331.0 789.0 11.4% 75.6 1.1% 73% False False 26,285
100 7,120.0 6,331.0 789.0 11.4% 72.2 1.0% 73% False False 21,239
120 7,120.0 6,209.5 910.5 13.2% 68.5 1.0% 77% False False 17,764
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.4
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 7,152.3
2.618 7,072.3
1.618 7,023.3
1.000 6,993.0
0.618 6,974.3
HIGH 6,944.0
0.618 6,925.3
0.500 6,919.5
0.382 6,913.7
LOW 6,895.0
0.618 6,864.7
1.000 6,846.0
1.618 6,815.7
2.618 6,766.7
4.250 6,686.8
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 6,919.5 6,911.5
PP 6,916.5 6,911.2
S1 6,913.5 6,910.8

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

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