DAX Index Future June 2007

Trading Metrics calculated at close of trading on 02-Apr-2007

Day Change Summary
	Previous	Current
	30-Mar-2007	02-Apr-2007	Change	Change %	Previous Week
Open	6,960.5	6,964.0	3.5	0.1%	6,956.0
High	7,019.5	7,021.5	2.0	0.0%	7,019.5
Low	6,937.0	6,943.5	6.5	0.1%	6,844.5
Close	6,969.0	6,990.0	21.0	0.3%	6,969.0
Range	82.5	78.0	-4.5	-5.5%	175.0
ATR	103.5	101.7	-1.8	-1.8%	0.0
Volume	206,423	150,664	-55,759	-27.0%	943,282

Daily Pivots for day following 02-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,219.0	7,182.5	7,032.9
R3	7,141.0	7,104.5	7,011.5
R2	7,063.0	7,063.0	7,004.3
R1	7,026.5	7,026.5	6,997.2	7,044.8
PP	6,985.0	6,985.0	6,985.0	6,994.1
S1	6,948.5	6,948.5	6,982.9	6,966.8
S2	6,907.0	6,907.0	6,975.7
S3	6,829.0	6,870.5	6,968.6
S4	6,751.0	6,792.5	6,947.1

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,469.3	7,394.2	7,065.3
R3	7,294.3	7,219.2	7,017.1
R2	7,119.3	7,119.3	7,001.1
R1	7,044.2	7,044.2	6,985.0	7,081.8
PP	6,944.3	6,944.3	6,944.3	6,963.1
S1	6,869.2	6,869.2	6,953.0	6,906.8
S2	6,769.3	6,769.3	6,936.9
S3	6,594.3	6,694.2	6,920.9
S4	6,419.3	6,519.2	6,872.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,021.5	6,844.5	177.0	2.5%	69.3	1.0%	82%	True	False	180,388
10	7,021.5	6,692.5	329.0	4.7%	80.8	1.2%	90%	True	False	184,266
20	7,021.5	6,483.0	538.5	7.7%	88.2	1.3%	94%	True	False	135,773
40	7,120.0	6,483.0	637.0	9.1%	86.0	1.2%	80%	False	False	68,855
60	7,120.0	6,483.0	637.0	9.1%	80.0	1.1%	80%	False	False	46,178
80	7,120.0	6,475.0	645.0	9.2%	74.6	1.1%	80%	False	False	35,319
100	7,120.0	6,331.0	789.0	11.3%	73.0	1.0%	84%	False	False	28,483
120	7,120.0	6,260.0	860.0	12.3%	69.4	1.0%	85%	False	False	23,801

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	18.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,353.0
2.618	7,225.7
1.618	7,147.7
1.000	7,099.5
0.618	7,069.7
HIGH	7,021.5
0.618	6,991.7
0.500	6,982.5
0.382	6,973.3
LOW	6,943.5
0.618	6,895.3
1.000	6,865.5
1.618	6,817.3
2.618	6,739.3
4.250	6,612.0

Fisher Pivots for day following 02-Apr-2007
Pivot	1 day	3 day
R1	6,987.5	6,980.5
PP	6,985.0	6,971.0
S1	6,982.5	6,961.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols