DAX Index Future June 2007

Trading Metrics calculated at close of trading on 16-May-2007

Day Change Summary
	Previous	Current
	15-May-2007	16-May-2007	Change	Change %	Previous Week
Open	7,450.0	7,498.5	48.5	0.7%	7,574.0
High	7,549.0	7,547.5	-1.5	0.0%	7,578.0
Low	7,442.0	7,483.5	41.5	0.6%	7,333.0
Close	7,522.5	7,502.5	-20.0	-0.3%	7,501.0
Range	107.0	64.0	-43.0	-40.2%	245.0
ATR	99.3	96.8	-2.5	-2.5%	0.0
Volume	235,551	170,712	-64,839	-27.5%	946,146

Daily Pivots for day following 16-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,703.2	7,666.8	7,537.7
R3	7,639.2	7,602.8	7,520.1
R2	7,575.2	7,575.2	7,514.2
R1	7,538.8	7,538.8	7,508.4	7,557.0
PP	7,511.2	7,511.2	7,511.2	7,520.3
S1	7,474.8	7,474.8	7,496.6	7,493.0
S2	7,447.2	7,447.2	7,490.8
S3	7,383.2	7,410.8	7,484.9
S4	7,319.2	7,346.8	7,467.3

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,205.7	8,098.3	7,635.8
R3	7,960.7	7,853.3	7,568.4
R2	7,715.7	7,715.7	7,545.9
R1	7,608.3	7,608.3	7,523.5	7,539.5
PP	7,470.7	7,470.7	7,470.7	7,436.3
S1	7,363.3	7,363.3	7,478.5	7,294.5
S2	7,225.7	7,225.7	7,456.1
S3	6,980.7	7,118.3	7,433.6
S4	6,735.7	6,873.3	7,366.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,557.0	7,333.0	224.0	3.0%	127.8	1.7%	76%	False	False	209,825
10	7,578.0	7,333.0	245.0	3.3%	99.8	1.3%	69%	False	False	186,369
20	7,578.0	7,196.5	381.5	5.1%	90.9	1.2%	80%	False	False	166,933
40	7,578.0	6,692.5	885.5	11.8%	85.8	1.1%	91%	False	False	172,807
60	7,578.0	6,483.0	1,095.0	14.6%	93.6	1.2%	93%	False	False	130,248
80	7,578.0	6,483.0	1,095.0	14.6%	83.8	1.1%	93%	False	False	97,867
100	7,578.0	6,483.0	1,095.0	14.6%	80.3	1.1%	93%	False	False	78,488
120	7,578.0	6,331.0	1,247.0	16.6%	78.9	1.1%	94%	False	False	65,870

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.8
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,819.5
2.618	7,715.1
1.618	7,651.1
1.000	7,611.5
0.618	7,587.1
HIGH	7,547.5
0.618	7,523.1
0.500	7,515.5
0.382	7,507.9
LOW	7,483.5
0.618	7,443.9
1.000	7,419.5
1.618	7,379.9
2.618	7,315.9
4.250	7,211.5

Fisher Pivots for day following 16-May-2007
Pivot	1 day	3 day
R1	7,515.5	7,501.5
PP	7,511.2	7,500.5
S1	7,506.8	7,499.5

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