DAX Index Future June 2007

Trading Metrics calculated at close of trading on 23-May-2007

Day Change Summary
	Previous	Current
	22-May-2007	23-May-2007	Change	Change %	Previous Week
Open	7,635.5	7,672.5	37.0	0.5%	7,534.0
High	7,697.0	7,771.5	74.5	1.0%	7,642.0
Low	7,626.5	7,672.5	46.0	0.6%	7,442.0
Close	7,679.0	7,753.5	74.5	1.0%	7,629.5
Range	70.5	99.0	28.5	40.4%	200.0
ATR	91.9	92.4	0.5	0.6%	0.0
Volume	152,513	187,253	34,740	22.8%	893,964

Daily Pivots for day following 23-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,029.5	7,990.5	7,808.0
R3	7,930.5	7,891.5	7,780.7
R2	7,831.5	7,831.5	7,771.7
R1	7,792.5	7,792.5	7,762.6	7,812.0
PP	7,732.5	7,732.5	7,732.5	7,742.3
S1	7,693.5	7,693.5	7,744.4	7,713.0
S2	7,633.5	7,633.5	7,735.4
S3	7,534.5	7,594.5	7,726.3
S4	7,435.5	7,495.5	7,699.1

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,171.2	8,100.3	7,739.5
R3	7,971.2	7,900.3	7,684.5
R2	7,771.2	7,771.2	7,666.2
R1	7,700.3	7,700.3	7,647.8	7,735.8
PP	7,571.2	7,571.2	7,571.2	7,588.9
S1	7,500.3	7,500.3	7,611.2	7,535.8
S2	7,371.2	7,371.2	7,592.8
S3	7,171.2	7,300.3	7,574.5
S4	6,971.2	7,100.3	7,519.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,771.5	7,502.0	269.5	3.5%	81.8	1.1%	93%	True	False	159,626
10	7,771.5	7,333.0	438.5	5.7%	104.8	1.4%	96%	True	False	184,725
20	7,771.5	7,333.0	438.5	5.7%	88.5	1.1%	96%	True	False	165,546
40	7,771.5	6,844.5	927.0	12.0%	84.5	1.1%	98%	True	False	169,242
60	7,771.5	6,483.0	1,288.5	16.6%	96.2	1.2%	99%	True	False	143,439
80	7,771.5	6,483.0	1,288.5	16.6%	84.3	1.1%	99%	True	False	107,810
100	7,771.5	6,483.0	1,288.5	16.6%	81.6	1.1%	99%	True	False	86,426
120	7,771.5	6,331.0	1,440.5	18.6%	79.1	1.0%	99%	True	False	72,472

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	15.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,192.3
2.618	8,030.7
1.618	7,931.7
1.000	7,870.5
0.618	7,832.7
HIGH	7,771.5
0.618	7,733.7
0.500	7,722.0
0.382	7,710.3
LOW	7,672.5
0.618	7,611.3
1.000	7,573.5
1.618	7,512.3
2.618	7,413.3
4.250	7,251.8

Fisher Pivots for day following 23-May-2007
Pivot	1 day	3 day
R1	7,743.0	7,734.0
PP	7,732.5	7,714.5
S1	7,722.0	7,695.0

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