DAX Index Future June 2007


Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary
Previous Current
01-Jun-2007 04-Jun-2007 Change Change % Previous Week
Open 7,905.5 7,975.0 69.5 0.9% 7,694.0
High 8,015.0 8,021.0 6.0 0.1% 8,015.0
Low 7,899.0 7,945.5 46.5 0.6% 7,675.5
Close 7,998.0 7,991.0 -7.0 -0.1% 7,998.0
Range 116.0 75.5 -40.5 -34.9% 339.5
ATR 103.3 101.4 -2.0 -1.9% 0.0
Volume 210,385 179,820 -30,565 -14.5% 619,036
Daily Pivots for day following 04-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,212.3 8,177.2 8,032.5
R3 8,136.8 8,101.7 8,011.8
R2 8,061.3 8,061.3 8,004.8
R1 8,026.2 8,026.2 7,997.9 8,043.8
PP 7,985.8 7,985.8 7,985.8 7,994.6
S1 7,950.7 7,950.7 7,984.1 7,968.3
S2 7,910.3 7,910.3 7,977.2
S3 7,834.8 7,875.2 7,970.2
S4 7,759.3 7,799.7 7,949.5
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,914.7 8,795.8 8,184.7
R3 8,575.2 8,456.3 8,091.4
R2 8,235.7 8,235.7 8,060.2
R1 8,116.8 8,116.8 8,029.1 8,176.3
PP 7,896.2 7,896.2 7,896.2 7,925.9
S1 7,777.3 7,777.3 7,966.9 7,836.8
S2 7,556.7 7,556.7 7,935.8
S3 7,217.2 7,437.8 7,904.6
S4 6,877.7 7,098.3 7,811.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,021.0 7,675.5 345.5 4.3% 101.7 1.3% 91% True False 159,771
10 8,021.0 7,618.5 402.5 5.0% 94.9 1.2% 93% True False 167,271
20 8,021.0 7,333.0 688.0 8.6% 100.7 1.3% 96% True False 175,641
40 8,021.0 7,116.0 905.0 11.3% 90.6 1.1% 97% True False 168,607
60 8,021.0 6,483.0 1,538.0 19.2% 89.4 1.1% 98% True False 162,981
80 8,021.0 6,483.0 1,538.0 19.2% 89.0 1.1% 98% True False 122,773
100 8,021.0 6,483.0 1,538.0 19.2% 84.1 1.1% 98% True False 98,385
120 8,021.0 6,483.0 1,538.0 19.2% 79.6 1.0% 98% True False 82,417
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 22.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,341.9
2.618 8,218.7
1.618 8,143.2
1.000 8,096.5
0.618 8,067.7
HIGH 8,021.0
0.618 7,992.2
0.500 7,983.3
0.382 7,974.3
LOW 7,945.5
0.618 7,898.8
1.000 7,870.0
1.618 7,823.3
2.618 7,747.8
4.250 7,624.6
Fisher Pivots for day following 04-Jun-2007
Pivot 1 day 3 day
R1 7,988.4 7,971.3
PP 7,985.8 7,951.7
S1 7,983.3 7,932.0

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

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