DAX Index Future June 2007


Trading Metrics calculated at close of trading on 05-Jun-2007
Day Change Summary
Previous Current
04-Jun-2007 05-Jun-2007 Change Change % Previous Week
Open 7,975.0 7,982.5 7.5 0.1% 7,694.0
High 8,021.0 8,013.0 -8.0 -0.1% 8,015.0
Low 7,945.5 7,863.0 -82.5 -1.0% 7,675.5
Close 7,991.0 7,932.0 -59.0 -0.7% 7,998.0
Range 75.5 150.0 74.5 98.7% 339.5
ATR 101.4 104.8 3.5 3.4% 0.0
Volume 179,820 301,599 121,779 67.7% 619,036
Daily Pivots for day following 05-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,386.0 8,309.0 8,014.5
R3 8,236.0 8,159.0 7,973.3
R2 8,086.0 8,086.0 7,959.5
R1 8,009.0 8,009.0 7,945.8 7,972.5
PP 7,936.0 7,936.0 7,936.0 7,917.8
S1 7,859.0 7,859.0 7,918.3 7,822.5
S2 7,786.0 7,786.0 7,904.5
S3 7,636.0 7,709.0 7,890.8
S4 7,486.0 7,559.0 7,849.5
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 7,689.0 332.0 4.2% 111.0 1.4% 73% False False 220,091
10 8,021.0 7,626.5 394.5 5.0% 105.3 1.3% 77% False False 184,284
20 8,021.0 7,333.0 688.0 8.7% 106.2 1.3% 87% False False 186,453
40 8,021.0 7,133.0 888.0 11.2% 92.8 1.2% 90% False False 173,645
60 8,021.0 6,483.0 1,538.0 19.4% 90.6 1.1% 94% False False 167,883
80 8,021.0 6,483.0 1,538.0 19.4% 90.0 1.1% 94% False False 126,533
100 8,021.0 6,483.0 1,538.0 19.4% 84.4 1.1% 94% False False 101,372
120 8,021.0 6,483.0 1,538.0 19.4% 80.6 1.0% 94% False False 84,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.6
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 8,650.5
2.618 8,405.7
1.618 8,255.7
1.000 8,163.0
0.618 8,105.7
HIGH 8,013.0
0.618 7,955.7
0.500 7,938.0
0.382 7,920.3
LOW 7,863.0
0.618 7,770.3
1.000 7,713.0
1.618 7,620.3
2.618 7,470.3
4.250 7,225.5
Fisher Pivots for day following 05-Jun-2007
Pivot 1 day 3 day
R1 7,938.0 7,942.0
PP 7,936.0 7,938.7
S1 7,934.0 7,935.3

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

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