DAX Index Future September 2007

Trading Metrics calculated at close of trading on 17-May-2007

Day Change Summary
	Previous	Current
	16-May-2007	17-May-2007	Change	Change %	Previous Week
Open	7,582.0	7,630.0	48.0	0.6%	7,660.0
High	7,630.0	7,634.0	4.0	0.1%	7,660.0
Low	7,570.0	7,592.0	22.0	0.3%	7,426.0
Close	7,585.0	7,600.5	15.5	0.2%	7,583.0
Range	60.0	42.0	-18.0	-30.0%	234.0
ATR	93.1	89.9	-3.1	-3.4%	0.0
Volume	372	151	-221	-59.4%	3,481

Daily Pivots for day following 17-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,734.8	7,709.7	7,623.6
R3	7,692.8	7,667.7	7,612.1
R2	7,650.8	7,650.8	7,608.2
R1	7,625.7	7,625.7	7,604.4	7,617.3
PP	7,608.8	7,608.8	7,608.8	7,604.6
S1	7,583.7	7,583.7	7,596.7	7,575.3
S2	7,566.8	7,566.8	7,592.8
S3	7,524.8	7,541.7	7,589.0
S4	7,482.8	7,499.7	7,577.4

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,258.3	8,154.7	7,711.7
R3	8,024.3	7,920.7	7,647.4
R2	7,790.3	7,790.3	7,625.9
R1	7,686.7	7,686.7	7,604.5	7,621.5
PP	7,556.3	7,556.3	7,556.3	7,523.8
S1	7,452.7	7,452.7	7,561.6	7,387.5
S2	7,322.3	7,322.3	7,540.1
S3	7,088.3	7,218.7	7,518.7
S4	6,854.3	6,984.7	7,454.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,634.0	7,426.0	208.0	2.7%	99.2	1.3%	84%	True	False	568
10	7,660.0	7,426.0	234.0	3.1%	92.0	1.2%	75%	False	False	504
20	7,660.0	7,284.0	376.0	4.9%	84.1	1.1%	84%	False	False	475
40	7,660.0	6,766.0	894.0	11.8%	80.0	1.1%	93%	False	False	519
60	7,660.0	6,554.0	1,106.0	14.6%	88.4	1.2%	95%	False	False	1,525
80	7,660.0	6,554.0	1,106.0	14.6%	77.9	1.0%	95%	False	False	1,183
100	7,660.0	6,554.0	1,106.0	14.6%	74.8	1.0%	95%	False	False	1,050

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.0
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	7,812.5
2.618	7,744.0
1.618	7,702.0
1.000	7,676.0
0.618	7,660.0
HIGH	7,634.0
0.618	7,618.0
0.500	7,613.0
0.382	7,608.0
LOW	7,592.0
0.618	7,566.0
1.000	7,550.0
1.618	7,524.0
2.618	7,482.0
4.250	7,413.5

Fisher Pivots for day following 17-May-2007
Pivot	1 day	3 day
R1	7,613.0	7,593.3
PP	7,608.8	7,586.2
S1	7,604.7	7,579.0

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