DAX Index Future September 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 7,833.0 7,931.5 98.5 1.3% 7,723.0
High 7,920.5 7,995.0 74.5 0.9% 7,876.0
Low 7,775.0 7,929.5 154.5 2.0% 7,708.5
Close 7,863.5 7,976.5 113.0 1.4% 7,841.0
Range 145.5 65.5 -80.0 -55.0% 167.5
ATR 91.6 94.4 2.9 3.1% 0.0
Volume 1,447 8,611 7,164 495.1% 3,230
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 8,163.5 8,135.5 8,012.5
R3 8,098.0 8,070.0 7,994.5
R2 8,032.5 8,032.5 7,988.5
R1 8,004.5 8,004.5 7,982.5 8,018.5
PP 7,967.0 7,967.0 7,967.0 7,974.0
S1 7,939.0 7,939.0 7,970.5 7,953.0
S2 7,901.5 7,901.5 7,964.5
S3 7,836.0 7,873.5 7,958.5
S4 7,770.5 7,808.0 7,940.5
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 8,311.0 8,243.5 7,933.1
R3 8,143.5 8,076.0 7,887.1
R2 7,976.0 7,976.0 7,871.7
R1 7,908.5 7,908.5 7,856.4 7,942.3
PP 7,808.5 7,808.5 7,808.5 7,825.4
S1 7,741.0 7,741.0 7,825.6 7,774.8
S2 7,641.0 7,641.0 7,810.3
S3 7,473.5 7,573.5 7,794.9
S4 7,306.0 7,406.0 7,748.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,995.0 7,760.0 235.0 2.9% 93.7 1.2% 92% True False 2,320
10 7,995.0 7,589.5 405.5 5.1% 84.7 1.1% 95% True False 1,487
20 7,995.0 7,426.0 569.0 7.1% 89.0 1.1% 97% True False 1,018
40 7,995.0 7,020.0 975.0 12.2% 82.8 1.0% 98% True False 798
60 7,995.0 6,554.0 1,441.0 18.1% 83.9 1.1% 99% True False 1,680
80 7,995.0 6,554.0 1,441.0 18.1% 81.3 1.0% 99% True False 1,342
100 7,995.0 6,554.0 1,441.0 18.1% 77.8 1.0% 99% True False 1,137
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 16.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,273.4
2.618 8,166.5
1.618 8,101.0
1.000 8,060.5
0.618 8,035.5
HIGH 7,995.0
0.618 7,970.0
0.500 7,962.3
0.382 7,954.5
LOW 7,929.5
0.618 7,889.0
1.000 7,864.0
1.618 7,823.5
2.618 7,758.0
4.250 7,651.1
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 7,971.8 7,946.0
PP 7,967.0 7,915.5
S1 7,962.3 7,885.0

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

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