DAX Index Future September 2007


Trading Metrics calculated at close of trading on 14-Jun-2007
Day Change Summary
Previous Current
13-Jun-2007 14-Jun-2007 Change Change % Previous Week
Open 7,735.0 7,830.0 95.0 1.2% 8,065.5
High 7,818.0 7,951.0 133.0 1.7% 8,109.0
Low 7,680.5 7,830.0 149.5 1.9% 7,585.0
Close 7,765.0 7,920.0 155.0 2.0% 7,667.5
Range 137.5 121.0 -16.5 -12.0% 524.0
ATR 126.2 130.5 4.3 3.4% 0.0
Volume 162,317 152,894 -9,423 -5.8% 38,248
Daily Pivots for day following 14-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,263.3 8,212.7 7,986.6
R3 8,142.3 8,091.7 7,953.3
R2 8,021.3 8,021.3 7,942.2
R1 7,970.7 7,970.7 7,931.1 7,996.0
PP 7,900.3 7,900.3 7,900.3 7,913.0
S1 7,849.7 7,849.7 7,908.9 7,875.0
S2 7,779.3 7,779.3 7,897.8
S3 7,658.3 7,728.7 7,886.7
S4 7,537.3 7,607.7 7,853.5
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 9,359.2 9,037.3 7,955.7
R3 8,835.2 8,513.3 7,811.6
R2 8,311.2 8,311.2 7,763.6
R1 7,989.3 7,989.3 7,715.5 7,888.3
PP 7,787.2 7,787.2 7,787.2 7,736.6
S1 7,465.3 7,465.3 7,619.5 7,364.3
S2 7,263.2 7,263.2 7,571.4
S3 6,739.2 6,941.3 7,523.4
S4 6,215.2 6,417.3 7,379.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,951.0 7,585.0 366.0 4.6% 134.8 1.7% 92% True False 105,840
10 8,109.0 7,585.0 524.0 6.6% 149.0 1.9% 64% False False 56,506
20 8,109.0 7,585.0 524.0 6.6% 116.8 1.5% 64% False False 28,997
40 8,109.0 7,284.0 825.0 10.4% 101.7 1.3% 77% False False 14,737
60 8,109.0 6,762.5 1,346.5 17.0% 92.3 1.2% 86% False False 10,021
80 8,109.0 6,554.0 1,555.0 19.6% 95.2 1.2% 88% False False 8,392
100 8,109.0 6,554.0 1,555.0 19.6% 86.2 1.1% 88% False False 6,746
120 8,109.0 6,554.0 1,555.0 19.6% 81.9 1.0% 88% False False 5,714
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 34.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,465.3
2.618 8,267.8
1.618 8,146.8
1.000 8,072.0
0.618 8,025.8
HIGH 7,951.0
0.618 7,904.8
0.500 7,890.5
0.382 7,876.2
LOW 7,830.0
0.618 7,755.2
1.000 7,709.0
1.618 7,634.2
2.618 7,513.2
4.250 7,315.8
Fisher Pivots for day following 14-Jun-2007
Pivot 1 day 3 day
R1 7,910.2 7,885.3
PP 7,900.3 7,850.5
S1 7,890.5 7,815.8

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

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