DAX Index Future September 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 8,112.5 8,124.0 11.5 0.1% 7,752.5
High 8,180.0 8,161.5 -18.5 -0.2% 8,121.0
Low 8,097.0 8,096.5 -0.5 0.0% 7,680.5
Close 8,124.0 8,126.0 2.0 0.0% 8,108.0
Range 83.0 65.0 -18.0 -21.7% 440.5
ATR 131.8 127.0 -4.8 -3.6% 0.0
Volume 166,525 154,144 -12,381 -7.4% 746,085
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,323.0 8,289.5 8,161.8
R3 8,258.0 8,224.5 8,143.9
R2 8,193.0 8,193.0 8,137.9
R1 8,159.5 8,159.5 8,132.0 8,176.3
PP 8,128.0 8,128.0 8,128.0 8,136.4
S1 8,094.5 8,094.5 8,120.0 8,111.3
S2 8,063.0 8,063.0 8,114.1
S3 7,998.0 8,029.5 8,108.1
S4 7,933.0 7,964.5 8,090.3
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 9,291.3 9,140.2 8,350.3
R3 8,850.8 8,699.7 8,229.1
R2 8,410.3 8,410.3 8,188.8
R1 8,259.2 8,259.2 8,148.4 8,334.8
PP 7,969.8 7,969.8 7,969.8 8,007.6
S1 7,818.7 7,818.7 8,067.6 7,894.3
S2 7,529.3 7,529.3 8,027.2
S3 7,088.8 7,378.2 7,986.9
S4 6,648.3 6,937.7 7,865.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,180.0 7,680.5 499.5 6.1% 117.9 1.5% 89% False False 173,960
10 8,180.0 7,585.0 595.0 7.3% 148.5 1.8% 91% False False 109,170
20 8,180.0 7,585.0 595.0 7.3% 122.7 1.5% 91% False False 56,655
40 8,180.0 7,350.0 830.0 10.2% 102.4 1.3% 93% False False 28,575
60 8,180.0 6,920.0 1,260.0 15.5% 93.6 1.2% 96% False False 19,238
80 8,180.0 6,554.0 1,626.0 20.0% 97.5 1.2% 97% False False 15,317
100 8,180.0 6,554.0 1,626.0 20.0% 87.1 1.1% 97% False False 12,285
120 8,180.0 6,554.0 1,626.0 20.0% 83.2 1.0% 97% False False 10,314
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.1
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 8,437.8
2.618 8,331.7
1.618 8,266.7
1.000 8,226.5
0.618 8,201.7
HIGH 8,161.5
0.618 8,136.7
0.500 8,129.0
0.382 8,121.3
LOW 8,096.5
0.618 8,056.3
1.000 8,031.5
1.618 7,991.3
2.618 7,926.3
4.250 7,820.3
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 8,129.0 8,103.7
PP 8,128.0 8,081.3
S1 8,127.0 8,059.0

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

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