DAX Index Future September 2007


Trading Metrics calculated at close of trading on 22-Jun-2007
Day Change Summary
Previous Current
21-Jun-2007 22-Jun-2007 Change Change % Previous Week
Open 8,114.5 8,087.0 -27.5 -0.3% 8,112.5
High 8,141.5 8,095.0 -46.5 -0.6% 8,217.0
Low 7,985.0 7,949.5 -35.5 -0.4% 7,949.5
Close 8,059.0 8,024.5 -34.5 -0.4% 8,024.5
Range 156.5 145.5 -11.0 -7.0% 267.5
ATR 133.8 134.6 0.8 0.6% 0.0
Volume 290,381 175,717 -114,664 -39.5% 989,212
Daily Pivots for day following 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,459.5 8,387.5 8,104.5
R3 8,314.0 8,242.0 8,064.5
R2 8,168.5 8,168.5 8,051.2
R1 8,096.5 8,096.5 8,037.8 8,059.8
PP 8,023.0 8,023.0 8,023.0 8,004.6
S1 7,951.0 7,951.0 8,011.2 7,914.3
S2 7,877.5 7,877.5 7,997.8
S3 7,732.0 7,805.5 7,984.5
S4 7,586.5 7,660.0 7,944.5
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,866.2 8,712.8 8,171.6
R3 8,598.7 8,445.3 8,098.1
R2 8,331.2 8,331.2 8,073.5
R1 8,177.8 8,177.8 8,049.0 8,120.8
PP 8,063.7 8,063.7 8,063.7 8,035.1
S1 7,910.3 7,910.3 8,000.0 7,853.3
S2 7,796.2 7,796.2 7,975.5
S3 7,528.7 7,642.8 7,950.9
S4 7,261.2 7,375.3 7,877.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,217.0 7,949.5 267.5 3.3% 121.0 1.5% 28% False True 197,842
10 8,217.0 7,680.5 536.5 6.7% 129.0 1.6% 64% False False 173,529
20 8,217.0 7,585.0 632.0 7.9% 131.5 1.6% 70% False False 89,955
40 8,217.0 7,426.0 791.0 9.9% 107.7 1.3% 76% False False 45,254
60 8,217.0 6,920.0 1,297.0 16.2% 97.3 1.2% 85% False False 30,358
80 8,217.0 6,554.0 1,663.0 20.7% 101.9 1.3% 88% False False 23,655
100 8,217.0 6,554.0 1,663.0 20.7% 90.1 1.1% 88% False False 18,965
120 8,217.0 6,554.0 1,663.0 20.7% 86.0 1.1% 88% False False 15,873
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 28.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,713.4
2.618 8,475.9
1.618 8,330.4
1.000 8,240.5
0.618 8,184.9
HIGH 8,095.0
0.618 8,039.4
0.500 8,022.3
0.382 8,005.1
LOW 7,949.5
0.618 7,859.6
1.000 7,804.0
1.618 7,714.1
2.618 7,568.6
4.250 7,331.1
Fisher Pivots for day following 22-Jun-2007
Pivot 1 day 3 day
R1 8,023.8 8,083.3
PP 8,023.0 8,063.7
S1 8,022.3 8,044.1

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

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