DAX Index Future September 2007

Trading Metrics calculated at close of trading on 25-Jun-2007

Day Change Summary
	Previous	Current
	22-Jun-2007	25-Jun-2007	Change	Change %	Previous Week
Open	8,087.0	7,993.0	-94.0	-1.2%	8,112.5
High	8,095.0	8,049.0	-46.0	-0.6%	8,217.0
Low	7,949.5	7,906.5	-43.0	-0.5%	7,949.5
Close	8,024.5	8,017.0	-7.5	-0.1%	8,024.5
Range	145.5	142.5	-3.0	-2.1%	267.5
ATR	134.6	135.2	0.6	0.4%	0.0
Volume	175,717	228,108	52,391	29.8%	989,212

Daily Pivots for day following 25-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,418.3	8,360.2	8,095.4
R3	8,275.8	8,217.7	8,056.2
R2	8,133.3	8,133.3	8,043.1
R1	8,075.2	8,075.2	8,030.1	8,104.3
PP	7,990.8	7,990.8	7,990.8	8,005.4
S1	7,932.7	7,932.7	8,003.9	7,961.8
S2	7,848.3	7,848.3	7,990.9
S3	7,705.8	7,790.2	7,977.8
S4	7,563.3	7,647.7	7,938.6

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	7,906.5	310.5	3.9%	132.9	1.7%	36%	False	True	210,159
10	8,217.0	7,680.5	536.5	6.7%	130.5	1.6%	63%	False	False	191,644
20	8,217.0	7,585.0	632.0	7.9%	133.9	1.7%	68%	False	False	101,337
40	8,217.0	7,426.0	791.0	9.9%	110.0	1.4%	75%	False	False	50,941
60	8,217.0	6,920.0	1,297.0	16.2%	98.9	1.2%	85%	False	False	34,154
80	8,217.0	6,554.0	1,663.0	20.7%	98.9	1.2%	88%	False	False	26,487
100	8,217.0	6,554.0	1,663.0	20.7%	90.8	1.1%	88%	False	False	21,244
120	8,217.0	6,554.0	1,663.0	20.7%	86.6	1.1%	88%	False	False	17,759

Crabel Price Patterns
NR	True
NR4	True
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	30.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,654.6
2.618	8,422.1
1.618	8,279.6
1.000	8,191.5
0.618	8,137.1
HIGH	8,049.0
0.618	7,994.6
0.500	7,977.8
0.382	7,960.9
LOW	7,906.5
0.618	7,818.4
1.000	7,764.0
1.618	7,675.9
2.618	7,533.4
4.250	7,300.9

Fisher Pivots for day following 25-Jun-2007
Pivot	1 day	3 day
R1	8,003.9	8,024.0
PP	7,990.8	8,021.7
S1	7,977.8	8,019.3

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