DAX Index Future September 2007


Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary
Previous Current
25-Jun-2007 26-Jun-2007 Change Change % Previous Week
Open 7,993.0 7,950.0 -43.0 -0.5% 8,112.5
High 8,049.0 7,981.0 -68.0 -0.8% 8,217.0
Low 7,906.5 7,893.5 -13.0 -0.2% 7,949.5
Close 8,017.0 7,939.5 -77.5 -1.0% 8,024.5
Range 142.5 87.5 -55.0 -38.6% 267.5
ATR 135.2 134.3 -0.8 -0.6% 0.0
Volume 228,108 241,186 13,078 5.7% 989,212
Daily Pivots for day following 26-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,200.5 8,157.5 7,987.6
R3 8,113.0 8,070.0 7,963.6
R2 8,025.5 8,025.5 7,955.5
R1 7,982.5 7,982.5 7,947.5 7,960.3
PP 7,938.0 7,938.0 7,938.0 7,926.9
S1 7,895.0 7,895.0 7,931.5 7,872.8
S2 7,850.5 7,850.5 7,923.5
S3 7,763.0 7,807.5 7,915.4
S4 7,675.5 7,720.0 7,891.4
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 7,893.5 323.5 4.1% 137.4 1.7% 14% False True 227,567
10 8,217.0 7,680.5 536.5 6.8% 127.7 1.6% 48% False False 200,764
20 8,217.0 7,585.0 632.0 8.0% 136.0 1.7% 56% False False 113,377
40 8,217.0 7,426.0 791.0 10.0% 110.3 1.4% 65% False False 56,962
60 8,217.0 6,978.0 1,239.0 15.6% 99.2 1.2% 78% False False 38,167
80 8,217.0 6,554.0 1,663.0 20.9% 98.8 1.2% 83% False False 29,496
100 8,217.0 6,554.0 1,663.0 20.9% 91.0 1.1% 83% False False 23,655
120 8,217.0 6,554.0 1,663.0 20.9% 86.8 1.1% 83% False False 19,764
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 28.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,352.9
2.618 8,210.1
1.618 8,122.6
1.000 8,068.5
0.618 8,035.1
HIGH 7,981.0
0.618 7,947.6
0.500 7,937.3
0.382 7,926.9
LOW 7,893.5
0.618 7,839.4
1.000 7,806.0
1.618 7,751.9
2.618 7,664.4
4.250 7,521.6
Fisher Pivots for day following 26-Jun-2007
Pivot 1 day 3 day
R1 7,938.8 7,994.3
PP 7,938.0 7,976.0
S1 7,937.3 7,957.8

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

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