DAX Index Future September 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 7,969.5 8,027.0 57.5 0.7% 7,993.0
High 8,044.0 8,086.5 42.5 0.5% 8,086.5
Low 7,941.0 7,954.5 13.5 0.2% 7,825.5
Close 7,986.0 8,078.5 92.5 1.2% 8,078.5
Range 103.0 132.0 29.0 28.2% 261.0
ATR 135.6 135.3 -0.3 -0.2% 0.0
Volume 166,479 183,967 17,488 10.5% 1,035,254
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,435.8 8,389.2 8,151.1
R3 8,303.8 8,257.2 8,114.8
R2 8,171.8 8,171.8 8,102.7
R1 8,125.2 8,125.2 8,090.6 8,148.5
PP 8,039.8 8,039.8 8,039.8 8,051.5
S1 7,993.2 7,993.2 8,066.4 8,016.5
S2 7,907.8 7,907.8 8,054.3
S3 7,775.8 7,861.2 8,042.2
S4 7,643.8 7,729.2 8,005.9
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 8,779.8 8,690.2 8,222.1
R3 8,518.8 8,429.2 8,150.3
R2 8,257.8 8,257.8 8,126.4
R1 8,168.2 8,168.2 8,102.4 8,213.0
PP 7,996.8 7,996.8 7,996.8 8,019.3
S1 7,907.2 7,907.2 8,054.6 7,952.0
S2 7,735.8 7,735.8 8,030.7
S3 7,474.8 7,646.2 8,006.7
S4 7,213.8 7,385.2 7,935.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,086.5 7,825.5 261.0 3.2% 117.0 1.4% 97% True False 207,050
10 8,217.0 7,825.5 391.5 4.8% 119.0 1.5% 65% False False 202,446
20 8,217.0 7,585.0 632.0 7.8% 137.6 1.7% 78% False False 140,439
40 8,217.0 7,426.0 791.0 9.8% 114.7 1.4% 82% False False 71,080
60 8,217.0 7,104.0 1,113.0 13.8% 101.6 1.3% 88% False False 47,583
80 8,217.0 6,554.0 1,663.0 20.6% 97.3 1.2% 92% False False 36,542
100 8,217.0 6,554.0 1,663.0 20.6% 93.5 1.2% 92% False False 29,306
120 8,217.0 6,554.0 1,663.0 20.6% 88.3 1.1% 92% False False 24,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 37.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,647.5
2.618 8,432.1
1.618 8,300.1
1.000 8,218.5
0.618 8,168.1
HIGH 8,086.5
0.618 8,036.1
0.500 8,020.5
0.382 8,004.9
LOW 7,954.5
0.618 7,872.9
1.000 7,822.5
1.618 7,740.9
2.618 7,608.9
4.250 7,393.5
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 8,059.2 8,037.7
PP 8,039.8 7,996.8
S1 8,020.5 7,956.0

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

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