DAX Index Future September 2007


Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary
Previous Current
29-Jun-2007 02-Jul-2007 Change Change % Previous Week
Open 8,027.0 8,038.0 11.0 0.1% 7,993.0
High 8,086.5 8,055.0 -31.5 -0.4% 8,086.5
Low 7,954.5 7,985.0 30.5 0.4% 7,825.5
Close 8,078.5 8,039.5 -39.0 -0.5% 8,078.5
Range 132.0 70.0 -62.0 -47.0% 261.0
ATR 135.3 132.3 -3.0 -2.2% 0.0
Volume 183,967 152,291 -31,676 -17.2% 1,035,254
Daily Pivots for day following 02-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,236.5 8,208.0 8,078.0
R3 8,166.5 8,138.0 8,058.8
R2 8,096.5 8,096.5 8,052.3
R1 8,068.0 8,068.0 8,045.9 8,082.3
PP 8,026.5 8,026.5 8,026.5 8,033.6
S1 7,998.0 7,998.0 8,033.1 8,012.3
S2 7,956.5 7,956.5 8,026.7
S3 7,886.5 7,928.0 8,020.3
S4 7,816.5 7,858.0 8,001.0
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% 102.5 1.3% 82% False False 191,887
10 8,217.0 7,825.5 391.5 4.9% 117.7 1.5% 55% False False 201,023
20 8,217.0 7,585.0 632.0 7.9% 137.4 1.7% 72% False False 147,751
40 8,217.0 7,426.0 791.0 9.8% 115.0 1.4% 78% False False 74,881
60 8,217.0 7,170.0 1,047.0 13.0% 101.3 1.3% 83% False False 50,107
80 8,217.0 6,554.0 1,663.0 20.7% 97.0 1.2% 89% False False 38,437
100 8,217.0 6,554.0 1,663.0 20.7% 93.8 1.2% 89% False False 30,829
120 8,217.0 6,554.0 1,663.0 20.7% 88.2 1.1% 89% False False 25,735
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37.4
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8,352.5
2.618 8,238.3
1.618 8,168.3
1.000 8,125.0
0.618 8,098.3
HIGH 8,055.0
0.618 8,028.3
0.500 8,020.0
0.382 8,011.7
LOW 7,985.0
0.618 7,941.7
1.000 7,915.0
1.618 7,871.7
2.618 7,801.7
4.250 7,687.5
Fisher Pivots for day following 02-Jul-2007
Pivot 1 day 3 day
R1 8,033.0 8,030.9
PP 8,026.5 8,022.3
S1 8,020.0 8,013.8

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

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