DAX Index Future September 2007


Trading Metrics calculated at close of trading on 04-Jul-2007
Day Change Summary
Previous Current
03-Jul-2007 04-Jul-2007 Change Change % Previous Week
Open 8,061.5 8,111.0 49.5 0.6% 7,993.0
High 8,138.5 8,161.0 22.5 0.3% 8,086.5
Low 8,061.5 8,110.0 48.5 0.6% 7,825.5
Close 8,116.5 8,143.0 26.5 0.3% 8,078.5
Range 77.0 51.0 -26.0 -33.8% 261.0
ATR 130.0 124.3 -5.6 -4.3% 0.0
Volume 127,110 51,514 -75,596 -59.5% 1,035,254
Daily Pivots for day following 04-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,291.0 8,268.0 8,171.1
R3 8,240.0 8,217.0 8,157.0
R2 8,189.0 8,189.0 8,152.4
R1 8,166.0 8,166.0 8,147.7 8,177.5
PP 8,138.0 8,138.0 8,138.0 8,143.8
S1 8,115.0 8,115.0 8,138.3 8,126.5
S2 8,087.0 8,087.0 8,133.7
S3 8,036.0 8,064.0 8,129.0
S4 7,985.0 8,013.0 8,115.0
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 8,161.0 7,941.0 220.0 2.7% 86.6 1.1% 92% True False 136,272
10 8,161.0 7,825.5 335.5 4.1% 108.5 1.3% 95% True False 183,226
20 8,217.0 7,585.0 632.0 7.8% 124.0 1.5% 88% False False 156,320
40 8,217.0 7,426.0 791.0 9.7% 114.9 1.4% 91% False False 79,330
60 8,217.0 7,213.5 1,003.5 12.3% 101.8 1.2% 93% False False 53,071
80 8,217.0 6,554.0 1,663.0 20.4% 96.9 1.2% 96% False False 40,627
100 8,217.0 6,554.0 1,663.0 20.4% 94.2 1.2% 96% False False 32,611
120 8,217.0 6,554.0 1,663.0 20.4% 87.8 1.1% 96% False False 27,218
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 28.3
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 8,377.8
2.618 8,294.5
1.618 8,243.5
1.000 8,212.0
0.618 8,192.5
HIGH 8,161.0
0.618 8,141.5
0.500 8,135.5
0.382 8,129.5
LOW 8,110.0
0.618 8,078.5
1.000 8,059.0
1.618 8,027.5
2.618 7,976.5
4.250 7,893.3
Fisher Pivots for day following 04-Jul-2007
Pivot 1 day 3 day
R1 8,140.5 8,119.7
PP 8,138.0 8,096.3
S1 8,135.5 8,073.0

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

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