DAX Index Future September 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
04-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 8,111.0 8,156.0 45.0 0.6% 7,993.0
High 8,161.0 8,188.5 27.5 0.3% 8,086.5
Low 8,110.0 8,013.5 -96.5 -1.2% 7,825.5
Close 8,143.0 8,052.0 -91.0 -1.1% 8,078.5
Range 51.0 175.0 124.0 243.1% 261.0
ATR 124.3 127.9 3.6 2.9% 0.0
Volume 51,514 222,104 170,590 331.2% 1,035,254
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,609.7 8,505.8 8,148.3
R3 8,434.7 8,330.8 8,100.1
R2 8,259.7 8,259.7 8,084.1
R1 8,155.8 8,155.8 8,068.0 8,120.3
PP 8,084.7 8,084.7 8,084.7 8,066.9
S1 7,980.8 7,980.8 8,036.0 7,945.3
S2 7,909.7 7,909.7 8,019.9
S3 7,734.7 7,805.8 8,003.9
S4 7,559.7 7,630.8 7,955.8
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 8,188.5 7,954.5 234.0 2.9% 101.0 1.3% 42% True False 147,397
10 8,188.5 7,825.5 363.0 4.5% 110.4 1.4% 62% True False 176,399
20 8,217.0 7,585.0 632.0 7.8% 121.0 1.5% 74% False False 167,030
40 8,217.0 7,426.0 791.0 9.8% 117.2 1.5% 79% False False 84,872
60 8,217.0 7,213.5 1,003.5 12.5% 103.6 1.3% 84% False False 56,760
80 8,217.0 6,554.0 1,663.0 20.7% 98.2 1.2% 90% False False 43,360
100 8,217.0 6,554.0 1,663.0 20.7% 95.3 1.2% 90% False False 34,831
120 8,217.0 6,554.0 1,663.0 20.7% 88.8 1.1% 90% False False 29,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.8
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 8,932.3
2.618 8,646.7
1.618 8,471.7
1.000 8,363.5
0.618 8,296.7
HIGH 8,188.5
0.618 8,121.7
0.500 8,101.0
0.382 8,080.4
LOW 8,013.5
0.618 7,905.4
1.000 7,838.5
1.618 7,730.4
2.618 7,555.4
4.250 7,269.8
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 8,101.0 8,101.0
PP 8,084.7 8,084.7
S1 8,068.3 8,068.3

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

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