DAX Index Future September 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 8,150.0 7,924.0 -226.0 -2.8% 8,038.0
High 8,186.0 7,987.5 -198.5 -2.4% 8,188.5
Low 8,123.5 7,863.0 -260.5 -3.2% 7,985.0
Close 8,145.0 7,965.0 -180.0 -2.2% 8,108.0
Range 62.5 124.5 62.0 99.2% 203.5
ATR 118.8 130.4 11.7 9.8% 0.0
Volume 0 238,783 238,783 707,960
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,312.0 8,263.0 8,033.5
R3 8,187.5 8,138.5 7,999.2
R2 8,063.0 8,063.0 7,987.8
R1 8,014.0 8,014.0 7,976.4 8,038.5
PP 7,938.5 7,938.5 7,938.5 7,950.8
S1 7,889.5 7,889.5 7,953.6 7,914.0
S2 7,814.0 7,814.0 7,942.2
S3 7,689.5 7,765.0 7,930.8
S4 7,565.0 7,640.5 7,896.5
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,704.3 8,609.7 8,219.9
R3 8,500.8 8,406.2 8,164.0
R2 8,297.3 8,297.3 8,145.3
R1 8,202.7 8,202.7 8,126.7 8,250.0
PP 8,093.8 8,093.8 8,093.8 8,117.5
S1 7,999.2 7,999.2 8,089.3 8,046.5
S2 7,890.3 7,890.3 8,070.7
S3 7,686.8 7,795.7 8,052.0
S4 7,483.3 7,592.2 7,996.1
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 7,863.0 325.5 4.1% 106.7 1.3% 31% False True 143,671
10 8,188.5 7,863.0 325.5 4.1% 96.7 1.2% 31% False True 139,971
20 8,217.0 7,825.5 391.5 4.9% 111.3 1.4% 36% False False 173,027
40 8,217.0 7,570.0 647.0 8.1% 112.5 1.4% 61% False False 97,199
60 8,217.0 7,284.0 933.0 11.7% 104.0 1.3% 73% False False 64,993
80 8,217.0 6,662.0 1,555.0 19.5% 96.5 1.2% 84% False False 48,954
100 8,217.0 6,554.0 1,663.0 20.9% 97.5 1.2% 85% False False 39,790
120 8,217.0 6,554.0 1,663.0 20.9% 90.2 1.1% 85% False False 33,189
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 28.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,516.6
2.618 8,313.4
1.618 8,188.9
1.000 8,112.0
0.618 8,064.4
HIGH 7,987.5
0.618 7,939.9
0.500 7,925.3
0.382 7,910.6
LOW 7,863.0
0.618 7,786.1
1.000 7,738.5
1.618 7,661.6
2.618 7,537.1
4.250 7,333.9
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 7,951.8 8,024.5
PP 7,938.5 8,004.7
S1 7,925.3 7,984.8

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

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