DAX Index Future September 2007


Trading Metrics calculated at close of trading on 18-Jul-2007
Day Change Summary
Previous Current
17-Jul-2007 18-Jul-2007 Change Change % Previous Week
Open 8,146.0 7,998.0 -148.0 -1.8% 8,150.0
High 8,158.0 8,017.5 -140.5 -1.7% 8,215.0
Low 8,052.5 7,905.0 -147.5 -1.8% 7,863.0
Close 8,093.5 7,960.0 -133.5 -1.6% 8,155.5
Range 105.5 112.5 7.0 6.6% 352.0
ATR 129.9 134.1 4.2 3.2% 0.0
Volume 188,458 223,612 35,154 18.7% 715,868
Daily Pivots for day following 18-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,298.3 8,241.7 8,021.9
R3 8,185.8 8,129.2 7,990.9
R2 8,073.3 8,073.3 7,980.6
R1 8,016.7 8,016.7 7,970.3 7,988.8
PP 7,960.8 7,960.8 7,960.8 7,946.9
S1 7,904.2 7,904.2 7,949.7 7,876.3
S2 7,848.3 7,848.3 7,939.4
S3 7,735.8 7,791.7 7,929.1
S4 7,623.3 7,679.2 7,898.1
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 9,133.8 8,996.7 8,349.1
R3 8,781.8 8,644.7 8,252.3
R2 8,429.8 8,429.8 8,220.0
R1 8,292.7 8,292.7 8,187.8 8,361.3
PP 8,077.8 8,077.8 8,077.8 8,112.1
S1 7,940.7 7,940.7 8,123.2 8,009.3
S2 7,725.8 7,725.8 8,091.0
S3 7,373.8 7,588.7 8,058.7
S4 7,021.8 7,236.7 7,961.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,215.0 7,905.0 310.0 3.9% 123.5 1.6% 18% False True 181,795
10 8,215.0 7,863.0 352.0 4.4% 115.1 1.4% 28% False False 162,733
20 8,215.0 7,825.5 389.5 4.9% 111.8 1.4% 35% False False 172,980
40 8,217.0 7,585.0 632.0 7.9% 119.4 1.5% 59% False False 119,866
60 8,217.0 7,350.0 867.0 10.9% 107.3 1.3% 70% False False 80,080
80 8,217.0 6,920.0 1,297.0 16.3% 99.3 1.2% 80% False False 60,195
100 8,217.0 6,554.0 1,663.0 20.9% 101.6 1.3% 85% False False 48,869
120 8,217.0 6,554.0 1,663.0 20.9% 92.0 1.2% 85% False False 40,752
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 31.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,495.6
2.618 8,312.0
1.618 8,199.5
1.000 8,130.0
0.618 8,087.0
HIGH 8,017.5
0.618 7,974.5
0.500 7,961.3
0.382 7,948.0
LOW 7,905.0
0.618 7,835.5
1.000 7,792.5
1.618 7,723.0
2.618 7,610.5
4.250 7,426.9
Fisher Pivots for day following 18-Jul-2007
Pivot 1 day 3 day
R1 7,961.3 8,048.3
PP 7,960.8 8,018.8
S1 7,960.4 7,989.4

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

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