DAX Index Future September 2007


Trading Metrics calculated at close of trading on 19-Jul-2007
Day Change Summary
Previous Current
18-Jul-2007 19-Jul-2007 Change Change % Previous Week
Open 7,998.0 8,017.0 19.0 0.2% 8,150.0
High 8,017.5 8,064.0 46.5 0.6% 8,215.0
Low 7,905.0 7,993.0 88.0 1.1% 7,863.0
Close 7,960.0 8,033.5 73.5 0.9% 8,155.5
Range 112.5 71.0 -41.5 -36.9% 352.0
ATR 134.1 132.0 -2.2 -1.6% 0.0
Volume 223,612 163,778 -59,834 -26.8% 715,868
Daily Pivots for day following 19-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,243.2 8,209.3 8,072.6
R3 8,172.2 8,138.3 8,053.0
R2 8,101.2 8,101.2 8,046.5
R1 8,067.3 8,067.3 8,040.0 8,084.3
PP 8,030.2 8,030.2 8,030.2 8,038.6
S1 7,996.3 7,996.3 8,027.0 8,013.3
S2 7,959.2 7,959.2 8,020.5
S3 7,888.2 7,925.3 8,014.0
S4 7,817.2 7,854.3 7,994.5
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% 89.2 1.1% 41% False False 174,480
10 8,215.0 7,863.0 352.0 4.4% 104.7 1.3% 48% False False 156,901
20 8,215.0 7,825.5 389.5 4.8% 107.5 1.3% 53% False False 166,650
40 8,217.0 7,585.0 632.0 7.9% 118.8 1.5% 71% False False 123,927
60 8,217.0 7,415.5 801.5 10.0% 106.6 1.3% 77% False False 82,804
80 8,217.0 6,920.0 1,297.0 16.1% 99.2 1.2% 86% False False 62,238
100 8,217.0 6,554.0 1,663.0 20.7% 101.9 1.3% 89% False False 50,503
120 8,217.0 6,554.0 1,663.0 20.7% 92.0 1.1% 89% False False 42,115
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 30.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,365.8
2.618 8,249.9
1.618 8,178.9
1.000 8,135.0
0.618 8,107.9
HIGH 8,064.0
0.618 8,036.9
0.500 8,028.5
0.382 8,020.1
LOW 7,993.0
0.618 7,949.1
1.000 7,922.0
1.618 7,878.1
2.618 7,807.1
4.250 7,691.3
Fisher Pivots for day following 19-Jul-2007
Pivot 1 day 3 day
R1 8,031.8 8,032.8
PP 8,030.2 8,032.2
S1 8,028.5 8,031.5

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

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