DAX Index Future September 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 8,017.0 8,018.0 1.0 0.0% 8,144.5
High 8,064.0 8,059.5 -4.5 -0.1% 8,191.5
Low 7,993.0 7,876.5 -116.5 -1.5% 7,876.5
Close 8,033.5 7,933.0 -100.5 -1.3% 7,933.0
Range 71.0 183.0 112.0 157.7% 315.0
ATR 132.0 135.6 3.6 2.8% 0.0
Volume 163,778 216,072 52,294 31.9% 914,274
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,505.3 8,402.2 8,033.7
R3 8,322.3 8,219.2 7,983.3
R2 8,139.3 8,139.3 7,966.6
R1 8,036.2 8,036.2 7,949.8 7,996.3
PP 7,956.3 7,956.3 7,956.3 7,936.4
S1 7,853.2 7,853.2 7,916.2 7,813.3
S2 7,773.3 7,773.3 7,899.5
S3 7,590.3 7,670.2 7,882.7
S4 7,407.3 7,487.2 7,832.4
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 8,945.3 8,754.2 8,106.3
R3 8,630.3 8,439.2 8,019.6
R2 8,315.3 8,315.3 7,990.8
R1 8,124.2 8,124.2 7,961.9 8,062.3
PP 8,000.3 8,000.3 8,000.3 7,969.4
S1 7,809.2 7,809.2 7,904.1 7,747.3
S2 7,685.3 7,685.3 7,875.3
S3 7,370.3 7,494.2 7,846.4
S4 7,055.3 7,179.2 7,759.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,191.5 7,876.5 315.0 4.0% 107.5 1.4% 18% False True 182,854
10 8,215.0 7,863.0 352.0 4.4% 112.1 1.4% 20% False False 163,014
20 8,215.0 7,825.5 389.5 4.9% 109.4 1.4% 28% False False 168,667
40 8,217.0 7,585.0 632.0 8.0% 120.5 1.5% 55% False False 129,311
60 8,217.0 7,426.0 791.0 10.0% 108.2 1.4% 64% False False 86,392
80 8,217.0 6,920.0 1,297.0 16.3% 100.3 1.3% 78% False False 64,935
100 8,217.0 6,554.0 1,663.0 21.0% 103.4 1.3% 83% False False 52,657
120 8,217.0 6,554.0 1,663.0 21.0% 93.4 1.2% 83% False False 43,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,837.3
2.618 8,538.6
1.618 8,355.6
1.000 8,242.5
0.618 8,172.6
HIGH 8,059.5
0.618 7,989.6
0.500 7,968.0
0.382 7,946.4
LOW 7,876.5
0.618 7,763.4
1.000 7,693.5
1.618 7,580.4
2.618 7,397.4
4.250 7,098.8
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 7,968.0 7,970.3
PP 7,956.3 7,957.8
S1 7,944.7 7,945.4

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

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