DAX Index Future September 2007


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 7,450.0 7,550.5 100.5 1.3% 7,498.5
High 7,600.0 7,645.0 45.0 0.6% 7,678.0
Low 7,403.0 7,501.0 98.0 1.3% 7,413.0
Close 7,493.5 7,549.5 56.0 0.7% 7,474.5
Range 197.0 144.0 -53.0 -26.9% 265.0
ATR 167.6 166.5 -1.2 -0.7% 0.0
Volume 229,806 194,396 -35,410 -15.4% 1,240,119
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,997.2 7,917.3 7,628.7
R3 7,853.2 7,773.3 7,589.1
R2 7,709.2 7,709.2 7,575.9
R1 7,629.3 7,629.3 7,562.7 7,597.3
PP 7,565.2 7,565.2 7,565.2 7,549.1
S1 7,485.3 7,485.3 7,536.3 7,453.3
S2 7,421.2 7,421.2 7,523.1
S3 7,277.2 7,341.3 7,509.9
S4 7,133.2 7,197.3 7,470.3
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,316.8 8,160.7 7,620.3
R3 8,051.8 7,895.7 7,547.4
R2 7,786.8 7,786.8 7,523.1
R1 7,630.7 7,630.7 7,498.8 7,576.3
PP 7,521.8 7,521.8 7,521.8 7,494.6
S1 7,365.7 7,365.7 7,450.2 7,311.3
S2 7,256.8 7,256.8 7,425.9
S3 6,991.8 7,100.7 7,401.6
S4 6,726.8 6,835.7 7,328.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,674.5 7,403.0 271.5 3.6% 172.0 2.3% 54% False False 230,145
10 7,837.0 7,403.0 434.0 5.7% 183.3 2.4% 34% False False 275,822
20 8,215.0 7,403.0 812.0 10.8% 159.6 2.1% 18% False False 234,478
40 8,217.0 7,403.0 814.0 10.8% 135.8 1.8% 18% False False 201,841
60 8,217.0 7,403.0 814.0 10.8% 127.9 1.7% 18% False False 138,985
80 8,217.0 7,284.0 933.0 12.4% 117.7 1.6% 28% False False 104,387
100 8,217.0 6,638.5 1,578.5 20.9% 108.8 1.4% 58% False False 83,866
120 8,217.0 6,554.0 1,663.0 22.0% 106.9 1.4% 60% False False 70,249
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 41.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,257.0
2.618 8,022.0
1.618 7,878.0
1.000 7,789.0
0.618 7,734.0
HIGH 7,645.0
0.618 7,590.0
0.500 7,573.0
0.382 7,556.0
LOW 7,501.0
0.618 7,412.0
1.000 7,357.0
1.618 7,268.0
2.618 7,124.0
4.250 6,889.0
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 7,573.0 7,541.0
PP 7,565.2 7,532.5
S1 7,557.3 7,524.0

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

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