DAX Index Future September 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 7,618.5 7,638.0 19.5 0.3% 7,498.5
High 7,670.0 7,638.0 -32.0 -0.4% 7,678.0
Low 7,555.5 7,453.5 -102.0 -1.4% 7,413.0
Close 7,645.0 7,488.5 -156.5 -2.0% 7,474.5
Range 114.5 184.5 70.0 61.1% 265.0
ATR 163.2 165.2 2.0 1.2% 0.0
Volume 191,049 324,344 133,295 69.8% 1,240,119
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,080.2 7,968.8 7,590.0
R3 7,895.7 7,784.3 7,539.2
R2 7,711.2 7,711.2 7,522.3
R1 7,599.8 7,599.8 7,505.4 7,563.3
PP 7,526.7 7,526.7 7,526.7 7,508.4
S1 7,415.3 7,415.3 7,471.6 7,378.8
S2 7,342.2 7,342.2 7,454.7
S3 7,157.7 7,230.8 7,437.8
S4 6,973.2 7,046.3 7,387.0
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 7,670.0 7,403.0 267.0 3.6% 159.7 2.1% 32% False False 231,857
10 7,678.0 7,403.0 275.0 3.7% 163.8 2.2% 31% False False 256,922
20 8,215.0 7,403.0 812.0 10.8% 156.2 2.1% 11% False False 238,291
40 8,217.0 7,403.0 814.0 10.9% 136.8 1.8% 11% False False 206,846
60 8,217.0 7,403.0 814.0 10.9% 130.1 1.7% 11% False False 147,563
80 8,217.0 7,284.0 933.0 12.5% 119.2 1.6% 22% False False 110,791
100 8,217.0 6,762.5 1,454.5 19.4% 110.1 1.5% 50% False False 88,751
120 8,217.0 6,554.0 1,663.0 22.2% 109.0 1.5% 56% False False 74,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 39.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,422.1
2.618 8,121.0
1.618 7,936.5
1.000 7,822.5
0.618 7,752.0
HIGH 7,638.0
0.618 7,567.5
0.500 7,545.8
0.382 7,524.0
LOW 7,453.5
0.618 7,339.5
1.000 7,269.0
1.618 7,155.0
2.618 6,970.5
4.250 6,669.4
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 7,545.8 7,561.8
PP 7,526.7 7,537.3
S1 7,507.6 7,512.9

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

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