DAX Index Future September 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 7,638.0 7,386.0 -252.0 -3.3% 7,450.0
High 7,638.0 7,478.5 -159.5 -2.1% 7,670.0
Low 7,453.5 7,330.5 -123.0 -1.7% 7,330.5
Close 7,488.5 7,392.5 -96.0 -1.3% 7,392.5
Range 184.5 148.0 -36.5 -19.8% 339.5
ATR 165.2 164.7 -0.5 -0.3% 0.0
Volume 324,344 368,510 44,166 13.6% 1,308,105
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,844.5 7,766.5 7,473.9
R3 7,696.5 7,618.5 7,433.2
R2 7,548.5 7,548.5 7,419.6
R1 7,470.5 7,470.5 7,406.1 7,509.5
PP 7,400.5 7,400.5 7,400.5 7,420.0
S1 7,322.5 7,322.5 7,378.9 7,361.5
S2 7,252.5 7,252.5 7,365.4
S3 7,104.5 7,174.5 7,351.8
S4 6,956.5 7,026.5 7,311.1
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,482.8 8,277.2 7,579.2
R3 8,143.3 7,937.7 7,485.9
R2 7,803.8 7,803.8 7,454.7
R1 7,598.2 7,598.2 7,423.6 7,531.3
PP 7,464.3 7,464.3 7,464.3 7,430.9
S1 7,258.7 7,258.7 7,361.4 7,191.8
S2 7,124.8 7,124.8 7,330.3
S3 6,785.3 6,919.2 7,299.1
S4 6,445.8 6,579.7 7,205.8
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 7,330.5 339.5 4.6% 157.6 2.1% 18% False True 261,621
10 7,678.0 7,330.5 347.5 4.7% 162.3 2.2% 18% False True 254,822
20 8,191.5 7,330.5 861.0 11.6% 159.1 2.2% 7% False True 248,006
40 8,217.0 7,330.5 886.5 12.0% 135.9 1.8% 7% False True 210,210
60 8,217.0 7,330.5 886.5 12.0% 131.9 1.8% 7% False True 153,702
80 8,217.0 7,284.0 933.0 12.6% 120.0 1.6% 12% False False 115,395
100 8,217.0 6,766.0 1,451.0 19.6% 111.1 1.5% 43% False False 92,429
120 8,217.0 6,554.0 1,663.0 22.5% 110.1 1.5% 50% False False 77,613
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 36.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,107.5
2.618 7,866.0
1.618 7,718.0
1.000 7,626.5
0.618 7,570.0
HIGH 7,478.5
0.618 7,422.0
0.500 7,404.5
0.382 7,387.0
LOW 7,330.5
0.618 7,239.0
1.000 7,182.5
1.618 7,091.0
2.618 6,943.0
4.250 6,701.5
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 7,404.5 7,500.3
PP 7,400.5 7,464.3
S1 7,396.5 7,428.4

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

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