DAX Index Future September 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 7,497.0 7,440.0 -57.0 -0.8% 7,450.0
High 7,514.5 7,526.0 11.5 0.2% 7,670.0
Low 7,423.5 7,414.0 -9.5 -0.1% 7,330.5
Close 7,504.5 7,463.0 -41.5 -0.6% 7,392.5
Range 91.0 112.0 21.0 23.1% 339.5
ATR 161.7 158.1 -3.5 -2.2% 0.0
Volume 191,128 221,885 30,757 16.1% 1,308,105
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,803.7 7,745.3 7,524.6
R3 7,691.7 7,633.3 7,493.8
R2 7,579.7 7,579.7 7,483.5
R1 7,521.3 7,521.3 7,473.3 7,550.5
PP 7,467.7 7,467.7 7,467.7 7,482.3
S1 7,409.3 7,409.3 7,452.7 7,438.5
S2 7,355.7 7,355.7 7,442.5
S3 7,243.7 7,297.3 7,432.2
S4 7,131.7 7,185.3 7,401.4
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 4.5% 130.0 1.7% 39% False False 259,383
10 7,674.5 7,330.5 344.0 4.6% 151.0 2.0% 39% False False 244,764
20 8,064.0 7,330.5 733.5 9.8% 160.7 2.2% 18% False False 253,116
40 8,217.0 7,330.5 886.5 11.9% 137.3 1.8% 15% False False 212,519
60 8,217.0 7,330.5 886.5 11.9% 132.4 1.8% 15% False False 160,564
80 8,217.0 7,330.5 886.5 11.9% 119.8 1.6% 15% False False 120,547
100 8,217.0 6,920.0 1,297.0 17.4% 111.1 1.5% 42% False False 96,550
120 8,217.0 6,554.0 1,663.0 22.3% 110.8 1.5% 55% False False 81,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,002.0
2.618 7,819.2
1.618 7,707.2
1.000 7,638.0
0.618 7,595.2
HIGH 7,526.0
0.618 7,483.2
0.500 7,470.0
0.382 7,456.8
LOW 7,414.0
0.618 7,344.8
1.000 7,302.0
1.618 7,232.8
2.618 7,120.8
4.250 6,938.0
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 7,470.0 7,451.4
PP 7,467.7 7,439.8
S1 7,465.3 7,428.3

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

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