DAX Index Future September 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 7,478.0 7,443.5 -34.5 -0.5% 7,497.0
High 7,500.0 7,551.5 51.5 0.7% 7,526.0
Low 7,375.0 7,440.0 65.0 0.9% 7,220.5
Close 7,440.0 7,530.5 90.5 1.2% 7,330.0
Range 125.0 111.5 -13.5 -10.8% 305.5
ATR 164.5 160.7 -3.8 -2.3% 0.0
Volume 223,872 186,225 -37,647 -16.8% 673,940
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,841.8 7,797.7 7,591.8
R3 7,730.3 7,686.2 7,561.2
R2 7,618.8 7,618.8 7,550.9
R1 7,574.7 7,574.7 7,540.7 7,596.8
PP 7,507.3 7,507.3 7,507.3 7,518.4
S1 7,463.2 7,463.2 7,520.3 7,485.3
S2 7,395.8 7,395.8 7,510.1
S3 7,284.3 7,351.7 7,499.8
S4 7,172.8 7,240.2 7,469.2
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,275.3 8,108.2 7,498.0
R3 7,969.8 7,802.7 7,414.0
R2 7,664.3 7,664.3 7,386.0
R1 7,497.2 7,497.2 7,358.0 7,428.0
PP 7,358.8 7,358.8 7,358.8 7,324.3
S1 7,191.7 7,191.7 7,302.0 7,122.5
S2 7,053.3 7,053.3 7,274.0
S3 6,747.8 6,886.2 7,246.0
S4 6,442.3 6,580.7 7,162.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,551.5 7,220.5 331.0 4.4% 137.5 1.8% 94% True False 116,117
10 7,638.0 7,220.5 417.5 5.5% 139.1 1.8% 74% False False 194,738
20 7,797.0 7,220.5 576.5 7.7% 160.5 2.1% 54% False False 229,993
40 8,215.0 7,220.5 994.5 13.2% 138.5 1.8% 31% False False 199,723
60 8,217.0 7,220.5 996.5 13.2% 137.2 1.8% 31% False False 174,509
80 8,217.0 7,220.5 996.5 13.2% 125.0 1.7% 31% False False 131,033
100 8,217.0 7,015.0 1,202.0 16.0% 115.5 1.5% 43% False False 104,942
120 8,217.0 6,554.0 1,663.0 22.1% 111.3 1.5% 59% False False 88,027
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,025.4
2.618 7,843.4
1.618 7,731.9
1.000 7,663.0
0.618 7,620.4
HIGH 7,551.5
0.618 7,508.9
0.500 7,495.8
0.382 7,482.6
LOW 7,440.0
0.618 7,371.1
1.000 7,328.5
1.618 7,259.6
2.618 7,148.1
4.250 6,966.1
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 7,518.9 7,508.1
PP 7,507.3 7,485.7
S1 7,495.8 7,463.3

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

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