DAX Index Future September 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 7,480.0 7,390.0 -90.0 -1.2% 7,453.0
High 7,500.0 7,533.5 33.5 0.4% 7,627.0
Low 7,377.0 7,373.0 -4.0 -0.1% 7,375.0
Close 7,450.5 7,451.5 1.0 0.0% 7,526.0
Range 123.0 160.5 37.5 30.5% 252.0
ATR 151.8 152.5 0.6 0.4% 0.0
Volume 162,779 185,087 22,308 13.7% 876,047
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,934.2 7,853.3 7,539.8
R3 7,773.7 7,692.8 7,495.6
R2 7,613.2 7,613.2 7,480.9
R1 7,532.3 7,532.3 7,466.2 7,572.8
PP 7,452.7 7,452.7 7,452.7 7,472.9
S1 7,371.8 7,371.8 7,436.8 7,412.3
S2 7,292.2 7,292.2 7,422.1
S3 7,131.7 7,211.3 7,407.4
S4 6,971.2 7,050.8 7,363.2
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,265.3 8,147.7 7,664.6
R3 8,013.3 7,895.7 7,595.3
R2 7,761.3 7,761.3 7,572.2
R1 7,643.7 7,643.7 7,549.1 7,702.5
PP 7,509.3 7,509.3 7,509.3 7,538.8
S1 7,391.7 7,391.7 7,502.9 7,450.5
S2 7,257.3 7,257.3 7,479.8
S3 7,005.3 7,139.7 7,456.7
S4 6,753.3 6,887.7 7,387.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,627.0 7,373.0 254.0 3.4% 127.6 1.7% 31% False True 128,665
10 7,627.0 7,220.5 406.5 5.5% 132.6 1.8% 57% False False 122,391
20 7,670.0 7,220.5 449.5 6.0% 137.1 1.8% 51% False False 180,610
40 8,215.0 7,220.5 994.5 13.3% 143.6 1.9% 23% False False 198,772
60 8,217.0 7,220.5 996.5 13.4% 137.1 1.8% 23% False False 184,621
80 8,217.0 7,220.5 996.5 13.4% 129.3 1.7% 23% False False 139,051
100 8,217.0 7,213.5 1,003.5 13.5% 118.5 1.6% 24% False False 111,352
120 8,217.0 6,554.0 1,663.0 22.3% 112.5 1.5% 54% False False 93,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.6
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 8,215.6
2.618 7,953.7
1.618 7,793.2
1.000 7,694.0
0.618 7,632.7
HIGH 7,533.5
0.618 7,472.2
0.500 7,453.3
0.382 7,434.3
LOW 7,373.0
0.618 7,273.8
1.000 7,212.5
1.618 7,113.3
2.618 6,952.8
4.250 6,690.9
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 7,453.3 7,482.3
PP 7,452.7 7,472.0
S1 7,452.1 7,461.8

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

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