DAX Index Future September 2007


Trading Metrics calculated at close of trading on 03-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 03-Sep-2007 Change Change % Previous Week
Open 7,599.0 7,679.5 80.5 1.1% 7,515.5
High 7,708.5 7,697.0 -11.5 -0.1% 7,708.5
Low 7,555.5 7,647.5 92.0 1.2% 7,373.0
Close 7,651.5 7,662.5 11.0 0.1% 7,651.5
Range 153.0 49.5 -103.5 -67.6% 335.5
ATR 151.6 144.3 -7.3 -4.8% 0.0
Volume 188,927 48,687 -140,240 -74.2% 721,138
Daily Pivots for day following 03-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,817.5 7,789.5 7,689.7
R3 7,768.0 7,740.0 7,676.1
R2 7,718.5 7,718.5 7,671.6
R1 7,690.5 7,690.5 7,667.0 7,679.8
PP 7,669.0 7,669.0 7,669.0 7,663.6
S1 7,641.0 7,641.0 7,658.0 7,630.3
S2 7,619.5 7,619.5 7,653.4
S3 7,570.0 7,591.5 7,648.9
S4 7,520.5 7,542.0 7,635.3
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,584.2 8,453.3 7,836.0
R3 8,248.7 8,117.8 7,743.8
R2 7,913.2 7,913.2 7,713.0
R1 7,782.3 7,782.3 7,682.3 7,847.8
PP 7,577.7 7,577.7 7,577.7 7,610.4
S1 7,446.8 7,446.8 7,620.7 7,512.3
S2 7,242.2 7,242.2 7,590.0
S3 6,906.7 7,111.3 7,559.2
S4 6,571.2 6,775.8 7,467.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,708.5 7,373.0 335.5 4.4% 122.1 1.6% 86% False False 153,965
10 7,708.5 7,373.0 335.5 4.4% 120.2 1.6% 86% False False 147,538
20 7,708.5 7,220.5 488.0 6.4% 130.7 1.7% 91% False False 169,905
40 8,215.0 7,220.5 994.5 13.0% 143.1 1.9% 44% False False 197,332
60 8,217.0 7,220.5 996.5 13.0% 133.6 1.7% 44% False False 190,456
80 8,217.0 7,220.5 996.5 13.0% 128.1 1.7% 44% False False 144,290
100 8,217.0 7,220.5 996.5 13.0% 119.5 1.6% 44% False False 115,552
120 8,217.0 6,554.0 1,663.0 21.7% 112.4 1.5% 67% False False 96,706
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.0
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 7,907.4
2.618 7,826.6
1.618 7,777.1
1.000 7,746.5
0.618 7,727.6
HIGH 7,697.0
0.618 7,678.1
0.500 7,672.3
0.382 7,666.4
LOW 7,647.5
0.618 7,616.9
1.000 7,598.0
1.618 7,567.4
2.618 7,517.9
4.250 7,437.1
Fisher Pivots for day following 03-Sep-2007
Pivot 1 day 3 day
R1 7,672.3 7,632.3
PP 7,669.0 7,602.2
S1 7,665.8 7,572.0

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

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