DAX Index Future September 2007

Trading Metrics calculated at close of trading on 17-Sep-2007

Day Change Summary
	Previous	Current
	14-Sep-2007	17-Sep-2007	Change	Change %	Previous Week
Open	7,515.5	7,496.5	-19.0	-0.3%	7,429.5
High	7,528.0	7,537.0	9.0	0.1%	7,553.0
Low	7,448.0	7,437.5	-10.5	-0.1%	7,376.0
Close	7,506.0	7,495.5	-10.5	-0.1%	7,506.0
Range	80.0	99.5	19.5	24.4%	177.0
ATR	134.3	131.8	-2.5	-1.9%	0.0
Volume	159,400	207,161	47,761	30.0%	825,012

Daily Pivots for day following 17-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,788.5	7,741.5	7,550.2
R3	7,689.0	7,642.0	7,522.9
R2	7,589.5	7,589.5	7,513.7
R1	7,542.5	7,542.5	7,504.6	7,516.3
PP	7,490.0	7,490.0	7,490.0	7,476.9
S1	7,443.0	7,443.0	7,486.4	7,416.8
S2	7,390.5	7,390.5	7,477.3
S3	7,291.0	7,343.5	7,468.1
S4	7,191.5	7,244.0	7,440.8

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	8,009.3	7,934.7	7,603.4
R3	7,832.3	7,757.7	7,554.7
R2	7,655.3	7,655.3	7,538.5
R1	7,580.7	7,580.7	7,522.2	7,618.0
PP	7,478.3	7,478.3	7,478.3	7,497.0
S1	7,403.7	7,403.7	7,489.8	7,441.0
S2	7,301.3	7,301.3	7,473.6
S3	7,124.3	7,226.7	7,457.3
S4	6,947.3	7,049.7	7,408.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,553.0	7,424.0	129.0	1.7%	87.0	1.2%	55%	False	False	164,194
10	7,771.5	7,376.0	395.5	5.3%	119.4	1.6%	30%	False	False	182,634
20	7,771.5	7,373.0	398.5	5.3%	119.8	1.6%	31%	False	False	165,086
40	7,986.0	7,220.5	765.5	10.2%	143.7	1.9%	36%	False	False	200,739
60	8,215.0	7,220.5	994.5	13.3%	131.8	1.8%	28%	False	False	188,954
80	8,217.0	7,220.5	996.5	13.3%	132.3	1.8%	28%	False	False	167,050
100	8,217.0	7,220.5	996.5	13.3%	123.1	1.6%	28%	False	False	133,749
120	8,217.0	6,920.0	1,297.0	17.3%	115.3	1.5%	44%	False	False	111,554

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	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,959.9
2.618	7,797.5
1.618	7,698.0
1.000	7,636.5
0.618	7,598.5
HIGH	7,537.0
0.618	7,499.0
0.500	7,487.3
0.382	7,475.5
LOW	7,437.5
0.618	7,376.0
1.000	7,338.0
1.618	7,276.5
2.618	7,177.0
4.250	7,014.6

Fisher Pivots for day following 17-Sep-2007
Pivot	1 day	3 day
R1	7,492.8	7,495.3
PP	7,490.0	7,495.0
S1	7,487.3	7,494.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols