DAX Index Future December 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 7,655.0 7,565.0 -90.0 -1.2% 7,528.0
High 7,655.0 7,584.0 -71.0 -0.9% 7,703.0
Low 7,580.0 7,463.0 -117.0 -1.5% 7,459.0
Close 7,590.5 7,535.5 -55.0 -0.7% 7,611.5
Range 75.0 121.0 46.0 61.3% 244.0
ATR 143.2 142.1 -1.1 -0.8% 0.0
Volume 268 527 259 96.6% 7,631
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,890.5 7,834.0 7,602.1
R3 7,769.5 7,713.0 7,568.8
R2 7,648.5 7,648.5 7,557.7
R1 7,592.0 7,592.0 7,546.6 7,559.8
PP 7,527.5 7,527.5 7,527.5 7,511.4
S1 7,471.0 7,471.0 7,524.4 7,438.8
S2 7,406.5 7,406.5 7,513.3
S3 7,285.5 7,350.0 7,502.2
S4 7,164.5 7,229.0 7,469.0
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 8,323.2 8,211.3 7,745.7
R3 8,079.2 7,967.3 7,678.6
R2 7,835.2 7,835.2 7,656.2
R1 7,723.3 7,723.3 7,633.9 7,779.3
PP 7,591.2 7,591.2 7,591.2 7,619.1
S1 7,479.3 7,479.3 7,589.1 7,535.3
S2 7,347.2 7,347.2 7,566.8
S3 7,103.2 7,235.3 7,544.4
S4 6,859.2 6,991.3 7,477.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,703.0 7,463.0 240.0 3.2% 103.3 1.4% 30% False True 943
10 7,703.0 7,307.0 396.0 5.3% 135.1 1.8% 58% False False 1,176
20 7,750.0 7,307.0 443.0 5.9% 135.7 1.8% 52% False False 859
40 8,300.0 7,307.0 993.0 13.2% 137.0 1.8% 23% False False 702
60 8,300.0 7,307.0 993.0 13.2% 131.4 1.7% 23% False False 824
80 8,300.0 7,307.0 993.0 13.2% 113.7 1.5% 23% False False 709
100 8,300.0 7,288.5 1,011.5 13.4% 99.7 1.3% 24% False False 590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,098.3
2.618 7,900.8
1.618 7,779.8
1.000 7,705.0
0.618 7,658.8
HIGH 7,584.0
0.618 7,537.8
0.500 7,523.5
0.382 7,509.2
LOW 7,463.0
0.618 7,388.2
1.000 7,342.0
1.618 7,267.2
2.618 7,146.2
4.250 6,948.8
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 7,531.5 7,566.0
PP 7,527.5 7,555.8
S1 7,523.5 7,545.7

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

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