DAX Index Future December 2007


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 7,874.5 7,835.0 -39.5 -0.5% 7,589.0
High 7,882.0 7,872.5 -9.5 -0.1% 7,895.0
Low 7,839.0 7,801.0 -38.0 -0.5% 7,523.0
Close 7,872.5 7,857.0 -15.5 -0.2% 7,883.0
Range 43.0 71.5 28.5 66.3% 372.0
ATR 125.2 121.4 -3.8 -3.1% 0.0
Volume 107,791 163,017 55,226 51.2% 516,637
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,058.0 8,029.0 7,896.3
R3 7,986.5 7,957.5 7,876.7
R2 7,915.0 7,915.0 7,870.1
R1 7,886.0 7,886.0 7,863.6 7,900.5
PP 7,843.5 7,843.5 7,843.5 7,850.8
S1 7,814.5 7,814.5 7,850.4 7,829.0
S2 7,772.0 7,772.0 7,843.9
S3 7,700.5 7,743.0 7,837.3
S4 7,629.0 7,671.5 7,817.7
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 8,883.0 8,755.0 8,087.6
R3 8,511.0 8,383.0 7,985.3
R2 8,139.0 8,139.0 7,951.2
R1 8,011.0 8,011.0 7,917.1 8,075.0
PP 7,767.0 7,767.0 7,767.0 7,799.0
S1 7,639.0 7,639.0 7,848.9 7,703.0
S2 7,395.0 7,395.0 7,814.8
S3 7,023.0 7,267.0 7,780.7
S4 6,651.0 6,895.0 7,678.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,895.0 7,783.0 112.0 1.4% 69.4 0.9% 66% False False 127,782
10 7,895.0 7,520.0 375.0 4.8% 94.4 1.2% 90% False False 80,641
20 7,895.0 7,460.0 435.0 5.5% 110.5 1.4% 91% False False 41,266
40 7,895.0 7,307.0 588.0 7.5% 123.1 1.6% 94% False False 21,063
60 8,300.0 7,307.0 993.0 12.6% 128.2 1.6% 55% False False 14,223
80 8,300.0 7,307.0 993.0 12.6% 126.2 1.6% 55% False False 10,935
100 8,300.0 7,307.0 993.0 12.6% 113.1 1.4% 55% False False 8,820
120 8,300.0 7,288.5 1,011.5 12.9% 101.5 1.3% 56% False False 7,369
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,176.4
2.618 8,059.7
1.618 7,988.2
1.000 7,944.0
0.618 7,916.7
HIGH 7,872.5
0.618 7,845.2
0.500 7,836.8
0.382 7,828.3
LOW 7,801.0
0.618 7,756.8
1.000 7,729.5
1.618 7,685.3
2.618 7,613.8
4.250 7,497.1
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 7,850.3 7,852.6
PP 7,843.5 7,848.2
S1 7,836.8 7,843.8

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

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