DAX Index Future September 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 6,855.5 6,795.0 -60.5 -0.9% 6,986.0
High 6,868.0 6,862.5 -5.5 -0.1% 6,986.0
Low 6,810.5 6,765.5 -45.0 -0.7% 6,486.5
Close 6,831.0 6,845.5 14.5 0.2% 6,716.5
Range 57.5 97.0 39.5 68.7% 499.5
ATR 126.3 124.2 -2.1 -1.7% 0.0
Volume 80 197 117 146.3% 53,443
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,115.5 7,077.5 6,898.9
R3 7,018.5 6,980.5 6,872.2
R2 6,921.5 6,921.5 6,863.3
R1 6,883.5 6,883.5 6,854.4 6,902.5
PP 6,824.5 6,824.5 6,824.5 6,834.0
S1 6,786.5 6,786.5 6,836.6 6,805.5
S2 6,727.5 6,727.5 6,827.7
S3 6,630.5 6,689.5 6,818.8
S4 6,533.5 6,592.5 6,792.2
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 8,228.2 7,971.8 6,991.2
R3 7,728.7 7,472.3 6,853.9
R2 7,229.2 7,229.2 6,808.1
R1 6,972.8 6,972.8 6,762.3 6,851.3
PP 6,729.7 6,729.7 6,729.7 6,668.9
S1 6,473.3 6,473.3 6,670.7 6,351.8
S2 6,230.2 6,230.2 6,624.9
S3 5,730.7 5,973.8 6,579.1
S4 5,231.2 5,474.3 6,441.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,869.0 6,606.0 263.0 3.8% 98.5 1.4% 91% False False 5,414
10 7,163.0 6,486.5 676.5 9.9% 124.0 1.8% 53% False False 5,650
20 7,405.0 6,486.5 918.5 13.4% 111.7 1.6% 39% False False 2,940
40 7,485.0 6,486.5 998.5 14.6% 81.1 1.2% 36% False False 1,504
60 7,485.0 6,486.5 998.5 14.6% 70.8 1.0% 36% False False 1,023
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,274.8
2.618 7,116.4
1.618 7,019.4
1.000 6,959.5
0.618 6,922.4
HIGH 6,862.5
0.618 6,825.4
0.500 6,814.0
0.382 6,802.6
LOW 6,765.5
0.618 6,705.6
1.000 6,668.5
1.618 6,608.6
2.618 6,511.6
4.250 6,353.3
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 6,835.0 6,836.1
PP 6,824.5 6,826.7
S1 6,814.0 6,817.3

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

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