DAX Index Future September 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 7,327.0 7,329.0 2.0 0.0% 7,210.5
High 7,359.5 7,417.5 58.0 0.8% 7,359.5
Low 7,321.5 7,320.0 -1.5 0.0% 7,042.5
Close 7,339.5 7,398.5 59.0 0.8% 7,339.5
Range 38.0 97.5 59.5 156.6% 317.0
ATR 100.7 100.5 -0.2 -0.2% 0.0
Volume 1,128 128 -1,000 -88.7% 2,220
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 7,671.2 7,632.3 7,452.1
R3 7,573.7 7,534.8 7,425.3
R2 7,476.2 7,476.2 7,416.4
R1 7,437.3 7,437.3 7,407.4 7,456.8
PP 7,378.7 7,378.7 7,378.7 7,388.4
S1 7,339.8 7,339.8 7,389.6 7,359.3
S2 7,281.2 7,281.2 7,380.6
S3 7,183.7 7,242.3 7,371.7
S4 7,086.2 7,144.8 7,344.9
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 8,198.2 8,085.8 7,513.9
R3 7,881.2 7,768.8 7,426.7
R2 7,564.2 7,564.2 7,397.6
R1 7,451.8 7,451.8 7,368.6 7,508.0
PP 7,247.2 7,247.2 7,247.2 7,275.3
S1 7,134.8 7,134.8 7,310.4 7,191.0
S2 6,930.2 6,930.2 7,281.4
S3 6,613.2 6,817.8 7,252.3
S4 6,296.2 6,500.8 7,165.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,417.5 7,042.5 375.0 5.1% 101.0 1.4% 95% True False 469
10 7,417.5 7,042.5 375.0 5.1% 83.4 1.1% 95% True False 315
20 7,417.5 6,919.5 498.0 6.7% 75.0 1.0% 96% True False 260
40 7,417.5 6,486.5 931.0 12.6% 96.8 1.3% 98% True False 1,620
60 7,485.0 6,486.5 998.5 13.5% 81.0 1.1% 91% False False 1,103
80 7,485.0 6,486.5 998.5 13.5% 73.8 1.0% 91% False False 842
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,831.9
2.618 7,672.8
1.618 7,575.3
1.000 7,515.0
0.618 7,477.8
HIGH 7,417.5
0.618 7,380.3
0.500 7,368.8
0.382 7,357.2
LOW 7,320.0
0.618 7,259.7
1.000 7,222.5
1.618 7,162.2
2.618 7,064.7
4.250 6,905.6
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 7,388.6 7,360.4
PP 7,378.7 7,322.3
S1 7,368.8 7,284.3

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

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