DAX Index Future September 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 7,414.0 7,490.5 76.5 1.0% 7,623.0
High 7,540.5 7,527.0 -13.5 -0.2% 7,650.0
Low 7,405.0 7,428.0 23.0 0.3% 7,339.0
Close 7,529.5 7,452.0 -77.5 -1.0% 7,529.5
Range 135.5 99.0 -36.5 -26.9% 311.0
ATR 106.1 105.8 -0.3 -0.3% 0.0
Volume 215 353 138 64.2% 2,504
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 7,766.0 7,708.0 7,506.5
R3 7,667.0 7,609.0 7,479.2
R2 7,568.0 7,568.0 7,470.2
R1 7,510.0 7,510.0 7,461.1 7,489.5
PP 7,469.0 7,469.0 7,469.0 7,458.8
S1 7,411.0 7,411.0 7,442.9 7,390.5
S2 7,370.0 7,370.0 7,433.9
S3 7,271.0 7,312.0 7,424.8
S4 7,172.0 7,213.0 7,397.6
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 8,439.2 8,295.3 7,700.6
R3 8,128.2 7,984.3 7,615.0
R2 7,817.2 7,817.2 7,586.5
R1 7,673.3 7,673.3 7,558.0 7,589.8
PP 7,506.2 7,506.2 7,506.2 7,464.4
S1 7,362.3 7,362.3 7,501.0 7,278.8
S2 7,195.2 7,195.2 7,472.5
S3 6,884.2 7,051.3 7,444.0
S4 6,573.2 6,740.3 7,358.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,585.5 7,339.0 246.5 3.3% 119.5 1.6% 46% False False 508
10 7,650.0 7,320.0 330.0 4.4% 102.3 1.4% 40% False False 365
20 7,650.0 7,042.5 607.5 8.2% 90.7 1.2% 67% False False 341
40 7,650.0 6,486.5 1,163.5 15.6% 95.2 1.3% 83% False False 1,619
60 7,650.0 6,486.5 1,163.5 15.6% 90.6 1.2% 83% False False 1,152
80 7,650.0 6,486.5 1,163.5 15.6% 78.0 1.0% 83% False False 883
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,947.8
2.618 7,786.2
1.618 7,687.2
1.000 7,626.0
0.618 7,588.2
HIGH 7,527.0
0.618 7,489.2
0.500 7,477.5
0.382 7,465.8
LOW 7,428.0
0.618 7,366.8
1.000 7,329.0
1.618 7,267.8
2.618 7,168.8
4.250 7,007.3
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 7,477.5 7,447.9
PP 7,469.0 7,443.8
S1 7,460.5 7,439.8

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

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