DAX Index Future September 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 7,567.5 7,488.0 -79.5 -1.1% 7,623.0
High 7,604.0 7,525.0 -79.0 -1.0% 7,650.0
Low 7,476.5 7,399.5 -77.0 -1.0% 7,339.0
Close 7,539.0 7,477.5 -61.5 -0.8% 7,529.5
Range 127.5 125.5 -2.0 -1.6% 311.0
ATR 108.1 110.4 2.2 2.1% 0.0
Volume 130 297 167 128.5% 2,504
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 7,843.8 7,786.2 7,546.5
R3 7,718.3 7,660.7 7,512.0
R2 7,592.8 7,592.8 7,500.5
R1 7,535.2 7,535.2 7,489.0 7,501.3
PP 7,467.3 7,467.3 7,467.3 7,450.4
S1 7,409.7 7,409.7 7,466.0 7,375.8
S2 7,341.8 7,341.8 7,454.5
S3 7,216.3 7,284.2 7,443.0
S4 7,090.8 7,158.7 7,408.5
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 7,604.0 7,399.5 204.5 2.7% 118.2 1.6% 38% False True 256
10 7,650.0 7,339.0 311.0 4.2% 111.2 1.5% 45% False False 370
20 7,650.0 7,042.5 607.5 8.1% 99.0 1.3% 72% False False 351
40 7,650.0 6,486.5 1,163.5 15.6% 95.0 1.3% 85% False False 1,320
60 7,650.0 6,486.5 1,163.5 15.6% 94.8 1.3% 85% False False 1,161
80 7,650.0 6,486.5 1,163.5 15.6% 82.0 1.1% 85% False False 890
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 23.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,058.4
2.618 7,853.6
1.618 7,728.1
1.000 7,650.5
0.618 7,602.6
HIGH 7,525.0
0.618 7,477.1
0.500 7,462.3
0.382 7,447.4
LOW 7,399.5
0.618 7,321.9
1.000 7,274.0
1.618 7,196.4
2.618 7,070.9
4.250 6,866.1
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 7,472.4 7,501.8
PP 7,467.3 7,493.7
S1 7,462.3 7,485.6

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

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