DAX Index Future September 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 7,385.0 7,360.5 -24.5 -0.3% 7,490.5
High 7,390.0 7,370.0 -20.0 -0.3% 7,604.0
Low 7,279.5 7,300.0 20.5 0.3% 7,385.5
Close 7,304.5 7,338.0 33.5 0.5% 7,436.0
Range 110.5 70.0 -40.5 -36.7% 218.5
ATR 115.3 112.1 -3.2 -2.8% 0.0
Volume 946 690 -256 -27.1% 1,604
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 7,546.0 7,512.0 7,376.5
R3 7,476.0 7,442.0 7,357.3
R2 7,406.0 7,406.0 7,350.8
R1 7,372.0 7,372.0 7,344.4 7,354.0
PP 7,336.0 7,336.0 7,336.0 7,327.0
S1 7,302.0 7,302.0 7,331.6 7,284.0
S2 7,266.0 7,266.0 7,325.2
S3 7,196.0 7,232.0 7,318.8
S4 7,126.0 7,162.0 7,299.5
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 8,130.7 8,001.8 7,556.2
R3 7,912.2 7,783.3 7,496.1
R2 7,693.7 7,693.7 7,476.1
R1 7,564.8 7,564.8 7,456.0 7,520.0
PP 7,475.2 7,475.2 7,475.2 7,452.8
S1 7,346.3 7,346.3 7,416.0 7,301.5
S2 7,256.7 7,256.7 7,395.9
S3 7,038.2 7,127.8 7,375.9
S4 6,819.7 6,909.3 7,315.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,540.0 7,279.5 260.5 3.6% 115.4 1.6% 22% False False 626
10 7,604.0 7,279.5 324.5 4.4% 117.1 1.6% 18% False False 469
20 7,650.0 7,070.0 580.0 7.9% 103.5 1.4% 46% False False 451
40 7,650.0 6,765.5 884.5 12.1% 90.4 1.2% 65% False False 336
60 7,650.0 6,486.5 1,163.5 15.9% 98.4 1.3% 73% False False 1,203
80 7,650.0 6,486.5 1,163.5 15.9% 84.9 1.2% 73% False False 921
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20.9
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 7,667.5
2.618 7,553.3
1.618 7,483.3
1.000 7,440.0
0.618 7,413.3
HIGH 7,370.0
0.618 7,343.3
0.500 7,335.0
0.382 7,326.7
LOW 7,300.0
0.618 7,256.7
1.000 7,230.0
1.618 7,186.7
2.618 7,116.7
4.250 7,002.5
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 7,337.0 7,357.3
PP 7,336.0 7,350.8
S1 7,335.0 7,344.4

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

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