DAX Index Future September 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 7,408.0 7,242.0 -166.0 -2.2% 7,388.0
High 7,440.0 7,242.0 -198.0 -2.7% 7,450.0
Low 7,267.5 7,131.0 -136.5 -1.9% 7,267.5
Close 7,296.0 7,162.0 -134.0 -1.8% 7,296.0
Range 172.5 111.0 -61.5 -35.7% 182.5
ATR 116.4 119.9 3.5 3.0% 0.0
Volume 690 879 189 27.4% 4,134
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 7,511.3 7,447.7 7,223.1
R3 7,400.3 7,336.7 7,192.5
R2 7,289.3 7,289.3 7,182.4
R1 7,225.7 7,225.7 7,172.2 7,202.0
PP 7,178.3 7,178.3 7,178.3 7,166.5
S1 7,114.7 7,114.7 7,151.8 7,091.0
S2 7,067.3 7,067.3 7,141.7
S3 6,956.3 7,003.7 7,131.5
S4 6,845.3 6,892.7 7,101.0
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 7,885.3 7,773.2 7,396.4
R3 7,702.8 7,590.7 7,346.2
R2 7,520.3 7,520.3 7,329.5
R1 7,408.2 7,408.2 7,312.7 7,373.0
PP 7,337.8 7,337.8 7,337.8 7,320.3
S1 7,225.7 7,225.7 7,279.3 7,190.5
S2 7,155.3 7,155.3 7,262.5
S3 6,972.8 7,043.2 7,245.8
S4 6,790.3 6,860.7 7,195.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,450.0 7,131.0 319.0 4.5% 112.6 1.6% 10% False True 870
10 7,604.0 7,131.0 473.0 6.6% 119.1 1.7% 7% False True 626
20 7,650.0 7,131.0 519.0 7.2% 110.7 1.5% 6% False True 495
40 7,650.0 6,919.5 730.5 10.2% 91.8 1.3% 33% False False 380
60 7,650.0 6,486.5 1,163.5 16.2% 100.8 1.4% 58% False False 1,244
80 7,650.0 6,486.5 1,163.5 16.2% 88.3 1.2% 58% False False 950
100 7,650.0 6,486.5 1,163.5 16.2% 80.9 1.1% 58% False False 772
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 20.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,713.8
2.618 7,532.6
1.618 7,421.6
1.000 7,353.0
0.618 7,310.6
HIGH 7,242.0
0.618 7,199.6
0.500 7,186.5
0.382 7,173.4
LOW 7,131.0
0.618 7,062.4
1.000 7,020.0
1.618 6,951.4
2.618 6,840.4
4.250 6,659.3
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 7,186.5 7,290.5
PP 7,178.3 7,247.7
S1 7,170.2 7,204.8

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

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