DAX Index Future September 2011


Trading Metrics calculated at close of trading on 30-May-2011
Day Change Summary
Previous Current
27-May-2011 30-May-2011 Change Change % Previous Week
Open 7,212.0 7,179.5 -32.5 -0.5% 7,242.0
High 7,232.0 7,230.0 -2.0 0.0% 7,242.0
Low 7,142.5 7,169.0 26.5 0.4% 7,096.0
Close 7,191.5 7,189.5 -2.0 0.0% 7,191.5
Range 89.5 61.0 -28.5 -31.8% 146.0
ATR 116.5 112.5 -4.0 -3.4% 0.0
Volume 3,475 370 -3,105 -89.4% 11,194
Daily Pivots for day following 30-May-2011
Classic Woodie Camarilla DeMark
R4 7,379.2 7,345.3 7,223.1
R3 7,318.2 7,284.3 7,206.3
R2 7,257.2 7,257.2 7,200.7
R1 7,223.3 7,223.3 7,195.1 7,240.3
PP 7,196.2 7,196.2 7,196.2 7,204.6
S1 7,162.3 7,162.3 7,183.9 7,179.3
S2 7,135.2 7,135.2 7,178.3
S3 7,074.2 7,101.3 7,172.7
S4 7,013.2 7,040.3 7,156.0
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 7,614.5 7,549.0 7,271.8
R3 7,468.5 7,403.0 7,231.7
R2 7,322.5 7,322.5 7,218.3
R1 7,257.0 7,257.0 7,204.9 7,216.8
PP 7,176.5 7,176.5 7,176.5 7,156.4
S1 7,111.0 7,111.0 7,178.1 7,070.8
S2 7,030.5 7,030.5 7,164.7
S3 6,884.5 6,965.0 7,151.4
S4 6,738.5 6,819.0 7,111.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,241.0 7,096.0 145.0 2.0% 97.0 1.3% 64% False False 2,137
10 7,450.0 7,096.0 354.0 4.9% 104.8 1.5% 26% False False 1,503
20 7,604.0 7,096.0 508.0 7.1% 113.7 1.6% 18% False False 974
40 7,650.0 7,042.5 607.5 8.4% 95.9 1.3% 24% False False 619
60 7,650.0 6,486.5 1,163.5 16.2% 101.4 1.4% 60% False False 1,413
80 7,650.0 6,486.5 1,163.5 16.2% 91.4 1.3% 60% False False 1,080
100 7,650.0 6,486.5 1,163.5 16.2% 82.2 1.1% 60% False False 878
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.3
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 7,489.3
2.618 7,389.7
1.618 7,328.7
1.000 7,291.0
0.618 7,267.7
HIGH 7,230.0
0.618 7,206.7
0.500 7,199.5
0.382 7,192.3
LOW 7,169.0
0.618 7,131.3
1.000 7,108.0
1.618 7,070.3
2.618 7,009.3
4.250 6,909.8
Fisher Pivots for day following 30-May-2011
Pivot 1 day 3 day
R1 7,199.5 7,186.0
PP 7,196.2 7,182.5
S1 7,192.8 7,179.0

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

View Archives - Comment on this page... - Back to Index of Symbols