DAX Index Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 7,082.0 7,179.0 97.0 1.4% 7,120.5
High 7,217.0 7,208.5 -8.5 -0.1% 7,217.0
Low 7,067.5 7,075.0 7.5 0.1% 7,020.0
Close 7,204.0 7,103.0 -101.0 -1.4% 7,103.0
Range 149.5 133.5 -16.0 -10.7% 197.0
ATR 122.5 123.3 0.8 0.6% 0.0
Volume 2,283 2,673 390 17.1% 6,922
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,529.3 7,449.7 7,176.4
R3 7,395.8 7,316.2 7,139.7
R2 7,262.3 7,262.3 7,127.5
R1 7,182.7 7,182.7 7,115.2 7,155.8
PP 7,128.8 7,128.8 7,128.8 7,115.4
S1 7,049.2 7,049.2 7,090.8 7,022.3
S2 6,995.3 6,995.3 7,078.5
S3 6,861.8 6,915.7 7,066.3
S4 6,728.3 6,782.2 7,029.6
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,704.3 7,600.7 7,211.4
R3 7,507.3 7,403.7 7,157.2
R2 7,310.3 7,310.3 7,139.1
R1 7,206.7 7,206.7 7,121.1 7,160.0
PP 7,113.3 7,113.3 7,113.3 7,090.0
S1 7,009.7 7,009.7 7,084.9 6,963.0
S2 6,916.3 6,916.3 7,066.9
S3 6,719.3 6,812.7 7,048.8
S4 6,522.3 6,615.7 6,994.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,217.0 7,020.0 197.0 2.8% 107.7 1.5% 42% False False 1,384
10 7,370.0 7,020.0 350.0 4.9% 112.9 1.6% 24% False False 1,547
20 7,450.0 7,020.0 430.0 6.1% 111.6 1.6% 19% False False 1,540
40 7,650.0 7,020.0 630.0 8.9% 107.4 1.5% 13% False False 956
60 7,650.0 6,606.0 1,044.0 14.7% 98.2 1.4% 48% False False 1,145
80 7,650.0 6,486.5 1,163.5 16.4% 100.6 1.4% 53% False False 1,261
100 7,650.0 6,486.5 1,163.5 16.4% 88.4 1.2% 53% False False 1,025
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,775.9
2.618 7,558.0
1.618 7,424.5
1.000 7,342.0
0.618 7,291.0
HIGH 7,208.5
0.618 7,157.5
0.500 7,141.8
0.382 7,126.0
LOW 7,075.0
0.618 6,992.5
1.000 6,941.5
1.618 6,859.0
2.618 6,725.5
4.250 6,507.6
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 7,141.8 7,118.5
PP 7,128.8 7,113.3
S1 7,115.9 7,108.2

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

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