DAX Index Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 7,088.5 7,102.5 14.0 0.2% 7,088.0
High 7,144.0 7,253.0 109.0 1.5% 7,259.0
Low 7,042.5 7,062.5 20.0 0.3% 7,042.5
Close 7,122.0 7,183.0 61.0 0.9% 7,183.0
Range 101.5 190.5 89.0 87.7% 216.5
ATR 123.0 127.9 4.8 3.9% 0.0
Volume 51,980 187,990 136,010 261.7% 285,657
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,737.7 7,650.8 7,287.8
R3 7,547.2 7,460.3 7,235.4
R2 7,356.7 7,356.7 7,217.9
R1 7,269.8 7,269.8 7,200.5 7,313.3
PP 7,166.2 7,166.2 7,166.2 7,187.9
S1 7,079.3 7,079.3 7,165.5 7,122.8
S2 6,975.7 6,975.7 7,148.1
S3 6,785.2 6,888.8 7,130.6
S4 6,594.7 6,698.3 7,078.2
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,811.0 7,713.5 7,302.1
R3 7,594.5 7,497.0 7,242.5
R2 7,378.0 7,378.0 7,222.7
R1 7,280.5 7,280.5 7,202.8 7,329.3
PP 7,161.5 7,161.5 7,161.5 7,185.9
S1 7,064.0 7,064.0 7,163.2 7,112.8
S2 6,945.0 6,945.0 7,143.3
S3 6,728.5 6,847.5 7,123.5
S4 6,512.0 6,631.0 7,063.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,259.0 7,042.5 216.5 3.0% 121.8 1.7% 65% False False 57,131
10 7,259.0 7,020.0 239.0 3.3% 114.8 1.6% 68% False False 29,257
20 7,370.0 7,020.0 350.0 4.9% 113.7 1.6% 47% False False 15,616
40 7,650.0 7,020.0 630.0 8.8% 110.3 1.5% 26% False False 8,062
60 7,650.0 6,830.0 820.0 11.4% 100.1 1.4% 43% False False 5,455
80 7,650.0 6,486.5 1,163.5 16.2% 103.0 1.4% 60% False False 4,826
100 7,650.0 6,486.5 1,163.5 16.2% 92.5 1.3% 60% False False 3,875
120 7,650.0 6,486.5 1,163.5 16.2% 85.5 1.2% 60% False False 3,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.9
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 8,062.6
2.618 7,751.7
1.618 7,561.2
1.000 7,443.5
0.618 7,370.7
HIGH 7,253.0
0.618 7,180.2
0.500 7,157.8
0.382 7,135.3
LOW 7,062.5
0.618 6,944.8
1.000 6,872.0
1.618 6,754.3
2.618 6,563.8
4.250 6,252.9
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 7,174.6 7,171.3
PP 7,166.2 7,159.5
S1 7,157.8 7,147.8

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

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