DAX Index Future September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 7,259.0 7,119.0 -140.0 -1.9% 7,138.0
High 7,298.0 7,171.5 -126.5 -1.7% 7,339.0
Low 7,121.0 7,101.5 -19.5 -0.3% 7,086.0
Close 7,133.5 7,156.0 22.5 0.3% 7,133.5
Range 177.0 70.0 -107.0 -60.5% 253.0
ATR 128.3 124.2 -4.2 -3.2% 0.0
Volume 178,160 111,790 -66,370 -37.3% 711,374
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,353.0 7,324.5 7,194.5
R3 7,283.0 7,254.5 7,175.3
R2 7,213.0 7,213.0 7,168.8
R1 7,184.5 7,184.5 7,162.4 7,198.8
PP 7,143.0 7,143.0 7,143.0 7,150.1
S1 7,114.5 7,114.5 7,149.6 7,128.8
S2 7,073.0 7,073.0 7,143.2
S3 7,003.0 7,044.5 7,136.8
S4 6,933.0 6,974.5 7,117.5
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,945.2 7,792.3 7,272.7
R3 7,692.2 7,539.3 7,203.1
R2 7,439.2 7,439.2 7,179.9
R1 7,286.3 7,286.3 7,156.7 7,236.3
PP 7,186.2 7,186.2 7,186.2 7,161.1
S1 7,033.3 7,033.3 7,110.3 6,983.3
S2 6,933.2 6,933.2 7,087.1
S3 6,680.2 6,780.3 7,063.9
S4 6,427.2 6,527.3 6,994.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,339.0 7,101.5 237.5 3.3% 116.2 1.6% 23% False True 138,374
10 7,339.0 7,042.5 296.5 4.1% 121.8 1.7% 38% False False 110,634
20 7,370.0 7,020.0 350.0 4.9% 118.4 1.7% 39% False False 56,196
40 7,604.0 7,020.0 584.0 8.2% 116.0 1.6% 23% False False 28,585
60 7,650.0 7,020.0 630.0 8.8% 103.4 1.4% 22% False False 19,145
80 7,650.0 6,486.5 1,163.5 16.3% 105.7 1.5% 58% False False 15,109
100 7,650.0 6,486.5 1,163.5 16.3% 96.8 1.4% 58% False False 12,103
120 7,650.0 6,486.5 1,163.5 16.3% 88.2 1.2% 58% False False 10,098
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 True
Bull Hook False
Stretch 24.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,469.0
2.618 7,354.8
1.618 7,284.8
1.000 7,241.5
0.618 7,214.8
HIGH 7,171.5
0.618 7,144.8
0.500 7,136.5
0.382 7,128.2
LOW 7,101.5
0.618 7,058.2
1.000 7,031.5
1.618 6,988.2
2.618 6,918.2
4.250 6,804.0
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 7,149.5 7,199.8
PP 7,143.0 7,185.2
S1 7,136.5 7,170.6

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

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