DAX Index Future September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 7,119.0 7,149.5 30.5 0.4% 7,138.0
High 7,171.5 7,233.5 62.0 0.9% 7,339.0
Low 7,101.5 7,098.0 -3.5 0.0% 7,086.0
Close 7,156.0 7,232.5 76.5 1.1% 7,133.5
Range 70.0 135.5 65.5 93.6% 253.0
ATR 124.2 125.0 0.8 0.7% 0.0
Volume 111,790 146,399 34,609 31.0% 711,374
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,594.5 7,549.0 7,307.0
R3 7,459.0 7,413.5 7,269.8
R2 7,323.5 7,323.5 7,257.3
R1 7,278.0 7,278.0 7,244.9 7,300.8
PP 7,188.0 7,188.0 7,188.0 7,199.4
S1 7,142.5 7,142.5 7,220.1 7,165.3
S2 7,052.5 7,052.5 7,207.7
S3 6,917.0 7,007.0 7,195.2
S4 6,781.5 6,871.5 7,158.0
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 7,337.0 7,098.0 239.0 3.3% 115.2 1.6% 56% False True 142,041
10 7,339.0 7,042.5 296.5 4.1% 124.9 1.7% 64% False False 124,280
20 7,370.0 7,020.0 350.0 4.8% 119.5 1.7% 61% False False 63,351
40 7,604.0 7,020.0 584.0 8.1% 117.9 1.6% 36% False False 32,238
60 7,650.0 7,020.0 630.0 8.7% 103.7 1.4% 34% False False 21,580
80 7,650.0 6,486.5 1,163.5 16.1% 105.4 1.5% 64% False False 16,937
100 7,650.0 6,486.5 1,163.5 16.1% 97.8 1.4% 64% False False 13,567
120 7,650.0 6,486.5 1,163.5 16.1% 88.9 1.2% 64% False False 11,317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,809.4
2.618 7,588.2
1.618 7,452.7
1.000 7,369.0
0.618 7,317.2
HIGH 7,233.5
0.618 7,181.7
0.500 7,165.8
0.382 7,149.8
LOW 7,098.0
0.618 7,014.3
1.000 6,962.5
1.618 6,878.8
2.618 6,743.3
4.250 6,522.1
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 7,210.3 7,221.0
PP 7,188.0 7,209.5
S1 7,165.8 7,198.0

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

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