DAX Index Future September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 7,344.0 7,419.5 75.5 1.0% 7,119.0
High 7,415.5 7,477.0 61.5 0.8% 7,477.0
Low 7,309.0 7,380.0 71.0 1.0% 7,098.0
Close 7,406.0 7,469.0 63.0 0.9% 7,469.0
Range 106.5 97.0 -9.5 -8.9% 379.0
ATR 123.4 121.5 -1.9 -1.5% 0.0
Volume 113,580 114,956 1,376 1.2% 638,206
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,733.0 7,698.0 7,522.4
R3 7,636.0 7,601.0 7,495.7
R2 7,539.0 7,539.0 7,486.8
R1 7,504.0 7,504.0 7,477.9 7,521.5
PP 7,442.0 7,442.0 7,442.0 7,450.8
S1 7,407.0 7,407.0 7,460.1 7,424.5
S2 7,345.0 7,345.0 7,451.2
S3 7,248.0 7,310.0 7,442.3
S4 7,151.0 7,213.0 7,415.7
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 8,485.0 8,356.0 7,677.5
R3 8,106.0 7,977.0 7,573.2
R2 7,727.0 7,727.0 7,538.5
R1 7,598.0 7,598.0 7,503.7 7,662.5
PP 7,348.0 7,348.0 7,348.0 7,380.3
S1 7,219.0 7,219.0 7,434.3 7,283.5
S2 6,969.0 6,969.0 7,399.5
S3 6,590.0 6,840.0 7,364.8
S4 6,211.0 6,461.0 7,260.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,477.0 7,098.0 379.0 5.1% 106.1 1.4% 98% True False 127,641
10 7,477.0 7,086.0 391.0 5.2% 115.1 1.5% 98% True False 134,958
20 7,477.0 7,020.0 457.0 6.1% 114.9 1.5% 98% True False 82,107
40 7,604.0 7,020.0 584.0 7.8% 115.1 1.5% 77% False False 41,691
60 7,650.0 7,020.0 630.0 8.4% 106.4 1.4% 71% False False 27,904
80 7,650.0 6,486.5 1,163.5 15.6% 105.0 1.4% 84% False False 21,667
100 7,650.0 6,486.5 1,163.5 15.6% 100.1 1.3% 84% False False 17,365
120 7,650.0 6,486.5 1,163.5 15.6% 89.6 1.2% 84% False False 14,483
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 27.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,889.3
2.618 7,730.9
1.618 7,633.9
1.000 7,574.0
0.618 7,536.9
HIGH 7,477.0
0.618 7,439.9
0.500 7,428.5
0.382 7,417.1
LOW 7,380.0
0.618 7,320.1
1.000 7,283.0
1.618 7,223.1
2.618 7,126.1
4.250 6,967.8
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 7,455.5 7,429.4
PP 7,442.0 7,389.8
S1 7,428.5 7,350.3

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

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