DAX Index Future September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 7,419.5 7,466.0 46.5 0.6% 7,119.0
High 7,477.0 7,499.0 22.0 0.3% 7,477.0
Low 7,380.0 7,445.5 65.5 0.9% 7,098.0
Close 7,469.0 7,460.0 -9.0 -0.1% 7,469.0
Range 97.0 53.5 -43.5 -44.8% 379.0
ATR 121.5 116.7 -4.9 -4.0% 0.0
Volume 114,956 110,083 -4,873 -4.2% 638,206
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,628.7 7,597.8 7,489.4
R3 7,575.2 7,544.3 7,474.7
R2 7,521.7 7,521.7 7,469.8
R1 7,490.8 7,490.8 7,464.9 7,479.5
PP 7,468.2 7,468.2 7,468.2 7,462.5
S1 7,437.3 7,437.3 7,455.1 7,426.0
S2 7,414.7 7,414.7 7,450.2
S3 7,361.2 7,383.8 7,445.3
S4 7,307.7 7,330.3 7,430.6
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 7,499.0 7,098.0 401.0 5.4% 102.8 1.4% 90% True False 127,299
10 7,499.0 7,098.0 401.0 5.4% 109.5 1.5% 90% True False 132,836
20 7,499.0 7,020.0 479.0 6.4% 113.5 1.5% 92% True False 87,609
40 7,604.0 7,020.0 584.0 7.8% 113.9 1.5% 75% False False 44,434
60 7,650.0 7,020.0 630.0 8.4% 106.2 1.4% 70% False False 29,736
80 7,650.0 6,486.5 1,163.5 15.6% 104.5 1.4% 84% False False 23,027
100 7,650.0 6,486.5 1,163.5 15.6% 99.9 1.3% 84% False False 18,465
120 7,650.0 6,486.5 1,163.5 15.6% 90.0 1.2% 84% False False 15,400
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24.7
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 7,726.4
2.618 7,639.1
1.618 7,585.6
1.000 7,552.5
0.618 7,532.1
HIGH 7,499.0
0.618 7,478.6
0.500 7,472.3
0.382 7,465.9
LOW 7,445.5
0.618 7,412.4
1.000 7,392.0
1.618 7,358.9
2.618 7,305.4
4.250 7,218.1
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 7,472.3 7,441.3
PP 7,468.2 7,422.7
S1 7,464.1 7,404.0

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

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