DAX Index Future September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 7,466.0 7,490.5 24.5 0.3% 7,119.0
High 7,499.0 7,495.0 -4.0 -0.1% 7,477.0
Low 7,445.5 7,419.0 -26.5 -0.4% 7,098.0
Close 7,460.0 7,470.0 10.0 0.1% 7,469.0
Range 53.5 76.0 22.5 42.1% 379.0
ATR 116.7 113.8 -2.9 -2.5% 0.0
Volume 110,083 124,550 14,467 13.1% 638,206
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,689.3 7,655.7 7,511.8
R3 7,613.3 7,579.7 7,490.9
R2 7,537.3 7,537.3 7,483.9
R1 7,503.7 7,503.7 7,477.0 7,482.5
PP 7,461.3 7,461.3 7,461.3 7,450.8
S1 7,427.7 7,427.7 7,463.0 7,406.5
S2 7,385.3 7,385.3 7,456.1
S3 7,309.3 7,351.7 7,449.1
S4 7,233.3 7,275.7 7,428.2
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 7,223.5 275.5 3.7% 90.9 1.2% 89% False False 122,930
10 7,499.0 7,098.0 401.0 5.4% 103.1 1.4% 93% False False 132,485
20 7,499.0 7,020.0 479.0 6.4% 113.2 1.5% 94% False False 93,805
40 7,604.0 7,020.0 584.0 7.8% 113.2 1.5% 77% False False 47,540
60 7,650.0 7,020.0 630.0 8.4% 106.5 1.4% 71% False False 31,809
80 7,650.0 6,486.5 1,163.5 15.6% 104.9 1.4% 85% False False 24,569
100 7,650.0 6,486.5 1,163.5 15.6% 100.0 1.3% 85% False False 19,709
120 7,650.0 6,486.5 1,163.5 15.6% 90.5 1.2% 85% False False 16,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,818.0
2.618 7,694.0
1.618 7,618.0
1.000 7,571.0
0.618 7,542.0
HIGH 7,495.0
0.618 7,466.0
0.500 7,457.0
0.382 7,448.0
LOW 7,419.0
0.618 7,372.0
1.000 7,343.0
1.618 7,296.0
2.618 7,220.0
4.250 7,096.0
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 7,465.7 7,459.8
PP 7,461.3 7,449.7
S1 7,457.0 7,439.5

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

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