DAX Index Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 7,490.5 7,505.0 14.5 0.2% 7,119.0
High 7,495.0 7,540.0 45.0 0.6% 7,477.0
Low 7,419.0 7,464.0 45.0 0.6% 7,098.0
Close 7,470.0 7,513.5 43.5 0.6% 7,469.0
Range 76.0 76.0 0.0 0.0% 379.0
ATR 113.8 111.1 -2.7 -2.4% 0.0
Volume 124,550 112,888 -11,662 -9.4% 638,206
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,733.8 7,699.7 7,555.3
R3 7,657.8 7,623.7 7,534.4
R2 7,581.8 7,581.8 7,527.4
R1 7,547.7 7,547.7 7,520.5 7,564.8
PP 7,505.8 7,505.8 7,505.8 7,514.4
S1 7,471.7 7,471.7 7,506.5 7,488.8
S2 7,429.8 7,429.8 7,499.6
S3 7,353.8 7,395.7 7,492.6
S4 7,277.8 7,319.7 7,471.7
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 7,540.0 7,309.0 231.0 3.1% 81.8 1.1% 89% True False 115,211
10 7,540.0 7,098.0 442.0 5.9% 104.6 1.4% 94% True False 131,544
20 7,540.0 7,042.5 497.5 6.6% 112.4 1.5% 95% True False 99,385
40 7,540.0 7,020.0 520.0 6.9% 111.9 1.5% 95% True False 50,359
60 7,650.0 7,020.0 630.0 8.4% 106.7 1.4% 78% False False 33,688
80 7,650.0 6,486.5 1,163.5 15.5% 104.8 1.4% 88% False False 25,966
100 7,650.0 6,486.5 1,163.5 15.5% 100.5 1.3% 88% False False 20,837
120 7,650.0 6,486.5 1,163.5 15.5% 90.9 1.2% 88% False False 17,377
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 25.7
Fibonacci Retracements and Extensions
4.250 7,863.0
2.618 7,739.0
1.618 7,663.0
1.000 7,616.0
0.618 7,587.0
HIGH 7,540.0
0.618 7,511.0
0.500 7,502.0
0.382 7,493.0
LOW 7,464.0
0.618 7,417.0
1.000 7,388.0
1.618 7,341.0
2.618 7,265.0
4.250 7,141.0
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 7,509.7 7,502.2
PP 7,505.8 7,490.8
S1 7,502.0 7,479.5

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

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