DAX Index Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 7,505.0 7,524.5 19.5 0.3% 7,466.0
High 7,540.0 7,547.0 7.0 0.1% 7,547.0
Low 7,464.0 7,411.0 -53.0 -0.7% 7,411.0
Close 7,513.5 7,447.5 -66.0 -0.9% 7,447.5
Range 76.0 136.0 60.0 78.9% 136.0
ATR 111.1 112.8 1.8 1.6% 0.0
Volume 112,888 143,758 30,870 27.3% 491,279
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,876.5 7,798.0 7,522.3
R3 7,740.5 7,662.0 7,484.9
R2 7,604.5 7,604.5 7,472.4
R1 7,526.0 7,526.0 7,460.0 7,497.3
PP 7,468.5 7,468.5 7,468.5 7,454.1
S1 7,390.0 7,390.0 7,435.0 7,361.3
S2 7,332.5 7,332.5 7,422.6
S3 7,196.5 7,254.0 7,410.1
S4 7,060.5 7,118.0 7,372.7
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,876.5 7,798.0 7,522.3
R3 7,740.5 7,662.0 7,484.9
R2 7,604.5 7,604.5 7,472.4
R1 7,526.0 7,526.0 7,460.0 7,497.3
PP 7,468.5 7,468.5 7,468.5 7,454.1
S1 7,390.0 7,390.0 7,435.0 7,361.3
S2 7,332.5 7,332.5 7,422.6
S3 7,196.5 7,254.0 7,410.1
S4 7,060.5 7,118.0 7,372.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,547.0 7,380.0 167.0 2.2% 87.7 1.2% 40% True False 121,247
10 7,547.0 7,098.0 449.0 6.0% 104.9 1.4% 78% True False 130,764
20 7,547.0 7,042.5 504.5 6.8% 111.7 1.5% 80% True False 106,459
40 7,547.0 7,020.0 527.0 7.1% 112.2 1.5% 81% True False 53,946
60 7,650.0 7,020.0 630.0 8.5% 107.8 1.4% 68% False False 36,081
80 7,650.0 6,486.5 1,163.5 15.6% 103.6 1.4% 83% False False 27,633
100 7,650.0 6,486.5 1,163.5 15.6% 101.8 1.4% 83% False False 22,275
120 7,650.0 6,486.5 1,163.5 15.6% 92.1 1.2% 83% False False 18,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.6
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8,125.0
2.618 7,903.0
1.618 7,767.0
1.000 7,683.0
0.618 7,631.0
HIGH 7,547.0
0.618 7,495.0
0.500 7,479.0
0.382 7,463.0
LOW 7,411.0
0.618 7,327.0
1.000 7,275.0
1.618 7,191.0
2.618 7,055.0
4.250 6,833.0
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 7,479.0 7,479.0
PP 7,468.5 7,468.5
S1 7,458.0 7,458.0

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

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