DAX Index Future September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 7,524.5 7,410.0 -114.5 -1.5% 7,466.0
High 7,547.0 7,416.5 -130.5 -1.7% 7,547.0
Low 7,411.0 7,209.5 -201.5 -2.7% 7,411.0
Close 7,447.5 7,225.0 -222.5 -3.0% 7,447.5
Range 136.0 207.0 71.0 52.2% 136.0
ATR 112.8 121.8 8.9 7.9% 0.0
Volume 143,758 165,239 21,481 14.9% 491,279
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,904.7 7,771.8 7,338.9
R3 7,697.7 7,564.8 7,281.9
R2 7,490.7 7,490.7 7,263.0
R1 7,357.8 7,357.8 7,244.0 7,320.8
PP 7,283.7 7,283.7 7,283.7 7,265.1
S1 7,150.8 7,150.8 7,206.0 7,113.8
S2 7,076.7 7,076.7 7,187.1
S3 6,869.7 6,943.8 7,168.1
S4 6,662.7 6,736.8 7,111.2
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 7,209.5 337.5 4.7% 109.7 1.5% 5% False True 131,303
10 7,547.0 7,098.0 449.0 6.2% 107.9 1.5% 28% False False 129,472
20 7,547.0 7,042.5 504.5 7.0% 115.4 1.6% 36% False False 114,587
40 7,547.0 7,020.0 527.0 7.3% 113.5 1.6% 39% False False 58,063
60 7,650.0 7,020.0 630.0 8.7% 110.1 1.5% 33% False False 38,833
80 7,650.0 6,606.0 1,044.0 14.4% 102.5 1.4% 59% False False 29,506
100 7,650.0 6,486.5 1,163.5 16.1% 103.5 1.4% 63% False False 23,927
120 7,650.0 6,486.5 1,163.5 16.1% 92.9 1.3% 63% False False 19,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.3
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 8,296.3
2.618 7,958.4
1.618 7,751.4
1.000 7,623.5
0.618 7,544.4
HIGH 7,416.5
0.618 7,337.4
0.500 7,313.0
0.382 7,288.6
LOW 7,209.5
0.618 7,081.6
1.000 7,002.5
1.618 6,874.6
2.618 6,667.6
4.250 6,329.8
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 7,313.0 7,378.3
PP 7,283.7 7,327.2
S1 7,254.3 7,276.1

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

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