DAX Index Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 7,410.0 7,163.0 -247.0 -3.3% 7,466.0
High 7,416.5 7,225.0 -191.5 -2.6% 7,547.0
Low 7,209.5 7,014.5 -195.0 -2.7% 7,411.0
Close 7,225.0 7,160.5 -64.5 -0.9% 7,447.5
Range 207.0 210.5 3.5 1.7% 136.0
ATR 121.8 128.1 6.3 5.2% 0.0
Volume 165,239 215,371 50,132 30.3% 491,279
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,764.8 7,673.2 7,276.3
R3 7,554.3 7,462.7 7,218.4
R2 7,343.8 7,343.8 7,199.1
R1 7,252.2 7,252.2 7,179.8 7,192.8
PP 7,133.3 7,133.3 7,133.3 7,103.6
S1 7,041.7 7,041.7 7,141.2 6,982.3
S2 6,922.8 6,922.8 7,121.9
S3 6,712.3 6,831.2 7,102.6
S4 6,501.8 6,620.7 7,044.7
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 7,014.5 532.5 7.4% 141.1 2.0% 27% False True 152,361
10 7,547.0 7,014.5 532.5 7.4% 122.0 1.7% 27% False True 139,830
20 7,547.0 7,014.5 532.5 7.4% 121.9 1.7% 27% False True 125,232
40 7,547.0 7,014.5 532.5 7.4% 115.9 1.6% 27% False True 63,431
60 7,650.0 7,014.5 635.5 8.9% 112.2 1.6% 23% False True 42,418
80 7,650.0 6,680.0 970.0 13.5% 103.5 1.4% 50% False False 31,943
100 7,650.0 6,486.5 1,163.5 16.2% 105.1 1.5% 58% False False 26,080
120 7,650.0 6,486.5 1,163.5 16.2% 94.4 1.3% 58% False False 21,745
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 27.8
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 8,119.6
2.618 7,776.1
1.618 7,565.6
1.000 7,435.5
0.618 7,355.1
HIGH 7,225.0
0.618 7,144.6
0.500 7,119.8
0.382 7,094.9
LOW 7,014.5
0.618 6,884.4
1.000 6,804.0
1.618 6,673.9
2.618 6,463.4
4.250 6,119.9
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 7,146.9 7,280.8
PP 7,133.3 7,240.7
S1 7,119.8 7,200.6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.