DAX Index Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 7,163.0 7,180.5 17.5 0.2% 7,466.0
High 7,225.0 7,301.5 76.5 1.1% 7,547.0
Low 7,014.5 7,167.5 153.0 2.2% 7,411.0
Close 7,160.5 7,243.5 83.0 1.2% 7,447.5
Range 210.5 134.0 -76.5 -36.3% 136.0
ATR 128.1 129.0 0.9 0.7% 0.0
Volume 215,371 154,304 -61,067 -28.4% 491,279
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,639.5 7,575.5 7,317.2
R3 7,505.5 7,441.5 7,280.4
R2 7,371.5 7,371.5 7,268.1
R1 7,307.5 7,307.5 7,255.8 7,339.5
PP 7,237.5 7,237.5 7,237.5 7,253.5
S1 7,173.5 7,173.5 7,231.2 7,205.5
S2 7,103.5 7,103.5 7,218.9
S3 6,969.5 7,039.5 7,206.7
S4 6,835.5 6,905.5 7,169.8
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% 152.7 2.1% 43% False False 158,312
10 7,547.0 7,014.5 532.5 7.4% 121.8 1.7% 43% False False 140,621
20 7,547.0 7,014.5 532.5 7.4% 123.4 1.7% 43% False False 132,450
40 7,547.0 7,014.5 532.5 7.4% 116.5 1.6% 43% False False 67,265
60 7,650.0 7,014.5 635.5 8.8% 113.8 1.6% 36% False False 44,989
80 7,650.0 6,765.5 884.5 12.2% 103.7 1.4% 54% False False 33,796
100 7,650.0 6,486.5 1,163.5 16.1% 106.1 1.5% 65% False False 27,621
120 7,650.0 6,486.5 1,163.5 16.1% 95.4 1.3% 65% False False 23,031
Crabel Price Patterns
NR True
NR4 True
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 23.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,871.0
2.618 7,652.3
1.618 7,518.3
1.000 7,435.5
0.618 7,384.3
HIGH 7,301.5
0.618 7,250.3
0.500 7,234.5
0.382 7,218.7
LOW 7,167.5
0.618 7,084.7
1.000 7,033.5
1.618 6,950.7
2.618 6,816.7
4.250 6,598.0
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 7,240.5 7,234.2
PP 7,237.5 7,224.8
S1 7,234.5 7,215.5

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

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