DAX Index Future September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 7,180.5 7,220.0 39.5 0.6% 7,466.0
High 7,301.5 7,290.0 -11.5 -0.2% 7,547.0
Low 7,167.5 7,176.0 8.5 0.1% 7,411.0
Close 7,243.5 7,197.5 -46.0 -0.6% 7,447.5
Range 134.0 114.0 -20.0 -14.9% 136.0
ATR 129.0 128.0 -1.1 -0.8% 0.0
Volume 154,304 145,656 -8,648 -5.6% 491,279
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,563.2 7,494.3 7,260.2
R3 7,449.2 7,380.3 7,228.9
R2 7,335.2 7,335.2 7,218.4
R1 7,266.3 7,266.3 7,208.0 7,243.8
PP 7,221.2 7,221.2 7,221.2 7,209.9
S1 7,152.3 7,152.3 7,187.1 7,129.8
S2 7,107.2 7,107.2 7,176.6
S3 6,993.2 7,038.3 7,166.2
S4 6,879.2 6,924.3 7,134.8
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% 160.3 2.2% 34% False False 164,865
10 7,547.0 7,014.5 532.5 7.4% 121.1 1.7% 34% False False 140,038
20 7,547.0 7,014.5 532.5 7.4% 122.5 1.7% 34% False False 138,069
40 7,547.0 7,014.5 532.5 7.4% 117.6 1.6% 34% False False 70,889
60 7,650.0 7,014.5 635.5 8.8% 112.9 1.6% 29% False False 47,410
80 7,650.0 6,765.5 884.5 12.3% 104.0 1.4% 49% False False 35,612
100 7,650.0 6,486.5 1,163.5 16.2% 106.1 1.5% 61% False False 29,078
120 7,650.0 6,486.5 1,163.5 16.2% 95.8 1.3% 61% False False 24,244
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,774.5
2.618 7,588.5
1.618 7,474.5
1.000 7,404.0
0.618 7,360.5
HIGH 7,290.0
0.618 7,246.5
0.500 7,233.0
0.382 7,219.5
LOW 7,176.0
0.618 7,105.5
1.000 7,062.0
1.618 6,991.5
2.618 6,877.5
4.250 6,691.5
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 7,233.0 7,184.3
PP 7,221.2 7,171.2
S1 7,209.3 7,158.0

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

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