DAX Index Future September 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 7,220.0 7,217.0 -3.0 0.0% 7,410.0
High 7,290.0 7,274.0 -16.0 -0.2% 7,416.5
Low 7,176.0 7,157.0 -19.0 -0.3% 7,014.5
Close 7,197.5 7,254.0 56.5 0.8% 7,254.0
Range 114.0 117.0 3.0 2.6% 402.0
ATR 128.0 127.2 -0.8 -0.6% 0.0
Volume 145,656 139,626 -6,030 -4.1% 820,196
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,579.3 7,533.7 7,318.4
R3 7,462.3 7,416.7 7,286.2
R2 7,345.3 7,345.3 7,275.5
R1 7,299.7 7,299.7 7,264.7 7,322.5
PP 7,228.3 7,228.3 7,228.3 7,239.8
S1 7,182.7 7,182.7 7,243.3 7,205.5
S2 7,111.3 7,111.3 7,232.6
S3 6,994.3 7,065.7 7,221.8
S4 6,877.3 6,948.7 7,189.7
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 8,434.3 8,246.2 7,475.1
R3 8,032.3 7,844.2 7,364.6
R2 7,630.3 7,630.3 7,327.7
R1 7,442.2 7,442.2 7,290.9 7,335.3
PP 7,228.3 7,228.3 7,228.3 7,174.9
S1 7,040.2 7,040.2 7,217.2 6,933.3
S2 6,826.3 6,826.3 7,180.3
S3 6,424.3 6,638.2 7,143.5
S4 6,022.3 6,236.2 7,032.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,416.5 7,014.5 402.0 5.5% 156.5 2.2% 60% False False 164,039
10 7,547.0 7,014.5 532.5 7.3% 122.1 1.7% 45% False False 142,643
20 7,547.0 7,014.5 532.5 7.3% 123.3 1.7% 45% False False 142,452
40 7,547.0 7,014.5 532.5 7.3% 118.0 1.6% 45% False False 74,351
60 7,650.0 7,014.5 635.5 8.8% 114.0 1.6% 38% False False 49,735
80 7,650.0 6,765.5 884.5 12.2% 104.7 1.4% 55% False False 37,357
100 7,650.0 6,486.5 1,163.5 16.0% 106.6 1.5% 66% False False 30,473
120 7,650.0 6,486.5 1,163.5 16.0% 96.5 1.3% 66% False False 25,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 30.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,771.3
2.618 7,580.3
1.618 7,463.3
1.000 7,391.0
0.618 7,346.3
HIGH 7,274.0
0.618 7,229.3
0.500 7,215.5
0.382 7,201.7
LOW 7,157.0
0.618 7,084.7
1.000 7,040.0
1.618 6,967.7
2.618 6,850.7
4.250 6,659.8
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 7,241.2 7,245.8
PP 7,228.3 7,237.5
S1 7,215.5 7,229.3

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

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