DAX Index Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 7,217.0 7,207.5 -9.5 -0.1% 7,410.0
High 7,274.0 7,212.5 -61.5 -0.8% 7,416.5
Low 7,157.0 7,106.5 -50.5 -0.7% 7,014.5
Close 7,254.0 7,143.5 -110.5 -1.5% 7,254.0
Range 117.0 106.0 -11.0 -9.4% 402.0
ATR 127.2 128.6 1.5 1.1% 0.0
Volume 139,626 144,616 4,990 3.6% 820,196
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,472.2 7,413.8 7,201.8
R3 7,366.2 7,307.8 7,172.7
R2 7,260.2 7,260.2 7,162.9
R1 7,201.8 7,201.8 7,153.2 7,178.0
PP 7,154.2 7,154.2 7,154.2 7,142.3
S1 7,095.8 7,095.8 7,133.8 7,072.0
S2 7,048.2 7,048.2 7,124.1
S3 6,942.2 6,989.8 7,114.4
S4 6,836.2 6,883.8 7,085.2
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 7,301.5 7,014.5 287.0 4.0% 136.3 1.9% 45% False False 159,914
10 7,547.0 7,014.5 532.5 7.5% 123.0 1.7% 24% False False 145,609
20 7,547.0 7,014.5 532.5 7.5% 119.0 1.7% 24% False False 140,283
40 7,547.0 7,014.5 532.5 7.5% 116.3 1.6% 24% False False 77,949
60 7,650.0 7,014.5 635.5 8.9% 113.2 1.6% 20% False False 52,136
80 7,650.0 6,830.0 820.0 11.5% 104.8 1.5% 38% False False 39,162
100 7,650.0 6,486.5 1,163.5 16.3% 106.2 1.5% 56% False False 31,918
120 7,650.0 6,486.5 1,163.5 16.3% 96.9 1.4% 56% False False 26,609
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 27.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7,663.0
2.618 7,490.0
1.618 7,384.0
1.000 7,318.5
0.618 7,278.0
HIGH 7,212.5
0.618 7,172.0
0.500 7,159.5
0.382 7,147.0
LOW 7,106.5
0.618 7,041.0
1.000 7,000.5
1.618 6,935.0
2.618 6,829.0
4.250 6,656.0
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 7,159.5 7,198.3
PP 7,154.2 7,180.0
S1 7,148.8 7,161.8

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

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