DAX Index Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 7,154.0 7,255.0 101.0 1.4% 7,410.0
High 7,256.5 7,282.0 25.5 0.4% 7,416.5
Low 7,151.0 7,182.5 31.5 0.4% 7,014.5
Close 7,208.0 7,238.0 30.0 0.4% 7,254.0
Range 105.5 99.5 -6.0 -5.7% 402.0
ATR 127.5 125.5 -2.0 -1.6% 0.0
Volume 138,981 139,546 565 0.4% 820,196
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,532.7 7,484.8 7,292.7
R3 7,433.2 7,385.3 7,265.4
R2 7,333.7 7,333.7 7,256.2
R1 7,285.8 7,285.8 7,247.1 7,260.0
PP 7,234.2 7,234.2 7,234.2 7,221.3
S1 7,186.3 7,186.3 7,228.9 7,160.5
S2 7,134.7 7,134.7 7,219.8
S3 7,035.2 7,086.8 7,210.6
S4 6,935.7 6,987.3 7,183.3
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 7,290.0 7,106.5 183.5 2.5% 108.4 1.5% 72% False False 141,685
10 7,547.0 7,014.5 532.5 7.4% 130.6 1.8% 42% False False 149,998
20 7,547.0 7,014.5 532.5 7.4% 116.8 1.6% 42% False False 141,242
40 7,547.0 7,014.5 532.5 7.4% 116.8 1.6% 42% False False 84,847
60 7,650.0 7,014.5 635.5 8.8% 114.4 1.6% 35% False False 56,757
80 7,650.0 6,919.5 730.5 10.1% 104.5 1.4% 44% False False 42,633
100 7,650.0 6,486.5 1,163.5 16.1% 107.3 1.5% 65% False False 34,702
120 7,650.0 6,486.5 1,163.5 16.1% 97.7 1.3% 65% False False 28,930
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 27.5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7,704.9
2.618 7,542.5
1.618 7,443.0
1.000 7,381.5
0.618 7,343.5
HIGH 7,282.0
0.618 7,244.0
0.500 7,232.3
0.382 7,220.5
LOW 7,182.5
0.618 7,121.0
1.000 7,083.0
1.618 7,021.5
2.618 6,922.0
4.250 6,759.6
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 7,236.1 7,223.4
PP 7,234.2 7,208.8
S1 7,232.3 7,194.3

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

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