DAX Index Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 7,255.0 7,260.5 5.5 0.1% 7,410.0
High 7,282.0 7,344.5 62.5 0.9% 7,416.5
Low 7,182.5 7,156.5 -26.0 -0.4% 7,014.5
Close 7,238.0 7,331.5 93.5 1.3% 7,254.0
Range 99.5 188.0 88.5 88.9% 402.0
ATR 125.5 130.0 4.5 3.6% 0.0
Volume 139,546 192,512 52,966 38.0% 820,196
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,841.5 7,774.5 7,434.9
R3 7,653.5 7,586.5 7,383.2
R2 7,465.5 7,465.5 7,366.0
R1 7,398.5 7,398.5 7,348.7 7,432.0
PP 7,277.5 7,277.5 7,277.5 7,294.3
S1 7,210.5 7,210.5 7,314.3 7,244.0
S2 7,089.5 7,089.5 7,297.0
S3 6,901.5 7,022.5 7,279.8
S4 6,713.5 6,834.5 7,228.1
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 7,344.5 7,106.5 238.0 3.2% 123.2 1.7% 95% True False 151,056
10 7,547.0 7,014.5 532.5 7.3% 141.8 1.9% 60% False False 157,960
20 7,547.0 7,014.5 532.5 7.3% 123.2 1.7% 60% False False 144,752
40 7,547.0 7,014.5 532.5 7.3% 118.1 1.6% 60% False False 89,597
60 7,650.0 7,014.5 635.5 8.7% 115.9 1.6% 50% False False 59,958
80 7,650.0 6,919.5 730.5 10.0% 106.1 1.4% 56% False False 45,035
100 7,650.0 6,486.5 1,163.5 15.9% 107.9 1.5% 73% False False 36,626
120 7,650.0 6,486.5 1,163.5 15.9% 98.8 1.3% 73% False False 30,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8,143.5
2.618 7,836.7
1.618 7,648.7
1.000 7,532.5
0.618 7,460.7
HIGH 7,344.5
0.618 7,272.7
0.500 7,250.5
0.382 7,228.3
LOW 7,156.5
0.618 7,040.3
1.000 6,968.5
1.618 6,852.3
2.618 6,664.3
4.250 6,357.5
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 7,304.5 7,303.6
PP 7,277.5 7,275.7
S1 7,250.5 7,247.8

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

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