DAX Index Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 7,260.5 7,359.0 98.5 1.4% 7,207.5
High 7,344.5 7,373.5 29.0 0.4% 7,373.5
Low 7,156.5 7,281.5 125.0 1.7% 7,106.5
Close 7,331.5 7,336.5 5.0 0.1% 7,336.5
Range 188.0 92.0 -96.0 -51.1% 267.0
ATR 130.0 127.3 -2.7 -2.1% 0.0
Volume 192,512 112,669 -79,843 -41.5% 728,324
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,606.5 7,563.5 7,387.1
R3 7,514.5 7,471.5 7,361.8
R2 7,422.5 7,422.5 7,353.4
R1 7,379.5 7,379.5 7,344.9 7,355.0
PP 7,330.5 7,330.5 7,330.5 7,318.3
S1 7,287.5 7,287.5 7,328.1 7,263.0
S2 7,238.5 7,238.5 7,319.6
S3 7,146.5 7,195.5 7,311.2
S4 7,054.5 7,103.5 7,285.9
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 8,073.2 7,971.8 7,483.4
R3 7,806.2 7,704.8 7,409.9
R2 7,539.2 7,539.2 7,385.5
R1 7,437.8 7,437.8 7,361.0 7,488.5
PP 7,272.2 7,272.2 7,272.2 7,297.5
S1 7,170.8 7,170.8 7,312.0 7,221.5
S2 7,005.2 7,005.2 7,287.6
S3 6,738.2 6,903.8 7,263.1
S4 6,471.2 6,636.8 7,189.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,373.5 7,106.5 267.0 3.6% 118.2 1.6% 86% True False 145,664
10 7,416.5 7,014.5 402.0 5.5% 137.4 1.9% 80% False False 154,852
20 7,547.0 7,014.5 532.5 7.3% 121.1 1.7% 60% False False 142,808
40 7,547.0 7,014.5 532.5 7.3% 117.3 1.6% 60% False False 92,349
60 7,650.0 7,014.5 635.5 8.7% 116.2 1.6% 51% False False 61,834
80 7,650.0 7,014.5 635.5 8.7% 106.2 1.4% 51% False False 46,442
100 7,650.0 6,486.5 1,163.5 15.9% 107.0 1.5% 73% False False 37,752
120 7,650.0 6,486.5 1,163.5 15.9% 98.9 1.3% 73% False False 31,472
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 31.6
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 7,764.5
2.618 7,614.4
1.618 7,522.4
1.000 7,465.5
0.618 7,430.4
HIGH 7,373.5
0.618 7,338.4
0.500 7,327.5
0.382 7,316.6
LOW 7,281.5
0.618 7,224.6
1.000 7,189.5
1.618 7,132.6
2.618 7,040.6
4.250 6,890.5
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 7,333.5 7,312.7
PP 7,330.5 7,288.8
S1 7,327.5 7,265.0

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

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