DAX Index Future September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 7,359.0 7,288.0 -71.0 -1.0% 7,207.5
High 7,373.5 7,384.5 11.0 0.1% 7,373.5
Low 7,281.5 7,274.5 -7.0 -0.1% 7,106.5
Close 7,336.5 7,370.5 34.0 0.5% 7,336.5
Range 92.0 110.0 18.0 19.6% 267.0
ATR 127.3 126.0 -1.2 -1.0% 0.0
Volume 112,669 114,840 2,171 1.9% 728,324
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,673.2 7,631.8 7,431.0
R3 7,563.2 7,521.8 7,400.8
R2 7,453.2 7,453.2 7,390.7
R1 7,411.8 7,411.8 7,380.6 7,432.5
PP 7,343.2 7,343.2 7,343.2 7,353.5
S1 7,301.8 7,301.8 7,360.4 7,322.5
S2 7,233.2 7,233.2 7,350.3
S3 7,123.2 7,191.8 7,340.3
S4 7,013.2 7,081.8 7,310.0
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 7,384.5 7,151.0 233.5 3.2% 119.0 1.6% 94% True False 139,709
10 7,384.5 7,014.5 370.0 5.0% 127.7 1.7% 96% True False 149,812
20 7,547.0 7,014.5 532.5 7.2% 117.8 1.6% 67% False False 139,642
40 7,547.0 7,014.5 532.5 7.2% 117.8 1.6% 67% False False 95,133
60 7,650.0 7,014.5 635.5 8.6% 117.1 1.6% 56% False False 63,746
80 7,650.0 7,014.5 635.5 8.6% 106.6 1.4% 56% False False 47,875
100 7,650.0 6,486.5 1,163.5 15.8% 108.1 1.5% 76% False False 38,899
120 7,650.0 6,486.5 1,163.5 15.8% 99.7 1.4% 76% False False 32,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,852.0
2.618 7,672.5
1.618 7,562.5
1.000 7,494.5
0.618 7,452.5
HIGH 7,384.5
0.618 7,342.5
0.500 7,329.5
0.382 7,316.5
LOW 7,274.5
0.618 7,206.5
1.000 7,164.5
1.618 7,096.5
2.618 6,986.5
4.250 6,807.0
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 7,356.8 7,337.2
PP 7,343.2 7,303.8
S1 7,329.5 7,270.5

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

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