DAX Index Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 7,288.0 7,371.0 83.0 1.1% 7,207.5
High 7,384.5 7,399.0 14.5 0.2% 7,373.5
Low 7,274.5 7,317.5 43.0 0.6% 7,106.5
Close 7,370.5 7,349.0 -21.5 -0.3% 7,336.5
Range 110.0 81.5 -28.5 -25.9% 267.0
ATR 126.0 122.9 -3.2 -2.5% 0.0
Volume 114,840 122,854 8,014 7.0% 728,324
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,599.7 7,555.8 7,393.8
R3 7,518.2 7,474.3 7,371.4
R2 7,436.7 7,436.7 7,363.9
R1 7,392.8 7,392.8 7,356.5 7,374.0
PP 7,355.2 7,355.2 7,355.2 7,345.8
S1 7,311.3 7,311.3 7,341.5 7,292.5
S2 7,273.7 7,273.7 7,334.1
S3 7,192.2 7,229.8 7,326.6
S4 7,110.7 7,148.3 7,304.2
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 7,399.0 7,156.5 242.5 3.3% 114.2 1.6% 79% True False 136,484
10 7,399.0 7,106.5 292.5 4.0% 114.8 1.6% 83% True False 140,560
20 7,547.0 7,014.5 532.5 7.2% 118.4 1.6% 63% False False 140,195
40 7,547.0 7,014.5 532.5 7.2% 118.4 1.6% 63% False False 98,195
60 7,604.0 7,014.5 589.5 8.0% 116.8 1.6% 57% False False 65,788
80 7,650.0 7,014.5 635.5 8.6% 107.1 1.5% 53% False False 49,407
100 7,650.0 6,486.5 1,163.5 15.8% 108.2 1.5% 74% False False 40,126
120 7,650.0 6,486.5 1,163.5 15.8% 100.4 1.4% 74% False False 33,452
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 28.9
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 7,745.4
2.618 7,612.4
1.618 7,530.9
1.000 7,480.5
0.618 7,449.4
HIGH 7,399.0
0.618 7,367.9
0.500 7,358.3
0.382 7,348.6
LOW 7,317.5
0.618 7,267.1
1.000 7,236.0
1.618 7,185.6
2.618 7,104.1
4.250 6,971.1
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 7,358.3 7,344.9
PP 7,355.2 7,340.8
S1 7,352.1 7,336.8

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

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