DAX Index Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 7,371.0 7,346.0 -25.0 -0.3% 7,207.5
High 7,399.0 7,362.0 -37.0 -0.5% 7,373.5
Low 7,317.5 7,203.0 -114.5 -1.6% 7,106.5
Close 7,349.0 7,270.0 -79.0 -1.1% 7,336.5
Range 81.5 159.0 77.5 95.1% 267.0
ATR 122.9 125.4 2.6 2.1% 0.0
Volume 122,854 142,940 20,086 16.3% 728,324
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,755.3 7,671.7 7,357.5
R3 7,596.3 7,512.7 7,313.7
R2 7,437.3 7,437.3 7,299.2
R1 7,353.7 7,353.7 7,284.6 7,316.0
PP 7,278.3 7,278.3 7,278.3 7,259.5
S1 7,194.7 7,194.7 7,255.4 7,157.0
S2 7,119.3 7,119.3 7,240.9
S3 6,960.3 7,035.7 7,226.3
S4 6,801.3 6,876.7 7,182.6
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% 126.1 1.7% 47% False False 137,163
10 7,399.0 7,106.5 292.5 4.0% 117.3 1.6% 56% False False 139,424
20 7,547.0 7,014.5 532.5 7.3% 119.5 1.6% 48% False False 140,022
40 7,547.0 7,014.5 532.5 7.3% 119.5 1.6% 48% False False 101,687
60 7,604.0 7,014.5 589.5 8.1% 118.4 1.6% 43% False False 68,166
80 7,650.0 7,014.5 635.5 8.7% 107.7 1.5% 40% False False 51,190
100 7,650.0 6,486.5 1,163.5 16.0% 108.2 1.5% 67% False False 41,554
120 7,650.0 6,486.5 1,163.5 16.0% 101.4 1.4% 67% False False 34,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 29.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,037.8
2.618 7,778.3
1.618 7,619.3
1.000 7,521.0
0.618 7,460.3
HIGH 7,362.0
0.618 7,301.3
0.500 7,282.5
0.382 7,263.7
LOW 7,203.0
0.618 7,104.7
1.000 7,044.0
1.618 6,945.7
2.618 6,786.7
4.250 6,527.3
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 7,282.5 7,301.0
PP 7,278.3 7,290.7
S1 7,274.2 7,280.3

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

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