DAX Index Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 7,346.0 7,201.0 -145.0 -2.0% 7,207.5
High 7,362.0 7,221.0 -141.0 -1.9% 7,373.5
Low 7,203.0 7,125.5 -77.5 -1.1% 7,106.5
Close 7,270.0 7,144.0 -126.0 -1.7% 7,336.5
Range 159.0 95.5 -63.5 -39.9% 267.0
ATR 125.4 126.8 1.4 1.1% 0.0
Volume 142,940 158,861 15,921 11.1% 728,324
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,450.0 7,392.5 7,196.5
R3 7,354.5 7,297.0 7,170.3
R2 7,259.0 7,259.0 7,161.5
R1 7,201.5 7,201.5 7,152.8 7,182.5
PP 7,163.5 7,163.5 7,163.5 7,154.0
S1 7,106.0 7,106.0 7,135.2 7,087.0
S2 7,068.0 7,068.0 7,126.5
S3 6,972.5 7,010.5 7,117.7
S4 6,877.0 6,915.0 7,091.5
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 7,125.5 273.5 3.8% 107.6 1.5% 7% False True 130,432
10 7,399.0 7,106.5 292.5 4.1% 115.4 1.6% 13% False False 140,744
20 7,547.0 7,014.5 532.5 7.5% 118.2 1.7% 24% False False 140,391
40 7,547.0 7,014.5 532.5 7.5% 116.6 1.6% 24% False False 105,585
60 7,604.0 7,014.5 589.5 8.3% 117.1 1.6% 22% False False 70,795
80 7,650.0 7,014.5 635.5 8.9% 108.5 1.5% 20% False False 53,173
100 7,650.0 6,486.5 1,163.5 16.3% 108.0 1.5% 57% False False 43,139
120 7,650.0 6,486.5 1,163.5 16.3% 101.8 1.4% 57% False False 35,966
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 26.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,626.9
2.618 7,471.0
1.618 7,375.5
1.000 7,316.5
0.618 7,280.0
HIGH 7,221.0
0.618 7,184.5
0.500 7,173.3
0.382 7,162.0
LOW 7,125.5
0.618 7,066.5
1.000 7,030.0
1.618 6,971.0
2.618 6,875.5
4.250 6,719.6
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 7,173.3 7,262.3
PP 7,163.5 7,222.8
S1 7,153.8 7,183.4

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

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