DAX Index Future September 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 7,201.0 7,090.5 -110.5 -1.5% 7,288.0
High 7,221.0 7,206.5 -14.5 -0.2% 7,399.0
Low 7,125.5 7,078.5 -47.0 -0.7% 7,078.5
Close 7,144.0 7,145.0 1.0 0.0% 7,145.0
Range 95.5 128.0 32.5 34.0% 320.5
ATR 126.8 126.9 0.1 0.1% 0.0
Volume 158,861 145,910 -12,951 -8.2% 685,405
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,527.3 7,464.2 7,215.4
R3 7,399.3 7,336.2 7,180.2
R2 7,271.3 7,271.3 7,168.5
R1 7,208.2 7,208.2 7,156.7 7,239.8
PP 7,143.3 7,143.3 7,143.3 7,159.1
S1 7,080.2 7,080.2 7,133.3 7,111.8
S2 7,015.3 7,015.3 7,121.5
S3 6,887.3 6,952.2 7,109.8
S4 6,759.3 6,824.2 7,074.6
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 8,169.0 7,977.5 7,321.3
R3 7,848.5 7,657.0 7,233.1
R2 7,528.0 7,528.0 7,203.8
R1 7,336.5 7,336.5 7,174.4 7,272.0
PP 7,207.5 7,207.5 7,207.5 7,175.3
S1 7,016.0 7,016.0 7,115.6 6,951.5
S2 6,887.0 6,887.0 7,086.2
S3 6,566.5 6,695.5 7,056.9
S4 6,246.0 6,375.0 6,968.7
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 7,078.5 320.5 4.5% 114.8 1.6% 21% False True 137,081
10 7,399.0 7,078.5 320.5 4.5% 116.5 1.6% 21% False True 141,372
20 7,547.0 7,014.5 532.5 7.5% 119.3 1.7% 25% False False 142,008
40 7,547.0 7,014.5 532.5 7.5% 117.7 1.6% 25% False False 109,202
60 7,604.0 7,014.5 589.5 8.3% 117.1 1.6% 22% False False 73,217
80 7,650.0 7,014.5 635.5 8.9% 109.4 1.5% 21% False False 54,995
100 7,650.0 6,486.5 1,163.5 16.3% 107.9 1.5% 57% False False 44,595
120 7,650.0 6,486.5 1,163.5 16.3% 102.6 1.4% 57% False False 37,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 22.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,750.5
2.618 7,541.6
1.618 7,413.6
1.000 7,334.5
0.618 7,285.6
HIGH 7,206.5
0.618 7,157.6
0.500 7,142.5
0.382 7,127.4
LOW 7,078.5
0.618 6,999.4
1.000 6,950.5
1.618 6,871.4
2.618 6,743.4
4.250 6,534.5
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 7,144.2 7,220.3
PP 7,143.3 7,195.2
S1 7,142.5 7,170.1

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

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