DAX Index Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 7,090.5 7,260.0 169.5 2.4% 7,288.0
High 7,206.5 7,299.0 92.5 1.3% 7,399.0
Low 7,078.5 6,860.0 -218.5 -3.1% 7,078.5
Close 7,145.0 6,975.5 -169.5 -2.4% 7,145.0
Range 128.0 439.0 311.0 243.0% 320.5
ATR 126.9 149.2 22.3 17.6% 0.0
Volume 145,910 215,239 69,329 47.5% 685,405
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 8,361.8 8,107.7 7,217.0
R3 7,922.8 7,668.7 7,096.2
R2 7,483.8 7,483.8 7,056.0
R1 7,229.7 7,229.7 7,015.7 7,137.3
PP 7,044.8 7,044.8 7,044.8 6,998.6
S1 6,790.7 6,790.7 6,935.3 6,698.3
S2 6,605.8 6,605.8 6,895.0
S3 6,166.8 6,351.7 6,854.8
S4 5,727.8 5,912.7 6,734.1
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 6,860.0 539.0 7.7% 180.6 2.6% 21% False True 157,160
10 7,399.0 6,860.0 539.0 7.7% 149.8 2.1% 21% False True 148,435
20 7,547.0 6,860.0 687.0 9.8% 136.4 2.0% 17% False True 147,022
40 7,547.0 6,860.0 687.0 9.8% 125.7 1.8% 17% False True 114,565
60 7,604.0 6,860.0 744.0 10.7% 122.2 1.8% 16% False True 76,801
80 7,650.0 6,860.0 790.0 11.3% 113.9 1.6% 15% False True 57,684
100 7,650.0 6,486.5 1,163.5 16.7% 111.3 1.6% 42% False False 46,738
120 7,650.0 6,486.5 1,163.5 16.7% 106.2 1.5% 42% False False 38,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.7
Widest range in 152 trading days
Fibonacci Retracements and Extensions
4.250 9,164.8
2.618 8,448.3
1.618 8,009.3
1.000 7,738.0
0.618 7,570.3
HIGH 7,299.0
0.618 7,131.3
0.500 7,079.5
0.382 7,027.7
LOW 6,860.0
0.618 6,588.7
1.000 6,421.0
1.618 6,149.7
2.618 5,710.7
4.250 4,994.3
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 7,079.5 7,079.5
PP 7,044.8 7,044.8
S1 7,010.2 7,010.2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.