DAX Index Future September 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 6,957.0 6,712.0 -245.0 -3.5% 7,288.0
High 6,972.5 6,797.5 -175.0 -2.5% 7,399.0
Low 6,714.5 6,551.5 -163.0 -2.4% 7,078.5
Close 6,716.0 6,645.0 -71.0 -1.1% 7,145.0
Range 258.0 246.0 -12.0 -4.7% 320.5
ATR 157.2 163.5 6.3 4.0% 0.0
Volume 224,110 251,101 26,991 12.0% 685,405
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,402.7 7,269.8 6,780.3
R3 7,156.7 7,023.8 6,712.7
R2 6,910.7 6,910.7 6,690.1
R1 6,777.8 6,777.8 6,667.6 6,721.3
PP 6,664.7 6,664.7 6,664.7 6,636.4
S1 6,531.8 6,531.8 6,622.5 6,475.3
S2 6,418.7 6,418.7 6,599.9
S3 6,172.7 6,285.8 6,577.4
S4 5,926.7 6,039.8 6,509.7
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 7,299.0 6,551.5 747.5 11.2% 233.3 3.5% 13% False True 199,044
10 7,399.0 6,551.5 847.5 12.8% 179.7 2.7% 11% False True 168,103
20 7,547.0 6,551.5 995.5 15.0% 155.1 2.3% 9% False True 159,051
40 7,547.0 6,551.5 995.5 15.0% 134.2 2.0% 9% False True 126,428
60 7,604.0 6,551.5 1,052.5 15.8% 127.2 1.9% 9% False True 84,710
80 7,650.0 6,551.5 1,098.5 16.5% 118.7 1.8% 9% False True 63,620
100 7,650.0 6,486.5 1,163.5 17.5% 114.9 1.7% 14% False False 51,466
120 7,650.0 6,486.5 1,163.5 17.5% 109.2 1.6% 14% False False 42,932
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 32.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,843.0
2.618 7,441.5
1.618 7,195.5
1.000 7,043.5
0.618 6,949.5
HIGH 6,797.5
0.618 6,703.5
0.500 6,674.5
0.382 6,645.5
LOW 6,551.5
0.618 6,399.5
1.000 6,305.5
1.618 6,153.5
2.618 5,907.5
4.250 5,506.0
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 6,674.5 6,925.3
PP 6,664.7 6,831.8
S1 6,654.8 6,738.4

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.