DAX Index Future September 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 6,700.0 6,261.5 -438.5 -6.5% 7,260.0
High 6,750.5 6,449.5 -301.0 -4.5% 7,299.0
Low 6,258.0 6,125.0 -133.0 -2.1% 6,125.0
Close 6,270.0 6,257.5 -12.5 -0.2% 6,257.5
Range 492.5 324.5 -168.0 -34.1% 1,174.0
ATR 187.0 196.8 9.8 5.3% 0.0
Volume 307,253 363,965 56,712 18.5% 1,361,668
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,250.8 7,078.7 6,436.0
R3 6,926.3 6,754.2 6,346.7
R2 6,601.8 6,601.8 6,317.0
R1 6,429.7 6,429.7 6,287.2 6,353.5
PP 6,277.3 6,277.3 6,277.3 6,239.3
S1 6,105.2 6,105.2 6,227.8 6,029.0
S2 5,952.8 5,952.8 6,198.0
S3 5,628.3 5,780.7 6,168.3
S4 5,303.8 5,456.2 6,079.0
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,082.5 9,344.0 6,903.2
R3 8,908.5 8,170.0 6,580.4
R2 7,734.5 7,734.5 6,472.7
R1 6,996.0 6,996.0 6,365.1 6,778.3
PP 6,560.5 6,560.5 6,560.5 6,451.6
S1 5,822.0 5,822.0 6,149.9 5,604.3
S2 5,386.5 5,386.5 6,042.3
S3 4,212.5 4,648.0 5,934.7
S4 3,038.5 3,474.0 5,611.8
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 6,125.0 1,174.0 18.8% 352.0 5.6% 11% False True 272,333
10 7,399.0 6,125.0 1,274.0 20.4% 233.4 3.7% 10% False True 204,707
20 7,416.5 6,125.0 1,291.5 20.6% 185.4 3.0% 10% False True 179,779
40 7,547.0 6,125.0 1,422.0 22.7% 148.6 2.4% 9% False True 143,119
60 7,547.0 6,125.0 1,422.0 22.7% 136.6 2.2% 9% False True 95,890
80 7,650.0 6,125.0 1,525.0 24.4% 127.2 2.0% 9% False True 72,006
100 7,650.0 6,125.0 1,525.0 24.4% 119.9 1.9% 9% False True 58,062
120 7,650.0 6,125.0 1,525.0 24.4% 115.7 1.8% 9% False True 48,526
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 41.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,828.6
2.618 7,299.0
1.618 6,974.5
1.000 6,774.0
0.618 6,650.0
HIGH 6,449.5
0.618 6,325.5
0.500 6,287.3
0.382 6,249.0
LOW 6,125.0
0.618 5,924.5
1.000 5,800.5
1.618 5,600.0
2.618 5,275.5
4.250 4,745.9
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 6,287.3 6,461.3
PP 6,277.3 6,393.3
S1 6,267.4 6,325.4

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

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