DAX Index Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 6,081.5 5,748.0 -333.5 -5.5% 7,260.0
High 6,283.5 6,034.5 -249.0 -4.0% 7,299.0
Low 5,717.5 5,497.5 -220.0 -3.8% 6,125.0
Close 5,962.5 6,020.0 57.5 1.0% 6,257.5
Range 566.0 537.0 -29.0 -5.1% 1,174.0
ATR 223.2 245.6 22.4 10.0% 0.0
Volume 357,265 390,450 33,185 9.3% 1,361,668
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,461.7 7,277.8 6,315.4
R3 6,924.7 6,740.8 6,167.7
R2 6,387.7 6,387.7 6,118.5
R1 6,203.8 6,203.8 6,069.2 6,295.8
PP 5,850.7 5,850.7 5,850.7 5,896.6
S1 5,666.8 5,666.8 5,970.8 5,758.8
S2 5,313.7 5,313.7 5,921.6
S3 4,776.7 5,129.8 5,872.3
S4 4,239.7 4,592.8 5,724.7
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 6,797.5 5,497.5 1,300.0 21.6% 433.2 7.2% 40% False True 334,006
10 7,362.0 5,497.5 1,864.5 31.0% 324.6 5.4% 28% False True 255,709
20 7,399.0 5,497.5 1,901.5 31.6% 219.7 3.6% 27% False True 198,134
40 7,547.0 5,497.5 2,049.5 34.0% 170.8 2.8% 25% False True 161,683
60 7,547.0 5,497.5 2,049.5 34.0% 150.5 2.5% 25% False True 108,332
80 7,650.0 5,497.5 2,152.5 35.8% 139.1 2.3% 24% False True 81,347
100 7,650.0 5,497.5 2,152.5 35.8% 126.7 2.1% 24% False True 65,181
120 7,650.0 5,497.5 2,152.5 35.8% 124.2 2.1% 24% False True 54,756
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 82.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,316.8
2.618 7,440.4
1.618 6,903.4
1.000 6,571.5
0.618 6,366.4
HIGH 6,034.5
0.618 5,829.4
0.500 5,766.0
0.382 5,702.6
LOW 5,497.5
0.618 5,165.6
1.000 4,960.5
1.618 4,628.6
2.618 4,091.6
4.250 3,215.3
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 5,935.3 6,004.5
PP 5,850.7 5,989.0
S1 5,766.0 5,973.5

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

View Archives - Comment on this page... - Back to Index of Symbols