DAX Index Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 5,990.0 5,771.0 -219.0 -3.7% 7,260.0
High 6,121.0 5,951.5 -169.5 -2.8% 7,299.0
Low 5,541.5 5,491.5 -50.0 -0.9% 6,125.0
Close 5,632.0 5,863.5 231.5 4.1% 6,257.5
Range 579.5 460.0 -119.5 -20.6% 1,174.0
ATR 269.5 283.1 13.6 5.1% 0.0
Volume 333,198 286,680 -46,518 -14.0% 1,361,668
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,148.8 6,966.2 6,116.5
R3 6,688.8 6,506.2 5,990.0
R2 6,228.8 6,228.8 5,947.8
R1 6,046.2 6,046.2 5,905.7 6,137.5
PP 5,768.8 5,768.8 5,768.8 5,814.5
S1 5,586.2 5,586.2 5,821.3 5,677.5
S2 5,308.8 5,308.8 5,779.2
S3 4,848.8 5,126.2 5,737.0
S4 4,388.8 4,666.2 5,610.5
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 6,449.5 5,491.5 958.0 16.3% 493.4 8.4% 39% False True 346,311
10 7,299.0 5,491.5 1,807.5 30.8% 403.1 6.9% 21% False True 287,517
20 7,399.0 5,491.5 1,907.5 32.5% 259.2 4.4% 20% False True 214,130
40 7,547.0 5,491.5 2,055.5 35.1% 190.9 3.3% 18% False True 176,100
60 7,547.0 5,491.5 2,055.5 35.1% 164.8 2.8% 18% False True 118,636
80 7,650.0 5,491.5 2,158.5 36.8% 149.5 2.5% 17% False True 89,090
100 7,650.0 5,491.5 2,158.5 36.8% 135.0 2.3% 17% False True 71,316
120 7,650.0 5,491.5 2,158.5 36.8% 131.6 2.2% 17% False True 59,920
Crabel Price Patterns
NR True
NR4 True
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 110.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,906.5
2.618 7,155.8
1.618 6,695.8
1.000 6,411.5
0.618 6,235.8
HIGH 5,951.5
0.618 5,775.8
0.500 5,721.5
0.382 5,667.2
LOW 5,491.5
0.618 5,207.2
1.000 5,031.5
1.618 4,747.2
2.618 4,287.2
4.250 3,536.5
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 5,816.2 5,844.4
PP 5,768.8 5,825.3
S1 5,721.5 5,806.3

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

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