DAX Index Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 5,771.0 5,818.5 47.5 0.8% 6,081.5
High 5,951.5 6,067.5 116.0 1.9% 6,283.5
Low 5,491.5 5,680.0 188.5 3.4% 5,491.5
Close 5,863.5 6,018.0 154.5 2.6% 6,018.0
Range 460.0 387.5 -72.5 -15.8% 792.0
ATR 283.1 290.5 7.5 2.6% 0.0
Volume 286,680 205,779 -80,901 -28.2% 1,573,372
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,084.3 6,938.7 6,231.1
R3 6,696.8 6,551.2 6,124.6
R2 6,309.3 6,309.3 6,089.0
R1 6,163.7 6,163.7 6,053.5 6,236.5
PP 5,921.8 5,921.8 5,921.8 5,958.3
S1 5,776.2 5,776.2 5,982.5 5,849.0
S2 5,534.3 5,534.3 5,947.0
S3 5,146.8 5,388.7 5,911.4
S4 4,759.3 5,001.2 5,804.9
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 8,307.0 7,954.5 6,453.6
R3 7,515.0 7,162.5 6,235.8
R2 6,723.0 6,723.0 6,163.2
R1 6,370.5 6,370.5 6,090.6 6,150.8
PP 5,931.0 5,931.0 5,931.0 5,821.1
S1 5,578.5 5,578.5 5,945.4 5,358.8
S2 5,139.0 5,139.0 5,872.8
S3 4,347.0 4,786.5 5,800.2
S4 3,555.0 3,994.5 5,582.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,283.5 5,491.5 792.0 13.2% 506.0 8.4% 66% False False 314,674
10 7,299.0 5,491.5 1,807.5 30.0% 429.0 7.1% 29% False False 293,504
20 7,399.0 5,491.5 1,907.5 31.7% 272.8 4.5% 28% False False 217,438
40 7,547.0 5,491.5 2,055.5 34.2% 198.0 3.3% 26% False False 179,945
60 7,547.0 5,491.5 2,055.5 34.2% 169.6 2.8% 26% False False 122,047
80 7,650.0 5,491.5 2,158.5 35.9% 153.7 2.6% 24% False False 91,661
100 7,650.0 5,491.5 2,158.5 35.9% 138.3 2.3% 24% False False 73,373
120 7,650.0 5,491.5 2,158.5 35.9% 134.3 2.2% 24% False False 61,634
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 123.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,714.4
2.618 7,082.0
1.618 6,694.5
1.000 6,455.0
0.618 6,307.0
HIGH 6,067.5
0.618 5,919.5
0.500 5,873.8
0.382 5,828.0
LOW 5,680.0
0.618 5,440.5
1.000 5,292.5
1.618 5,053.0
2.618 4,665.5
4.250 4,033.1
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 5,969.9 5,947.4
PP 5,921.8 5,876.8
S1 5,873.8 5,806.3

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

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