DAX Index Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 6,077.0 6,037.5 -39.5 -0.6% 6,081.5
High 6,112.0 6,050.0 -62.0 -1.0% 6,283.5
Low 6,010.5 5,851.5 -159.0 -2.6% 5,491.5
Close 6,080.0 5,957.5 -122.5 -2.0% 6,018.0
Range 101.5 198.5 97.0 95.6% 792.0
ATR 277.0 273.6 -3.5 -1.3% 0.0
Volume 125,064 125,064 0 0.0% 1,573,372
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,548.5 6,451.5 6,066.7
R3 6,350.0 6,253.0 6,012.1
R2 6,151.5 6,151.5 5,993.9
R1 6,054.5 6,054.5 5,975.7 6,003.8
PP 5,953.0 5,953.0 5,953.0 5,927.6
S1 5,856.0 5,856.0 5,939.3 5,805.3
S2 5,754.5 5,754.5 5,921.1
S3 5,556.0 5,657.5 5,902.9
S4 5,357.5 5,459.0 5,848.3
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 6,121.0 5,491.5 629.5 10.6% 345.4 5.8% 74% False False 215,157
10 6,797.5 5,491.5 1,306.0 21.9% 389.3 6.5% 36% False False 274,581
20 7,399.0 5,491.5 1,907.5 32.0% 277.2 4.7% 24% False False 215,765
40 7,547.0 5,491.5 2,055.5 34.5% 198.0 3.3% 23% False False 178,216
60 7,547.0 5,491.5 2,055.5 34.5% 169.9 2.9% 23% False False 126,189
80 7,650.0 5,491.5 2,158.5 36.2% 155.1 2.6% 22% False False 94,766
100 7,650.0 5,491.5 2,158.5 36.2% 138.6 2.3% 22% False False 75,866
120 7,650.0 5,491.5 2,158.5 36.2% 135.3 2.3% 22% False False 63,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 122.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,893.6
2.618 6,569.7
1.618 6,371.2
1.000 6,248.5
0.618 6,172.7
HIGH 6,050.0
0.618 5,974.2
0.500 5,950.8
0.382 5,927.3
LOW 5,851.5
0.618 5,728.8
1.000 5,653.0
1.618 5,530.3
2.618 5,331.8
4.250 5,007.9
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 5,955.3 5,937.0
PP 5,953.0 5,916.5
S1 5,950.8 5,896.0

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

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