DAX Index Future September 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 6,037.5 5,964.0 -73.5 -1.2% 6,081.5
High 6,050.0 6,023.0 -27.0 -0.4% 6,283.5
Low 5,851.5 5,875.0 23.5 0.4% 5,491.5
Close 5,957.5 5,916.5 -41.0 -0.7% 6,018.0
Range 198.5 148.0 -50.5 -25.4% 792.0
ATR 273.6 264.6 -9.0 -3.3% 0.0
Volume 125,064 155,771 30,707 24.6% 1,573,372
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,382.2 6,297.3 5,997.9
R3 6,234.2 6,149.3 5,957.2
R2 6,086.2 6,086.2 5,943.6
R1 6,001.3 6,001.3 5,930.1 5,969.8
PP 5,938.2 5,938.2 5,938.2 5,922.4
S1 5,853.3 5,853.3 5,902.9 5,821.8
S2 5,790.2 5,790.2 5,889.4
S3 5,642.2 5,705.3 5,875.8
S4 5,494.2 5,557.3 5,835.1
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 6,112.0 5,491.5 620.5 10.5% 259.1 4.4% 68% False False 179,671
10 6,750.5 5,491.5 1,259.0 21.3% 379.5 6.4% 34% False False 265,048
20 7,399.0 5,491.5 1,907.5 32.2% 279.6 4.7% 22% False False 216,576
40 7,547.0 5,491.5 2,055.5 34.7% 198.2 3.3% 21% False False 178,909
60 7,547.0 5,491.5 2,055.5 34.7% 171.1 2.9% 21% False False 128,756
80 7,650.0 5,491.5 2,158.5 36.5% 155.7 2.6% 20% False False 96,711
100 7,650.0 5,491.5 2,158.5 36.5% 139.5 2.4% 20% False False 77,421
120 7,650.0 5,491.5 2,158.5 36.5% 136.0 2.3% 20% False False 65,014
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 119.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,652.0
2.618 6,410.5
1.618 6,262.5
1.000 6,171.0
0.618 6,114.5
HIGH 6,023.0
0.618 5,966.5
0.500 5,949.0
0.382 5,931.5
LOW 5,875.0
0.618 5,783.5
1.000 5,727.0
1.618 5,635.5
2.618 5,487.5
4.250 5,246.0
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 5,949.0 5,981.8
PP 5,938.2 5,960.0
S1 5,927.3 5,938.3

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

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