DAX Index Future September 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 5,538.0 5,411.0 -127.0 -2.3% 6,077.0
High 5,598.0 5,595.0 -3.0 -0.1% 6,112.0
Low 5,346.0 5,393.0 47.0 0.9% 5,346.0
Close 5,423.5 5,445.5 22.0 0.4% 5,423.5
Range 252.0 202.0 -50.0 -19.8% 766.0
ATR 271.9 266.9 -5.0 -1.8% 0.0
Volume 254,008 164,583 -89,425 -35.2% 906,591
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,083.8 5,966.7 5,556.6
R3 5,881.8 5,764.7 5,501.1
R2 5,679.8 5,679.8 5,482.5
R1 5,562.7 5,562.7 5,464.0 5,621.3
PP 5,477.8 5,477.8 5,477.8 5,507.1
S1 5,360.7 5,360.7 5,427.0 5,419.3
S2 5,275.8 5,275.8 5,408.5
S3 5,073.8 5,158.7 5,390.0
S4 4,871.8 4,956.7 5,334.4
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,925.2 7,440.3 5,844.8
R3 7,159.2 6,674.3 5,634.2
R2 6,393.2 6,393.2 5,563.9
R1 5,908.3 5,908.3 5,493.7 5,767.8
PP 5,627.2 5,627.2 5,627.2 5,556.9
S1 5,142.3 5,142.3 5,353.3 5,001.8
S2 4,861.2 4,861.2 5,283.1
S3 4,095.2 4,376.3 5,212.9
S4 3,329.2 3,610.3 5,002.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,050.0 5,346.0 704.0 12.9% 233.0 4.3% 14% False False 189,222
10 6,121.0 5,346.0 775.0 14.2% 323.1 5.9% 13% False False 228,728
20 7,399.0 5,346.0 2,053.0 37.7% 301.0 5.5% 5% False False 228,838
40 7,547.0 5,346.0 2,201.0 40.4% 209.4 3.8% 5% False False 184,240
60 7,547.0 5,346.0 2,201.0 40.4% 178.9 3.3% 5% False False 139,702
80 7,650.0 5,346.0 2,304.0 42.3% 163.0 3.0% 4% False False 105,019
100 7,650.0 5,346.0 2,304.0 42.3% 145.5 2.7% 4% False False 84,068
120 7,650.0 5,346.0 2,304.0 42.3% 140.2 2.6% 4% False False 70,556
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 91.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,453.5
2.618 6,123.8
1.618 5,921.8
1.000 5,797.0
0.618 5,719.8
HIGH 5,595.0
0.618 5,517.8
0.500 5,494.0
0.382 5,470.2
LOW 5,393.0
0.618 5,268.2
1.000 5,191.0
1.618 5,066.2
2.618 4,864.2
4.250 4,534.5
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 5,494.0 5,622.0
PP 5,477.8 5,563.2
S1 5,461.7 5,504.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.