DAX Index Future September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 5,411.0 5,522.5 111.5 2.1% 6,077.0
High 5,595.0 5,639.0 44.0 0.8% 6,112.0
Low 5,393.0 5,453.0 60.0 1.1% 5,346.0
Close 5,445.5 5,628.0 182.5 3.4% 5,423.5
Range 202.0 186.0 -16.0 -7.9% 766.0
ATR 266.9 261.7 -5.2 -2.0% 0.0
Volume 164,583 169,974 5,391 3.3% 906,591
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,131.3 6,065.7 5,730.3
R3 5,945.3 5,879.7 5,679.2
R2 5,759.3 5,759.3 5,662.1
R1 5,693.7 5,693.7 5,645.1 5,726.5
PP 5,573.3 5,573.3 5,573.3 5,589.8
S1 5,507.7 5,507.7 5,611.0 5,540.5
S2 5,387.3 5,387.3 5,593.9
S3 5,201.3 5,321.7 5,576.9
S4 5,015.3 5,135.7 5,525.7
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 6,023.0 5,346.0 677.0 12.0% 230.5 4.1% 42% False False 198,204
10 6,121.0 5,346.0 775.0 13.8% 288.0 5.1% 36% False False 206,680
20 7,362.0 5,346.0 2,016.0 35.8% 306.3 5.4% 14% False False 231,194
40 7,547.0 5,346.0 2,201.0 39.1% 212.3 3.8% 13% False False 185,695
60 7,547.0 5,346.0 2,201.0 39.1% 181.0 3.2% 13% False False 142,528
80 7,604.0 5,346.0 2,258.0 40.1% 164.2 2.9% 12% False False 107,140
100 7,650.0 5,346.0 2,304.0 40.9% 146.9 2.6% 12% False False 85,765
120 7,650.0 5,346.0 2,304.0 40.9% 141.2 2.5% 12% False False 71,971
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 73.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,429.5
2.618 6,125.9
1.618 5,939.9
1.000 5,825.0
0.618 5,753.9
HIGH 5,639.0
0.618 5,567.9
0.500 5,546.0
0.382 5,524.1
LOW 5,453.0
0.618 5,338.1
1.000 5,267.0
1.618 5,152.1
2.618 4,966.1
4.250 4,662.5
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 5,600.7 5,582.8
PP 5,573.3 5,537.7
S1 5,546.0 5,492.5

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

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