DAX Index Future September 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 5,522.5 5,576.0 53.5 1.0% 6,077.0
High 5,639.0 5,747.0 108.0 1.9% 6,112.0
Low 5,453.0 5,515.5 62.5 1.1% 5,346.0
Close 5,628.0 5,708.0 80.0 1.4% 5,423.5
Range 186.0 231.5 45.5 24.5% 766.0
ATR 261.7 259.5 -2.2 -0.8% 0.0
Volume 169,974 169,780 -194 -0.1% 906,591
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,351.3 6,261.2 5,835.3
R3 6,119.8 6,029.7 5,771.7
R2 5,888.3 5,888.3 5,750.4
R1 5,798.2 5,798.2 5,729.2 5,843.3
PP 5,656.8 5,656.8 5,656.8 5,679.4
S1 5,566.7 5,566.7 5,686.8 5,611.8
S2 5,425.3 5,425.3 5,665.6
S3 5,193.8 5,335.2 5,644.3
S4 4,962.3 5,103.7 5,580.7
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 5,898.0 5,346.0 552.0 9.7% 247.2 4.3% 66% False False 201,005
10 6,112.0 5,346.0 766.0 13.4% 253.2 4.4% 47% False False 190,338
20 7,299.0 5,346.0 1,953.0 34.2% 309.9 5.4% 19% False False 232,536
40 7,547.0 5,346.0 2,201.0 38.6% 214.7 3.8% 16% False False 186,279
60 7,547.0 5,346.0 2,201.0 38.6% 183.0 3.2% 16% False False 145,303
80 7,604.0 5,346.0 2,258.0 39.6% 166.3 2.9% 16% False False 109,258
100 7,650.0 5,346.0 2,304.0 40.4% 148.1 2.6% 16% False False 87,460
120 7,650.0 5,346.0 2,304.0 40.4% 141.8 2.5% 16% False False 73,385
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 66.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,730.9
2.618 6,353.1
1.618 6,121.6
1.000 5,978.5
0.618 5,890.1
HIGH 5,747.0
0.618 5,658.6
0.500 5,631.3
0.382 5,603.9
LOW 5,515.5
0.618 5,372.4
1.000 5,284.0
1.618 5,140.9
2.618 4,909.4
4.250 4,531.6
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 5,682.4 5,662.0
PP 5,656.8 5,616.0
S1 5,631.3 5,570.0

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

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