DAX Index Future September 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 5,576.0 5,689.5 113.5 2.0% 6,077.0
High 5,747.0 5,779.5 32.5 0.6% 6,112.0
Low 5,515.5 5,419.0 -96.5 -1.7% 5,346.0
Close 5,708.0 5,530.5 -177.5 -3.1% 5,423.5
Range 231.5 360.5 129.0 55.7% 766.0
ATR 259.5 266.7 7.2 2.8% 0.0
Volume 169,780 241,808 72,028 42.4% 906,591
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,657.8 6,454.7 5,728.8
R3 6,297.3 6,094.2 5,629.6
R2 5,936.8 5,936.8 5,596.6
R1 5,733.7 5,733.7 5,563.5 5,655.0
PP 5,576.3 5,576.3 5,576.3 5,537.0
S1 5,373.2 5,373.2 5,497.5 5,294.5
S2 5,215.8 5,215.8 5,464.4
S3 4,855.3 5,012.7 5,431.4
S4 4,494.8 4,652.2 5,332.2
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 5,779.5 5,346.0 433.5 7.8% 246.4 4.5% 43% True False 200,030
10 6,112.0 5,346.0 766.0 13.9% 243.2 4.4% 24% False False 185,851
20 7,299.0 5,346.0 1,953.0 35.3% 323.1 5.8% 9% False False 236,684
40 7,547.0 5,346.0 2,201.0 39.8% 220.7 4.0% 8% False False 188,537
60 7,547.0 5,346.0 2,201.0 39.8% 185.4 3.4% 8% False False 149,285
80 7,604.0 5,346.0 2,258.0 40.8% 168.6 3.0% 8% False False 112,267
100 7,650.0 5,346.0 2,304.0 41.7% 151.4 2.7% 8% False False 89,876
120 7,650.0 5,346.0 2,304.0 41.7% 143.8 2.6% 8% False False 75,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 57.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,311.6
2.618 6,723.3
1.618 6,362.8
1.000 6,140.0
0.618 6,002.3
HIGH 5,779.5
0.618 5,641.8
0.500 5,599.3
0.382 5,556.7
LOW 5,419.0
0.618 5,196.2
1.000 5,058.5
1.618 4,835.7
2.618 4,475.2
4.250 3,886.9
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 5,599.3 5,599.3
PP 5,576.3 5,576.3
S1 5,553.4 5,553.4

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

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