DAX Index Future September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 5,689.5 5,582.0 -107.5 -1.9% 5,411.0
High 5,779.5 5,592.0 -187.5 -3.2% 5,779.5
Low 5,419.0 5,405.0 -14.0 -0.3% 5,393.0
Close 5,530.5 5,575.0 44.5 0.8% 5,575.0
Range 360.5 187.0 -173.5 -48.1% 386.5
ATR 266.7 261.0 -5.7 -2.1% 0.0
Volume 241,808 200,403 -41,405 -17.1% 946,548
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,085.0 6,017.0 5,677.9
R3 5,898.0 5,830.0 5,626.4
R2 5,711.0 5,711.0 5,609.3
R1 5,643.0 5,643.0 5,592.1 5,583.5
PP 5,524.0 5,524.0 5,524.0 5,494.3
S1 5,456.0 5,456.0 5,557.9 5,396.5
S2 5,337.0 5,337.0 5,540.7
S3 5,150.0 5,269.0 5,523.6
S4 4,963.0 5,082.0 5,472.2
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,742.0 6,545.0 5,787.6
R3 6,355.5 6,158.5 5,681.3
R2 5,969.0 5,969.0 5,645.9
R1 5,772.0 5,772.0 5,610.4 5,870.5
PP 5,582.5 5,582.5 5,582.5 5,631.8
S1 5,385.5 5,385.5 5,539.6 5,484.0
S2 5,196.0 5,196.0 5,504.1
S3 4,809.5 4,999.0 5,468.7
S4 4,423.0 4,612.5 5,362.4
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 5,393.0 386.5 6.9% 233.4 4.2% 47% False False 189,309
10 6,112.0 5,346.0 766.0 13.7% 223.2 4.0% 30% False False 185,313
20 7,299.0 5,346.0 1,953.0 35.0% 326.1 5.8% 12% False False 239,408
40 7,547.0 5,346.0 2,201.0 39.5% 222.7 4.0% 10% False False 190,708
60 7,547.0 5,346.0 2,201.0 39.5% 187.1 3.4% 10% False False 152,604
80 7,604.0 5,346.0 2,258.0 40.5% 169.4 3.0% 10% False False 114,765
100 7,650.0 5,346.0 2,304.0 41.3% 152.7 2.7% 10% False False 91,878
120 7,650.0 5,346.0 2,304.0 41.3% 144.2 2.6% 10% False False 77,064
Crabel Price Patterns
NR True
NR4 False
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 44.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,386.8
2.618 6,081.6
1.618 5,894.6
1.000 5,779.0
0.618 5,707.6
HIGH 5,592.0
0.618 5,520.6
0.500 5,498.5
0.382 5,476.4
LOW 5,405.0
0.618 5,289.4
1.000 5,218.0
1.618 5,102.4
2.618 4,915.4
4.250 4,610.3
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 5,549.5 5,592.3
PP 5,524.0 5,586.5
S1 5,498.5 5,580.8

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

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