DAX Index Future September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 5,710.5 5,662.0 -48.5 -0.8% 5,411.0
High 5,731.5 5,872.5 141.0 2.5% 5,779.5
Low 5,572.0 5,648.5 76.5 1.4% 5,393.0
Close 5,646.0 5,760.0 114.0 2.0% 5,575.0
Range 159.5 224.0 64.5 40.4% 386.5
ATR 246.0 244.6 -1.4 -0.6% 0.0
Volume 164,265 194,484 30,219 18.4% 946,548
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,432.3 6,320.2 5,883.2
R3 6,208.3 6,096.2 5,821.6
R2 5,984.3 5,984.3 5,801.1
R1 5,872.2 5,872.2 5,780.5 5,928.3
PP 5,760.3 5,760.3 5,760.3 5,788.4
S1 5,648.2 5,648.2 5,739.5 5,704.3
S2 5,536.3 5,536.3 5,718.9
S3 5,312.3 5,424.2 5,698.4
S4 5,088.3 5,200.2 5,636.8
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 5,872.5 5,405.0 467.5 8.1% 212.3 3.7% 76% True False 179,708
10 5,898.0 5,346.0 552.0 9.6% 229.8 4.0% 75% False False 190,356
20 6,750.5 5,346.0 1,404.5 24.4% 304.6 5.3% 29% False False 227,702
40 7,547.0 5,346.0 2,201.0 38.2% 229.9 4.0% 19% False False 193,376
60 7,547.0 5,346.0 2,201.0 38.2% 191.0 3.3% 19% False False 160,186
80 7,604.0 5,346.0 2,258.0 39.2% 171.6 3.0% 18% False False 120,458
100 7,650.0 5,346.0 2,304.0 40.0% 155.9 2.7% 18% False False 96,436
120 7,650.0 5,346.0 2,304.0 40.0% 146.5 2.5% 18% False False 80,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 42.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,824.5
2.618 6,458.9
1.618 6,234.9
1.000 6,096.5
0.618 6,010.9
HIGH 5,872.5
0.618 5,786.9
0.500 5,760.5
0.382 5,734.1
LOW 5,648.5
0.618 5,510.1
1.000 5,424.5
1.618 5,286.1
2.618 5,062.1
4.250 4,696.5
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 5,760.5 5,747.4
PP 5,760.3 5,734.8
S1 5,760.2 5,722.3

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

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