DAX Index Future September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 5,638.5 5,202.0 -436.5 -7.7% 5,637.5
High 5,650.0 5,335.0 -315.0 -5.6% 5,872.5
Low 5,493.0 5,152.0 -341.0 -6.2% 5,493.0
Close 5,541.5 5,264.0 -277.5 -5.0% 5,541.5
Range 157.0 183.0 26.0 16.6% 379.5
ATR 233.8 245.0 11.1 4.8% 0.0
Volume 163,704 251,205 87,501 53.5% 821,791
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,799.3 5,714.7 5,364.7
R3 5,616.3 5,531.7 5,314.3
R2 5,433.3 5,433.3 5,297.6
R1 5,348.7 5,348.7 5,280.8 5,391.0
PP 5,250.3 5,250.3 5,250.3 5,271.5
S1 5,165.7 5,165.7 5,247.2 5,208.0
S2 5,067.3 5,067.3 5,230.5
S3 4,884.3 4,982.7 5,213.7
S4 4,701.3 4,799.7 5,163.4
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,774.2 6,537.3 5,750.2
R3 6,394.7 6,157.8 5,645.9
R2 6,015.2 6,015.2 5,611.1
R1 5,778.3 5,778.3 5,576.3 5,707.0
PP 5,635.7 5,635.7 5,635.7 5,600.0
S1 5,398.8 5,398.8 5,506.7 5,327.5
S2 5,256.2 5,256.2 5,471.9
S3 4,876.7 5,019.3 5,437.1
S4 4,497.2 4,639.8 5,332.8
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 5,152.0 720.5 13.7% 176.6 3.4% 16% False True 195,083
10 5,872.5 5,152.0 720.5 13.7% 197.9 3.8% 16% False True 185,496
20 6,121.0 5,152.0 969.0 18.4% 260.5 4.9% 12% False True 207,112
40 7,399.0 5,152.0 2,247.0 42.7% 231.9 4.4% 5% False True 198,246
60 7,547.0 5,152.0 2,395.0 45.5% 193.1 3.7% 5% False True 170,360
80 7,547.0 5,152.0 2,395.0 45.5% 172.7 3.3% 5% False True 128,155
100 7,650.0 5,152.0 2,498.0 47.5% 158.8 3.0% 4% False True 102,598
120 7,650.0 5,152.0 2,498.0 47.5% 145.6 2.8% 4% False True 85,753
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 39.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,112.8
2.618 5,814.1
1.618 5,631.1
1.000 5,518.0
0.618 5,448.1
HIGH 5,335.0
0.618 5,265.1
0.500 5,243.5
0.382 5,221.9
LOW 5,152.0
0.618 5,038.9
1.000 4,969.0
1.618 4,855.9
2.618 4,672.9
4.250 4,374.3
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 5,257.2 5,474.8
PP 5,250.3 5,404.5
S1 5,243.5 5,334.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.