DAX Index Future September 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 5,315.5 5,424.5 109.0 2.1% 5,637.5
High 5,454.0 5,474.0 20.0 0.4% 5,872.5
Low 5,277.0 5,307.5 30.5 0.6% 5,493.0
Close 5,450.0 5,347.5 -102.5 -1.9% 5,541.5
Range 177.0 166.5 -10.5 -5.9% 379.5
ATR 241.0 235.7 -5.3 -2.2% 0.0
Volume 185,602 212,280 26,678 14.4% 821,791
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,875.8 5,778.2 5,439.1
R3 5,709.3 5,611.7 5,393.3
R2 5,542.8 5,542.8 5,378.0
R1 5,445.2 5,445.2 5,362.8 5,410.8
PP 5,376.3 5,376.3 5,376.3 5,359.1
S1 5,278.7 5,278.7 5,332.2 5,244.3
S2 5,209.8 5,209.8 5,317.0
S3 5,043.3 5,112.2 5,301.7
S4 4,876.8 4,945.7 5,255.9
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 5,797.5 5,152.0 645.5 12.1% 168.6 3.2% 30% False False 202,909
10 5,872.5 5,152.0 720.5 13.5% 190.5 3.6% 27% False False 191,308
20 6,112.0 5,152.0 960.0 18.0% 221.8 4.1% 20% False False 190,823
40 7,399.0 5,152.0 2,247.0 42.0% 231.9 4.3% 9% False False 198,951
60 7,547.0 5,152.0 2,395.0 44.8% 195.7 3.7% 8% False False 176,784
80 7,547.0 5,152.0 2,395.0 44.8% 174.2 3.3% 8% False False 133,108
100 7,650.0 5,152.0 2,498.0 46.7% 161.0 3.0% 8% False False 106,574
120 7,650.0 5,152.0 2,498.0 46.7% 146.4 2.7% 8% False False 88,848
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 35.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,181.6
2.618 5,909.9
1.618 5,743.4
1.000 5,640.5
0.618 5,576.9
HIGH 5,474.0
0.618 5,410.4
0.500 5,390.8
0.382 5,371.1
LOW 5,307.5
0.618 5,204.6
1.000 5,141.0
1.618 5,038.1
2.618 4,871.6
4.250 4,599.9
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 5,390.8 5,336.0
PP 5,376.3 5,324.5
S1 5,361.9 5,313.0

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

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