DAX Index Future September 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 5,352.0 5,079.0 -273.0 -5.1% 5,202.0
High 5,402.5 5,149.0 -253.5 -4.7% 5,474.0
Low 5,140.5 4,962.0 -178.5 -3.5% 5,140.5
Close 5,154.5 5,149.0 -5.5 -0.1% 5,154.5
Range 262.0 187.0 -75.0 -28.6% 333.5
ATR 237.6 234.4 -3.2 -1.4% 0.0
Volume 236,650 267,934 31,284 13.2% 885,737
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,647.7 5,585.3 5,251.9
R3 5,460.7 5,398.3 5,200.4
R2 5,273.7 5,273.7 5,183.3
R1 5,211.3 5,211.3 5,166.1 5,242.5
PP 5,086.7 5,086.7 5,086.7 5,102.3
S1 5,024.3 5,024.3 5,131.9 5,055.5
S2 4,899.7 4,899.7 5,114.7
S3 4,712.7 4,837.3 5,097.6
S4 4,525.7 4,650.3 5,046.2
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,256.8 6,039.2 5,337.9
R3 5,923.3 5,705.7 5,246.2
R2 5,589.8 5,589.8 5,215.6
R1 5,372.2 5,372.2 5,185.1 5,314.3
PP 5,256.3 5,256.3 5,256.3 5,227.4
S1 5,038.7 5,038.7 5,123.9 4,980.8
S2 4,922.8 4,922.8 5,093.4
S3 4,589.3 4,705.2 5,062.8
S4 4,255.8 4,371.7 4,971.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,474.0 4,962.0 512.0 9.9% 195.1 3.8% 37% False True 230,734
10 5,872.5 4,962.0 910.5 17.7% 180.6 3.5% 21% False True 197,546
20 6,112.0 4,962.0 1,150.0 22.3% 201.9 3.9% 16% False True 191,430
40 7,399.0 4,962.0 2,437.0 47.3% 237.3 4.6% 8% False True 204,434
60 7,547.0 4,962.0 2,585.0 50.2% 199.3 3.9% 7% False True 183,773
80 7,547.0 4,962.0 2,585.0 50.2% 177.7 3.5% 7% False True 139,393
100 7,650.0 4,962.0 2,688.0 52.2% 163.3 3.2% 7% False True 111,614
120 7,650.0 4,962.0 2,688.0 52.2% 148.9 2.9% 7% False True 93,049
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 37.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,943.8
2.618 5,638.6
1.618 5,451.6
1.000 5,336.0
0.618 5,264.6
HIGH 5,149.0
0.618 5,077.6
0.500 5,055.5
0.382 5,033.4
LOW 4,962.0
0.618 4,846.4
1.000 4,775.0
1.618 4,659.4
2.618 4,472.4
4.250 4,167.3
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 5,117.8 5,218.0
PP 5,086.7 5,195.0
S1 5,055.5 5,172.0

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

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