DAX Index Future September 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 5,079.0 5,154.5 75.5 1.5% 5,202.0
High 5,149.0 5,224.5 75.5 1.5% 5,474.0
Low 4,962.0 4,963.0 1.0 0.0% 5,140.5
Close 5,149.0 5,193.5 44.5 0.9% 5,154.5
Range 187.0 261.5 74.5 39.8% 333.5
ATR 234.4 236.3 1.9 0.8% 0.0
Volume 267,934 347,155 79,221 29.6% 885,737
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,911.5 5,814.0 5,337.3
R3 5,650.0 5,552.5 5,265.4
R2 5,388.5 5,388.5 5,241.4
R1 5,291.0 5,291.0 5,217.5 5,339.8
PP 5,127.0 5,127.0 5,127.0 5,151.4
S1 5,029.5 5,029.5 5,169.5 5,078.3
S2 4,865.5 4,865.5 5,145.6
S3 4,604.0 4,768.0 5,121.6
S4 4,342.5 4,506.5 5,049.7
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% 210.8 4.1% 45% False False 249,924
10 5,872.5 4,962.0 910.5 17.5% 193.7 3.7% 25% False False 222,503
20 6,050.0 4,962.0 1,088.0 20.9% 209.9 4.0% 21% False False 202,534
40 7,399.0 4,962.0 2,437.0 46.9% 241.2 4.6% 9% False False 209,497
60 7,547.0 4,962.0 2,585.0 49.8% 200.5 3.9% 9% False False 186,426
80 7,547.0 4,962.0 2,585.0 49.8% 178.8 3.4% 9% False False 143,723
100 7,650.0 4,962.0 2,688.0 51.8% 164.4 3.2% 9% False False 115,080
120 7,650.0 4,962.0 2,688.0 51.8% 150.3 2.9% 9% False False 95,940
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 39.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,335.9
2.618 5,909.1
1.618 5,647.6
1.000 5,486.0
0.618 5,386.1
HIGH 5,224.5
0.618 5,124.6
0.500 5,093.8
0.382 5,062.9
LOW 4,963.0
0.618 4,801.4
1.000 4,701.5
1.618 4,539.9
2.618 4,278.4
4.250 3,851.6
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 5,160.3 5,189.8
PP 5,127.0 5,186.0
S1 5,093.8 5,182.3

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

View Archives - Comment on this page... - Back to Index of Symbols