DAX Index Future December 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 7,362.5 7,446.0 83.5 1.1% 7,148.5
High 7,444.0 7,502.0 58.0 0.8% 7,502.0
Low 7,341.5 7,412.0 70.5 1.0% 7,128.0
Close 7,421.0 7,464.5 43.5 0.6% 7,464.5
Range 102.5 90.0 -12.5 -12.2% 374.0
ATR 115.4 113.6 -1.8 -1.6% 0.0
Volume 406 561 155 38.2% 2,180
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,729.5 7,687.0 7,514.0
R3 7,639.5 7,597.0 7,489.3
R2 7,549.5 7,549.5 7,481.0
R1 7,507.0 7,507.0 7,472.8 7,528.3
PP 7,459.5 7,459.5 7,459.5 7,470.1
S1 7,417.0 7,417.0 7,456.3 7,438.3
S2 7,369.5 7,369.5 7,448.0
S3 7,279.5 7,327.0 7,439.8
S4 7,189.5 7,237.0 7,415.0
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 8,486.8 8,349.7 7,670.2
R3 8,112.8 7,975.7 7,567.4
R2 7,738.8 7,738.8 7,533.1
R1 7,601.7 7,601.7 7,498.8 7,670.3
PP 7,364.8 7,364.8 7,364.8 7,399.1
S1 7,227.7 7,227.7 7,430.2 7,296.3
S2 6,990.8 6,990.8 7,395.9
S3 6,616.8 6,853.7 7,361.7
S4 6,242.8 6,479.7 7,258.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,502.0 7,128.0 374.0 5.0% 96.9 1.3% 90% True False 436
10 7,502.0 7,125.0 377.0 5.1% 104.4 1.4% 90% True False 349
20 7,502.0 7,054.5 447.5 6.0% 104.1 1.4% 92% True False 2,979
40 7,593.5 7,054.5 539.0 7.2% 93.4 1.3% 76% False False 1,540
60 7,680.0 7,054.5 625.5 8.4% 83.3 1.1% 66% False False 1,050
Crabel Price Patterns
NR True
NR4 True
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 20.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,884.5
2.618 7,737.6
1.618 7,647.6
1.000 7,592.0
0.618 7,557.6
HIGH 7,502.0
0.618 7,467.6
0.500 7,457.0
0.382 7,446.4
LOW 7,412.0
0.618 7,356.4
1.000 7,322.0
1.618 7,266.4
2.618 7,176.4
4.250 7,029.5
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 7,462.0 7,437.9
PP 7,459.5 7,411.3
S1 7,457.0 7,384.8

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

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