DAX Index Future December 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 7,235.0 7,120.0 -115.0 -1.6% 7,316.5
High 7,248.0 7,231.5 -16.5 -0.2% 7,425.0
Low 7,153.5 7,106.5 -47.0 -0.7% 7,106.5
Close 7,238.5 7,208.5 -30.0 -0.4% 7,208.5
Range 94.5 125.0 30.5 32.3% 318.5
ATR 115.9 117.1 1.1 1.0% 0.0
Volume 233 419 186 79.8% 1,212
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 7,557.2 7,507.8 7,277.3
R3 7,432.2 7,382.8 7,242.9
R2 7,307.2 7,307.2 7,231.4
R1 7,257.8 7,257.8 7,220.0 7,282.5
PP 7,182.2 7,182.2 7,182.2 7,194.5
S1 7,132.8 7,132.8 7,197.0 7,157.5
S2 7,057.2 7,057.2 7,185.6
S3 6,932.2 7,007.8 7,174.1
S4 6,807.2 6,882.8 7,139.8
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 8,202.2 8,023.8 7,383.7
R3 7,883.7 7,705.3 7,296.1
R2 7,565.2 7,565.2 7,266.9
R1 7,386.8 7,386.8 7,237.7 7,316.8
PP 7,246.7 7,246.7 7,246.7 7,211.6
S1 7,068.3 7,068.3 7,179.3 6,998.3
S2 6,928.2 6,928.2 7,150.1
S3 6,609.7 6,749.8 7,120.9
S4 6,291.2 6,431.3 7,033.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,425.0 7,106.5 318.5 4.4% 109.8 1.5% 32% False True 242
10 7,425.0 7,106.5 318.5 4.4% 102.9 1.4% 32% False True 269
20 7,575.5 7,070.0 505.5 7.0% 100.6 1.4% 27% False False 310
40 7,575.5 7,054.5 521.0 7.2% 102.4 1.4% 30% False False 1,645
60 7,593.5 7,054.5 539.0 7.5% 95.8 1.3% 29% False False 1,130
80 7,680.0 7,054.5 625.5 8.7% 87.6 1.2% 25% False False 865
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 16.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,762.8
2.618 7,558.8
1.618 7,433.8
1.000 7,356.5
0.618 7,308.8
HIGH 7,231.5
0.618 7,183.8
0.500 7,169.0
0.382 7,154.3
LOW 7,106.5
0.618 7,029.3
1.000 6,981.5
1.618 6,904.3
2.618 6,779.3
4.250 6,575.3
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 7,195.3 7,246.0
PP 7,182.2 7,233.5
S1 7,169.0 7,221.0

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

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