DAX Index Future December 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 5,552.0 5,461.0 -91.0 -1.6% 6,080.5
High 5,611.0 5,595.0 -16.0 -0.3% 6,126.5
Low 5,371.0 5,409.5 38.5 0.7% 5,371.0
Close 5,514.5 5,492.0 -22.5 -0.4% 5,514.5
Range 240.0 185.5 -54.5 -22.7% 755.5
ATR 263.5 258.0 -5.6 -2.1% 0.0
Volume 1,109 451 -658 -59.3% 4,139
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,055.3 5,959.2 5,594.0
R3 5,869.8 5,773.7 5,543.0
R2 5,684.3 5,684.3 5,526.0
R1 5,588.2 5,588.2 5,509.0 5,636.3
PP 5,498.8 5,498.8 5,498.8 5,522.9
S1 5,402.7 5,402.7 5,475.0 5,450.8
S2 5,313.3 5,313.3 5,458.0
S3 5,127.8 5,217.2 5,441.0
S4 4,942.3 5,031.7 5,390.0
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,937.2 7,481.3 5,930.0
R3 7,181.7 6,725.8 5,722.3
R2 6,426.2 6,426.2 5,653.0
R1 5,970.3 5,970.3 5,583.8 5,820.5
PP 5,670.7 5,670.7 5,670.7 5,595.8
S1 5,214.8 5,214.8 5,445.2 5,065.0
S2 4,915.2 4,915.2 5,376.0
S3 4,159.7 4,459.3 5,306.7
S4 3,404.2 3,703.8 5,099.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,059.5 5,371.0 688.5 12.5% 214.4 3.9% 18% False False 835
10 6,135.0 5,371.0 764.0 13.9% 308.4 5.6% 16% False False 1,008
20 7,425.0 5,371.0 2,054.0 37.4% 290.9 5.3% 6% False False 970
40 7,575.5 5,371.0 2,204.5 40.1% 195.1 3.6% 5% False False 666
60 7,575.5 5,371.0 2,204.5 40.1% 163.4 3.0% 5% False False 1,412
80 7,593.5 5,371.0 2,222.5 40.5% 143.7 2.6% 5% False False 1,084
100 7,680.0 5,371.0 2,309.0 42.0% 125.2 2.3% 5% False False 880
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 97.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,383.4
2.618 6,080.6
1.618 5,895.1
1.000 5,780.5
0.618 5,709.6
HIGH 5,595.0
0.618 5,524.1
0.500 5,502.3
0.382 5,480.4
LOW 5,409.5
0.618 5,294.9
1.000 5,224.0
1.618 5,109.4
2.618 4,923.9
4.250 4,621.1
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 5,502.3 5,642.3
PP 5,498.8 5,592.2
S1 5,495.4 5,542.1

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

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