DAX Index Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 5,430.5 5,357.5 -73.0 -1.3% 5,215.5
High 5,483.5 5,408.5 -75.0 -1.4% 5,483.5
Low 5,323.5 5,150.5 -173.0 -3.2% 5,150.5
Close 5,365.0 5,177.0 -188.0 -3.5% 5,177.0
Range 160.0 258.0 98.0 61.3% 333.0
ATR 227.7 229.9 2.2 1.0% 0.0
Volume 16,342 15,297 -1,045 -6.4% 41,171
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,019.3 5,856.2 5,318.9
R3 5,761.3 5,598.2 5,248.0
R2 5,503.3 5,503.3 5,224.3
R1 5,340.2 5,340.2 5,200.7 5,292.8
PP 5,245.3 5,245.3 5,245.3 5,221.6
S1 5,082.2 5,082.2 5,153.4 5,034.8
S2 4,987.3 4,987.3 5,129.7
S3 4,729.3 4,824.2 5,106.1
S4 4,471.3 4,566.2 5,035.1
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,269.3 6,056.2 5,360.2
R3 5,936.3 5,723.2 5,268.6
R2 5,603.3 5,603.3 5,238.1
R1 5,390.2 5,390.2 5,207.5 5,330.3
PP 5,270.3 5,270.3 5,270.3 5,240.4
S1 5,057.2 5,057.2 5,146.5 4,997.3
S2 4,937.3 4,937.3 5,116.0
S3 4,604.3 4,724.2 5,085.4
S4 4,271.3 4,391.2 4,993.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,665.0 5,150.5 514.5 9.9% 183.5 3.5% 5% False True 8,666
10 5,885.0 5,150.5 734.5 14.2% 172.1 3.3% 4% False True 4,882
20 6,126.5 5,150.5 976.0 18.9% 199.6 3.9% 3% False True 2,841
40 7,425.0 5,150.5 2,274.5 43.9% 223.4 4.3% 1% False True 1,819
60 7,575.5 5,150.5 2,425.0 46.8% 184.2 3.6% 1% False True 1,407
80 7,575.5 5,150.5 2,425.0 46.8% 159.8 3.1% 1% False True 1,710
100 7,680.0 5,150.5 2,529.5 48.9% 145.1 2.8% 1% False True 1,387
120 7,680.0 5,150.5 2,529.5 48.9% 128.1 2.5% 1% False True 1,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.1
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,505.0
2.618 6,083.9
1.618 5,825.9
1.000 5,666.5
0.618 5,567.9
HIGH 5,408.5
0.618 5,309.9
0.500 5,279.5
0.382 5,249.1
LOW 5,150.5
0.618 4,991.1
1.000 4,892.5
1.618 4,733.1
2.618 4,475.1
4.250 4,054.0
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 5,279.5 5,317.0
PP 5,245.3 5,270.3
S1 5,211.2 5,223.7

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

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