DAX Index Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 5,357.5 5,082.0 -275.5 -5.1% 5,215.5
High 5,408.5 5,160.0 -248.5 -4.6% 5,483.5
Low 5,150.5 4,971.0 -179.5 -3.5% 5,150.5
Close 5,177.0 5,160.0 -17.0 -0.3% 5,177.0
Range 258.0 189.0 -69.0 -26.7% 333.0
ATR 229.9 228.2 -1.7 -0.7% 0.0
Volume 15,297 55,149 39,852 260.5% 41,171
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,664.0 5,601.0 5,264.0
R3 5,475.0 5,412.0 5,212.0
R2 5,286.0 5,286.0 5,194.7
R1 5,223.0 5,223.0 5,177.3 5,254.5
PP 5,097.0 5,097.0 5,097.0 5,112.8
S1 5,034.0 5,034.0 5,142.7 5,065.5
S2 4,908.0 4,908.0 5,125.4
S3 4,719.0 4,845.0 5,108.0
S4 4,530.0 4,656.0 5,056.1
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 5,483.5 4,971.0 512.5 9.9% 191.7 3.7% 37% False True 19,264
10 5,885.0 4,971.0 914.0 17.7% 173.4 3.4% 21% False True 10,322
20 6,126.5 4,971.0 1,155.5 22.4% 189.9 3.7% 16% False True 5,561
40 7,425.0 4,971.0 2,454.0 47.6% 225.7 4.4% 8% False True 3,193
60 7,575.5 4,971.0 2,604.5 50.5% 184.3 3.6% 7% False True 2,245
80 7,575.5 4,971.0 2,604.5 50.5% 160.5 3.1% 7% False True 2,398
100 7,680.0 4,971.0 2,709.0 52.5% 145.5 2.8% 7% False True 1,938
120 7,680.0 4,971.0 2,709.0 52.5% 129.1 2.5% 7% False True 1,623
Crabel Price Patterns
NR True
NR4 False
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 36.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,963.3
2.618 5,654.8
1.618 5,465.8
1.000 5,349.0
0.618 5,276.8
HIGH 5,160.0
0.618 5,087.8
0.500 5,065.5
0.382 5,043.2
LOW 4,971.0
0.618 4,854.2
1.000 4,782.0
1.618 4,665.2
2.618 4,476.2
4.250 4,167.8
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 5,128.5 5,227.3
PP 5,097.0 5,204.8
S1 5,065.5 5,182.4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.