DAX Index Future September 2011

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	6,081.5	5,748.0	-333.5	-5.5%	7,260.0
High	6,283.5	6,034.5	-249.0	-4.0%	7,299.0
Low	5,717.5	5,497.5	-220.0	-3.8%	6,125.0
Close	5,962.5	6,020.0	57.5	1.0%	6,257.5
Range	566.0	537.0	-29.0	-5.1%	1,174.0
ATR	223.2	245.6	22.4	10.0%	0.0
Volume	357,265	390,450	33,185	9.3%	1,361,668

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,461.7	7,277.8	6,315.4
R3	6,924.7	6,740.8	6,167.7
R2	6,387.7	6,387.7	6,118.5
R1	6,203.8	6,203.8	6,069.2	6,295.8
PP	5,850.7	5,850.7	5,850.7	5,896.6
S1	5,666.8	5,666.8	5,970.8	5,758.8
S2	5,313.7	5,313.7	5,921.6
S3	4,776.7	5,129.8	5,872.3
S4	4,239.7	4,592.8	5,724.7

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,082.5	9,344.0	6,903.2
R3	8,908.5	8,170.0	6,580.4
R2	7,734.5	7,734.5	6,472.7
R1	6,996.0	6,996.0	6,365.1	6,778.3
PP	6,560.5	6,560.5	6,560.5	6,451.6
S1	5,822.0	5,822.0	6,149.9	5,604.3
S2	5,386.5	5,386.5	6,042.3
S3	4,212.5	4,648.0	5,934.7
S4	3,038.5	3,474.0	5,611.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,797.5	5,497.5	1,300.0	21.6%	433.2	7.2%	40%	False	True	334,006
10	7,362.0	5,497.5	1,864.5	31.0%	324.6	5.4%	28%	False	True	255,709
20	7,399.0	5,497.5	1,901.5	31.6%	219.7	3.6%	27%	False	True	198,134
40	7,547.0	5,497.5	2,049.5	34.0%	170.8	2.8%	25%	False	True	161,683
60	7,547.0	5,497.5	2,049.5	34.0%	150.5	2.5%	25%	False	True	108,332
80	7,650.0	5,497.5	2,152.5	35.8%	139.1	2.3%	24%	False	True	81,347
100	7,650.0	5,497.5	2,152.5	35.8%	126.7	2.1%	24%	False	True	65,181
120	7,650.0	5,497.5	2,152.5	35.8%	124.2	2.1%	24%	False	True	54,756

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	82.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,316.8
2.618	7,440.4
1.618	6,903.4
1.000	6,571.5
0.618	6,366.4
HIGH	6,034.5
0.618	5,829.4
0.500	5,766.0
0.382	5,702.6
LOW	5,497.5
0.618	5,165.6
1.000	4,960.5
1.618	4,628.6
2.618	4,091.6
4.250	3,215.3

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	5,935.3	6,004.5
PP	5,850.7	5,989.0
S1	5,766.0	5,973.5

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