DAX Index Future September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 7,128.0 7,120.5 -7.5 -0.1% 7,179.5
High 7,170.0 7,151.0 -19.0 -0.3% 7,370.0
Low 7,050.0 7,070.0 20.0 0.3% 7,050.0
Close 7,126.5 7,071.0 -55.5 -0.8% 7,126.5
Range 120.0 81.0 -39.0 -32.5% 320.0
ATR 125.1 121.9 -3.1 -2.5% 0.0
Volume 734 49 -685 -93.3% 8,552
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,340.3 7,286.7 7,115.6
R3 7,259.3 7,205.7 7,093.3
R2 7,178.3 7,178.3 7,085.9
R1 7,124.7 7,124.7 7,078.4 7,111.0
PP 7,097.3 7,097.3 7,097.3 7,090.5
S1 7,043.7 7,043.7 7,063.6 7,030.0
S2 7,016.3 7,016.3 7,056.2
S3 6,935.3 6,962.7 7,048.7
S4 6,854.3 6,881.7 7,026.5
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 8,142.2 7,954.3 7,302.5
R3 7,822.2 7,634.3 7,214.5
R2 7,502.2 7,502.2 7,185.2
R1 7,314.3 7,314.3 7,155.8 7,248.3
PP 7,182.2 7,182.2 7,182.2 7,149.1
S1 6,994.3 6,994.3 7,097.2 6,928.3
S2 6,862.2 6,862.2 7,067.8
S3 6,542.2 6,674.3 7,038.5
S4 6,222.2 6,354.3 6,950.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,370.0 7,050.0 320.0 4.5% 122.1 1.7% 7% False False 1,646
10 7,370.0 7,050.0 320.0 4.5% 109.6 1.5% 7% False False 1,891
20 7,604.0 7,050.0 554.0 7.8% 114.3 1.6% 4% False False 1,259
40 7,650.0 7,042.5 607.5 8.6% 102.5 1.4% 5% False False 800
60 7,650.0 6,486.5 1,163.5 16.5% 101.5 1.4% 50% False False 1,499
80 7,650.0 6,486.5 1,163.5 16.5% 96.5 1.4% 50% False False 1,178
100 7,650.0 6,486.5 1,163.5 16.5% 85.3 1.2% 50% False False 958
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,495.3
2.618 7,363.1
1.618 7,282.1
1.000 7,232.0
0.618 7,201.1
HIGH 7,151.0
0.618 7,120.1
0.500 7,110.5
0.382 7,100.9
LOW 7,070.0
0.618 7,019.9
1.000 6,989.0
1.618 6,938.9
2.618 6,857.9
4.250 6,725.8
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 7,110.5 7,116.0
PP 7,097.3 7,101.0
S1 7,084.2 7,086.0

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

View Archives - Comment on this page... - Back to Index of Symbols