DAX Index Future September 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 7,149.5 7,224.0 74.5 1.0% 7,138.0
High 7,233.5 7,345.0 111.5 1.5% 7,339.0
Low 7,098.0 7,223.5 125.5 1.8% 7,086.0
Close 7,232.5 7,324.5 92.0 1.3% 7,133.5
Range 135.5 121.5 -14.0 -10.3% 253.0
ATR 125.0 124.7 -0.2 -0.2% 0.0
Volume 146,399 151,481 5,082 3.5% 711,374
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,662.2 7,614.8 7,391.3
R3 7,540.7 7,493.3 7,357.9
R2 7,419.2 7,419.2 7,346.8
R1 7,371.8 7,371.8 7,335.6 7,395.5
PP 7,297.7 7,297.7 7,297.7 7,309.5
S1 7,250.3 7,250.3 7,313.4 7,274.0
S2 7,176.2 7,176.2 7,302.2
S3 7,054.7 7,128.8 7,291.1
S4 6,933.2 7,007.3 7,257.7
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,945.2 7,792.3 7,272.7
R3 7,692.2 7,539.3 7,203.1
R2 7,439.2 7,439.2 7,179.9
R1 7,286.3 7,286.3 7,156.7 7,236.3
PP 7,186.2 7,186.2 7,186.2 7,161.1
S1 7,033.3 7,033.3 7,110.3 6,983.3
S2 6,933.2 6,933.2 7,087.1
S3 6,680.2 6,780.3 7,063.9
S4 6,427.2 6,527.3 6,994.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,345.0 7,098.0 247.0 3.4% 127.3 1.7% 92% True False 147,877
10 7,345.0 7,042.5 302.5 4.1% 123.9 1.7% 93% True False 136,101
20 7,345.0 7,020.0 325.0 4.4% 114.9 1.6% 94% True False 70,779
40 7,604.0 7,020.0 584.0 8.0% 116.6 1.6% 52% False False 35,997
60 7,650.0 7,020.0 630.0 8.6% 105.3 1.4% 48% False False 24,101
80 7,650.0 6,486.5 1,163.5 15.9% 105.4 1.4% 72% False False 18,826
100 7,650.0 6,486.5 1,163.5 15.9% 98.5 1.3% 72% False False 15,082
120 7,650.0 6,486.5 1,163.5 15.9% 89.1 1.2% 72% False False 12,579
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 29.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,861.4
2.618 7,663.1
1.618 7,541.6
1.000 7,466.5
0.618 7,420.1
HIGH 7,345.0
0.618 7,298.6
0.500 7,284.3
0.382 7,269.9
LOW 7,223.5
0.618 7,148.4
1.000 7,102.0
1.618 7,026.9
2.618 6,905.4
4.250 6,707.1
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 7,311.1 7,290.2
PP 7,297.7 7,255.8
S1 7,284.3 7,221.5

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

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