DAX Index Future September 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 6,261.5 6,081.5 -180.0 -2.9% 7,260.0
High 6,449.5 6,283.5 -166.0 -2.6% 7,299.0
Low 6,125.0 5,717.5 -407.5 -6.7% 6,125.0
Close 6,257.5 5,962.5 -295.0 -4.7% 6,257.5
Range 324.5 566.0 241.5 74.4% 1,174.0
ATR 196.8 223.2 26.4 13.4% 0.0
Volume 363,965 357,265 -6,700 -1.8% 1,361,668
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,685.8 7,390.2 6,273.8
R3 7,119.8 6,824.2 6,118.2
R2 6,553.8 6,553.8 6,066.3
R1 6,258.2 6,258.2 6,014.4 6,123.0
PP 5,987.8 5,987.8 5,987.8 5,920.3
S1 5,692.2 5,692.2 5,910.6 5,557.0
S2 5,421.8 5,421.8 5,858.7
S3 4,855.8 5,126.2 5,806.9
S4 4,289.8 4,560.2 5,651.2
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 6,972.5 5,717.5 1,255.0 21.0% 377.4 6.3% 20% False True 300,738
10 7,399.0 5,717.5 1,681.5 28.2% 279.0 4.7% 15% False True 228,949
20 7,399.0 5,717.5 1,681.5 28.2% 203.3 3.4% 15% False True 189,380
40 7,547.0 5,717.5 1,829.5 30.7% 159.4 2.7% 13% False True 151,984
60 7,547.0 5,717.5 1,829.5 30.7% 143.5 2.4% 13% False True 101,836
80 7,650.0 5,717.5 1,932.5 32.4% 133.4 2.2% 13% False True 76,470
100 7,650.0 5,717.5 1,932.5 32.4% 122.7 2.1% 13% False True 61,481
120 7,650.0 5,717.5 1,932.5 32.4% 120.2 2.0% 13% False True 51,502
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 60.5
Widest range in 157 trading days
Fibonacci Retracements and Extensions
4.250 8,689.0
2.618 7,765.3
1.618 7,199.3
1.000 6,849.5
0.618 6,633.3
HIGH 6,283.5
0.618 6,067.3
0.500 6,000.5
0.382 5,933.7
LOW 5,717.5
0.618 5,367.7
1.000 5,151.5
1.618 4,801.7
2.618 4,235.7
4.250 3,312.0
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 6,000.5 6,234.0
PP 5,987.8 6,143.5
S1 5,975.2 6,053.0

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

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