DAX Index Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 5,964.0 5,867.0 -97.0 -1.6% 6,081.5
High 6,023.0 5,898.0 -125.0 -2.1% 6,283.5
Low 5,875.0 5,533.5 -341.5 -5.8% 5,491.5
Close 5,916.5 5,603.0 -313.5 -5.3% 6,018.0
Range 148.0 364.5 216.5 146.3% 792.0
ATR 264.6 273.1 8.5 3.2% 0.0
Volume 155,771 246,684 90,913 58.4% 1,573,372
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,771.7 6,551.8 5,803.5
R3 6,407.2 6,187.3 5,703.2
R2 6,042.7 6,042.7 5,669.8
R1 5,822.8 5,822.8 5,636.4 5,750.5
PP 5,678.2 5,678.2 5,678.2 5,642.0
S1 5,458.3 5,458.3 5,569.6 5,386.0
S2 5,313.7 5,313.7 5,536.2
S3 4,949.2 5,093.8 5,502.8
S4 4,584.7 4,729.3 5,402.5
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 8,307.0 7,954.5 6,453.6
R3 7,515.0 7,162.5 6,235.8
R2 6,723.0 6,723.0 6,163.2
R1 6,370.5 6,370.5 6,090.6 6,150.8
PP 5,931.0 5,931.0 5,931.0 5,821.1
S1 5,578.5 5,578.5 5,945.4 5,358.8
S2 5,139.0 5,139.0 5,872.8
S3 4,347.0 4,786.5 5,800.2
S4 3,555.0 3,994.5 5,582.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,112.0 5,533.5 578.5 10.3% 240.0 4.3% 12% False True 171,672
10 6,449.5 5,491.5 958.0 17.1% 366.7 6.5% 12% False False 258,992
20 7,399.0 5,491.5 1,907.5 34.0% 288.4 5.1% 6% False False 219,284
40 7,547.0 5,491.5 2,055.5 36.7% 205.8 3.7% 5% False False 182,018
60 7,547.0 5,491.5 2,055.5 36.7% 174.9 3.1% 5% False False 132,826
80 7,650.0 5,491.5 2,158.5 38.5% 159.0 2.8% 5% False False 99,790
100 7,650.0 5,491.5 2,158.5 38.5% 142.6 2.5% 5% False False 79,885
120 7,650.0 5,491.5 2,158.5 38.5% 138.0 2.5% 5% False False 67,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 117.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,447.1
2.618 6,852.3
1.618 6,487.8
1.000 6,262.5
0.618 6,123.3
HIGH 5,898.0
0.618 5,758.8
0.500 5,715.8
0.382 5,672.7
LOW 5,533.5
0.618 5,308.2
1.000 5,169.0
1.618 4,943.7
2.618 4,579.2
4.250 3,984.4
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 5,715.8 5,791.8
PP 5,678.2 5,728.8
S1 5,640.6 5,665.9

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

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