DAX Index Future September 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	5,576.0	5,689.5	113.5	2.0%	6,077.0
High	5,747.0	5,779.5	32.5	0.6%	6,112.0
Low	5,515.5	5,419.0	-96.5	-1.7%	5,346.0
Close	5,708.0	5,530.5	-177.5	-3.1%	5,423.5
Range	231.5	360.5	129.0	55.7%	766.0
ATR	259.5	266.7	7.2	2.8%	0.0
Volume	169,780	241,808	72,028	42.4%	906,591

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,657.8	6,454.7	5,728.8
R3	6,297.3	6,094.2	5,629.6
R2	5,936.8	5,936.8	5,596.6
R1	5,733.7	5,733.7	5,563.5	5,655.0
PP	5,576.3	5,576.3	5,576.3	5,537.0
S1	5,373.2	5,373.2	5,497.5	5,294.5
S2	5,215.8	5,215.8	5,464.4
S3	4,855.3	5,012.7	5,431.4
S4	4,494.8	4,652.2	5,332.2

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,925.2	7,440.3	5,844.8
R3	7,159.2	6,674.3	5,634.2
R2	6,393.2	6,393.2	5,563.9
R1	5,908.3	5,908.3	5,493.7	5,767.8
PP	5,627.2	5,627.2	5,627.2	5,556.9
S1	5,142.3	5,142.3	5,353.3	5,001.8
S2	4,861.2	4,861.2	5,283.1
S3	4,095.2	4,376.3	5,212.9
S4	3,329.2	3,610.3	5,002.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,779.5	5,346.0	433.5	7.8%	246.4	4.5%	43%	True	False	200,030
10	6,112.0	5,346.0	766.0	13.9%	243.2	4.4%	24%	False	False	185,851
20	7,299.0	5,346.0	1,953.0	35.3%	323.1	5.8%	9%	False	False	236,684
40	7,547.0	5,346.0	2,201.0	39.8%	220.7	4.0%	8%	False	False	188,537
60	7,547.0	5,346.0	2,201.0	39.8%	185.4	3.4%	8%	False	False	149,285
80	7,604.0	5,346.0	2,258.0	40.8%	168.6	3.0%	8%	False	False	112,267
100	7,650.0	5,346.0	2,304.0	41.7%	151.4	2.7%	8%	False	False	89,876
120	7,650.0	5,346.0	2,304.0	41.7%	143.8	2.6%	8%	False	False	75,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	57.4
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,311.6
2.618	6,723.3
1.618	6,362.8
1.000	6,140.0
0.618	6,002.3
HIGH	5,779.5
0.618	5,641.8
0.500	5,599.3
0.382	5,556.7
LOW	5,419.0
0.618	5,196.2
1.000	5,058.5
1.618	4,835.7
2.618	4,475.2
4.250	3,886.9

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	5,599.3	5,599.3
PP	5,576.3	5,576.3
S1	5,553.4	5,553.4

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