DAX Index Future September 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 5,582.0 5,637.5 55.5 1.0% 5,411.0
High 5,592.0 5,718.5 126.5 2.3% 5,779.5
Low 5,405.0 5,588.0 183.0 3.4% 5,393.0
Close 5,575.0 5,713.0 138.0 2.5% 5,575.0
Range 187.0 130.5 -56.5 -30.2% 386.5
ATR 261.0 252.6 -8.4 -3.2% 0.0
Volume 200,403 97,580 -102,823 -51.3% 946,548
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,064.7 6,019.3 5,784.8
R3 5,934.2 5,888.8 5,748.9
R2 5,803.7 5,803.7 5,736.9
R1 5,758.3 5,758.3 5,725.0 5,781.0
PP 5,673.2 5,673.2 5,673.2 5,684.5
S1 5,627.8 5,627.8 5,701.0 5,650.5
S2 5,542.7 5,542.7 5,689.1
S3 5,412.2 5,497.3 5,677.1
S4 5,281.7 5,366.8 5,641.2
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,742.0 6,545.0 5,787.6
R3 6,355.5 6,158.5 5,681.3
R2 5,969.0 5,969.0 5,645.9
R1 5,772.0 5,772.0 5,610.4 5,870.5
PP 5,582.5 5,582.5 5,582.5 5,631.8
S1 5,385.5 5,385.5 5,539.6 5,484.0
S2 5,196.0 5,196.0 5,504.1
S3 4,809.5 4,999.0 5,468.7
S4 4,423.0 4,612.5 5,362.4
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 5,405.0 374.5 6.6% 219.1 3.8% 82% False False 175,909
10 6,050.0 5,346.0 704.0 12.3% 226.1 4.0% 52% False False 182,565
20 6,972.5 5,346.0 1,626.5 28.5% 310.7 5.4% 23% False False 233,526
40 7,547.0 5,346.0 2,201.0 38.5% 223.5 3.9% 17% False False 190,274
60 7,547.0 5,346.0 2,201.0 38.5% 187.3 3.3% 17% False False 154,218
80 7,604.0 5,346.0 2,258.0 39.5% 169.3 3.0% 16% False False 115,982
100 7,650.0 5,346.0 2,304.0 40.3% 153.2 2.7% 16% False False 92,852
120 7,650.0 5,346.0 2,304.0 40.3% 144.5 2.5% 16% False False 77,869
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 46.0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,273.1
2.618 6,060.1
1.618 5,929.6
1.000 5,849.0
0.618 5,799.1
HIGH 5,718.5
0.618 5,668.6
0.500 5,653.3
0.382 5,637.9
LOW 5,588.0
0.618 5,507.4
1.000 5,457.5
1.618 5,376.9
2.618 5,246.4
4.250 5,033.4
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 5,693.1 5,672.8
PP 5,673.2 5,632.5
S1 5,653.3 5,592.3

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

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