DAX Index Future December 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 5,718.0 5,675.0 -43.0 -0.8% 5,461.0
High 5,740.5 5,885.0 144.5 2.5% 5,789.0
Low 5,590.0 5,672.0 82.0 1.5% 5,409.5
Close 5,663.5 5,779.0 115.5 2.0% 5,549.5
Range 150.5 213.0 62.5 41.5% 379.5
ATR 238.1 236.9 -1.2 -0.5% 0.0
Volume 2,101 777 -1,324 -63.0% 3,857
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,417.7 6,311.3 5,896.2
R3 6,204.7 6,098.3 5,837.6
R2 5,991.7 5,991.7 5,818.1
R1 5,885.3 5,885.3 5,798.5 5,938.5
PP 5,778.7 5,778.7 5,778.7 5,805.3
S1 5,672.3 5,672.3 5,759.5 5,725.5
S2 5,565.7 5,565.7 5,740.0
S3 5,352.7 5,459.3 5,720.4
S4 5,139.7 5,246.3 5,661.9
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,721.2 6,514.8 5,758.2
R3 6,341.7 6,135.3 5,653.9
R2 5,962.2 5,962.2 5,619.1
R1 5,755.8 5,755.8 5,584.3 5,859.0
PP 5,582.7 5,582.7 5,582.7 5,634.3
S1 5,376.3 5,376.3 5,514.7 5,479.5
S2 5,203.2 5,203.2 5,479.9
S3 4,823.7 4,996.8 5,445.1
S4 4,444.2 4,617.3 5,340.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,885.0 5,429.0 456.0 7.9% 196.7 3.4% 77% True False 1,022
10 5,913.5 5,371.0 542.5 9.4% 214.5 3.7% 75% False False 988
20 6,774.5 5,371.0 1,403.5 24.3% 290.8 5.0% 29% False False 1,164
40 7,575.5 5,371.0 2,204.5 38.1% 215.6 3.7% 19% False False 774
60 7,575.5 5,371.0 2,204.5 38.1% 177.1 3.1% 19% False False 1,465
80 7,575.5 5,371.0 2,204.5 38.1% 153.4 2.7% 19% False False 1,162
100 7,680.0 5,371.0 2,309.0 40.0% 137.4 2.4% 18% False False 944
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 43.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,790.3
2.618 6,442.6
1.618 6,229.6
1.000 6,098.0
0.618 6,016.6
HIGH 5,885.0
0.618 5,803.6
0.500 5,778.5
0.382 5,753.4
LOW 5,672.0
0.618 5,540.4
1.000 5,459.0
1.618 5,327.4
2.618 5,114.4
4.250 4,766.8
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 5,778.8 5,765.2
PP 5,778.7 5,751.3
S1 5,778.5 5,737.5

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

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