DAX Index Future March 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 6,622.0 6,696.5 74.5 1.1% 6,693.5
High 6,695.0 6,698.0 3.0 0.0% 6,700.0
Low 6,622.0 6,630.0 8.0 0.1% 6,581.5
Close 6,680.0 6,633.0 -47.0 -0.7% 6,636.0
Range 73.0 68.0 -5.0 -6.8% 118.5
ATR 79.6 78.7 -0.8 -1.0% 0.0
Volume 153 237 84 54.9% 4,606
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,857.7 6,813.3 6,670.4
R3 6,789.7 6,745.3 6,651.7
R2 6,721.7 6,721.7 6,645.5
R1 6,677.3 6,677.3 6,639.2 6,665.5
PP 6,653.7 6,653.7 6,653.7 6,647.8
S1 6,609.3 6,609.3 6,626.8 6,597.5
S2 6,585.7 6,585.7 6,620.5
S3 6,517.7 6,541.3 6,614.3
S4 6,449.7 6,473.3 6,595.6
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,994.7 6,933.8 6,701.2
R3 6,876.2 6,815.3 6,668.6
R2 6,757.7 6,757.7 6,657.7
R1 6,696.8 6,696.8 6,646.9 6,668.0
PP 6,639.2 6,639.2 6,639.2 6,624.8
S1 6,578.3 6,578.3 6,625.1 6,549.5
S2 6,520.7 6,520.7 6,614.3
S3 6,402.2 6,459.8 6,603.4
S4 6,283.7 6,341.3 6,570.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,698.0 6,597.0 101.0 1.5% 70.3 1.1% 36% True False 405
10 6,700.0 6,532.5 167.5 2.5% 67.4 1.0% 60% False False 593
20 6,700.0 6,250.0 450.0 6.8% 71.7 1.1% 85% False False 628
40 6,700.0 6,137.5 562.5 8.5% 81.3 1.2% 88% False False 1,443
60 6,700.0 5,863.5 836.5 12.6% 79.8 1.2% 92% False False 1,082
80 6,700.0 5,863.5 836.5 12.6% 79.7 1.2% 92% False False 830
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 10.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,987.0
2.618 6,876.0
1.618 6,808.0
1.000 6,766.0
0.618 6,740.0
HIGH 6,698.0
0.618 6,672.0
0.500 6,664.0
0.382 6,656.0
LOW 6,630.0
0.618 6,588.0
1.000 6,562.0
1.618 6,520.0
2.618 6,452.0
4.250 6,341.0
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 6,664.0 6,647.5
PP 6,653.7 6,642.7
S1 6,643.3 6,637.8

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

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