DAX Index Future March 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 6,791.5 6,768.0 -23.5 -0.3% 6,680.5
High 6,800.0 6,774.0 -26.0 -0.4% 6,801.5
Low 6,712.0 6,728.0 16.0 0.2% 6,597.0
Close 6,747.0 6,749.5 2.5 0.0% 6,772.0
Range 88.0 46.0 -42.0 -47.7% 204.5
ATR 80.8 78.4 -2.5 -3.1% 0.0
Volume 416 1,158 742 178.4% 1,349
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,888.5 6,865.0 6,774.8
R3 6,842.5 6,819.0 6,762.2
R2 6,796.5 6,796.5 6,757.9
R1 6,773.0 6,773.0 6,753.7 6,761.8
PP 6,750.5 6,750.5 6,750.5 6,744.9
S1 6,727.0 6,727.0 6,745.3 6,715.8
S2 6,704.5 6,704.5 6,741.1
S3 6,658.5 6,681.0 6,736.9
S4 6,612.5 6,635.0 6,724.2
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 7,337.0 7,259.0 6,884.5
R3 7,132.5 7,054.5 6,828.2
R2 6,928.0 6,928.0 6,809.5
R1 6,850.0 6,850.0 6,790.7 6,889.0
PP 6,723.5 6,723.5 6,723.5 6,743.0
S1 6,645.5 6,645.5 6,753.3 6,684.5
S2 6,519.0 6,519.0 6,734.5
S3 6,314.5 6,441.0 6,715.8
S4 6,110.0 6,236.5 6,659.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,834.0 6,712.0 122.0 1.8% 64.6 1.0% 31% False False 669
10 6,834.0 6,597.0 237.0 3.5% 71.0 1.1% 64% False False 504
20 6,834.0 6,470.0 364.0 5.4% 70.1 1.0% 77% False False 665
40 6,834.0 6,137.5 696.5 10.3% 83.0 1.2% 88% False False 865
60 6,834.0 5,863.5 970.5 14.4% 78.3 1.2% 91% False False 1,130
80 6,834.0 5,863.5 970.5 14.4% 76.3 1.1% 91% False False 870
100 6,834.0 5,844.0 990.0 14.7% 76.5 1.1% 91% False False 717
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.0
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6,969.5
2.618 6,894.4
1.618 6,848.4
1.000 6,820.0
0.618 6,802.4
HIGH 6,774.0
0.618 6,756.4
0.500 6,751.0
0.382 6,745.6
LOW 6,728.0
0.618 6,699.6
1.000 6,682.0
1.618 6,653.6
2.618 6,607.6
4.250 6,532.5
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 6,751.0 6,773.0
PP 6,750.5 6,765.2
S1 6,750.0 6,757.3

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

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