DAX Index Future March 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 7,035.0 7,033.0 -2.0 0.0% 6,987.5
High 7,062.0 7,056.0 -6.0 -0.1% 7,060.0
Low 7,029.5 7,030.5 1.0 0.0% 6,945.5
Close 7,044.5 7,044.5 0.0 0.0% 7,019.0
Range 32.5 25.5 -7.0 -21.5% 114.5
ATR 89.3 84.8 -4.6 -5.1% 0.0
Volume 39,670 108,938 69,268 174.6% 37,395
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,120.2 7,107.8 7,058.5
R3 7,094.7 7,082.3 7,051.5
R2 7,069.2 7,069.2 7,049.2
R1 7,056.8 7,056.8 7,046.8 7,063.0
PP 7,043.7 7,043.7 7,043.7 7,046.8
S1 7,031.3 7,031.3 7,042.2 7,037.5
S2 7,018.2 7,018.2 7,039.8
S3 6,992.7 7,005.8 7,037.5
S4 6,967.2 6,980.3 7,030.5
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,351.7 7,299.8 7,082.0
R3 7,237.2 7,185.3 7,050.5
R2 7,122.7 7,122.7 7,040.0
R1 7,070.8 7,070.8 7,029.5 7,096.8
PP 7,008.2 7,008.2 7,008.2 7,021.1
S1 6,956.3 6,956.3 7,008.5 6,982.3
S2 6,893.7 6,893.7 6,998.0
S3 6,779.2 6,841.8 6,987.5
S4 6,664.7 6,727.3 6,956.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,062.0 6,963.5 98.5 1.4% 48.5 0.7% 82% False False 35,615
10 7,062.0 6,748.0 314.0 4.5% 69.6 1.0% 94% False False 18,940
20 7,062.0 6,679.0 383.0 5.4% 84.9 1.2% 95% False False 9,954
40 7,062.0 6,490.0 572.0 8.1% 81.1 1.2% 97% False False 5,282
60 7,062.0 6,137.5 924.5 13.1% 85.1 1.2% 98% False False 3,836
80 7,062.0 5,863.5 1,198.5 17.0% 82.5 1.2% 99% False False 3,346
100 7,062.0 5,863.5 1,198.5 17.0% 80.7 1.1% 99% False False 2,706
120 7,062.0 5,844.0 1,218.0 17.3% 79.3 1.1% 99% False False 2,272
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 7,164.4
2.618 7,122.8
1.618 7,097.3
1.000 7,081.5
0.618 7,071.8
HIGH 7,056.0
0.618 7,046.3
0.500 7,043.3
0.382 7,040.2
LOW 7,030.5
0.618 7,014.7
1.000 7,005.0
1.618 6,989.2
2.618 6,963.7
4.250 6,922.1
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 7,044.1 7,038.8
PP 7,043.7 7,033.0
S1 7,043.3 7,027.3

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

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