DAX Index Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 7,100.0 7,080.5 -19.5 -0.3% 7,005.0
High 7,100.5 7,083.5 -17.0 -0.2% 7,105.5
Low 7,057.0 6,915.0 -142.0 -2.0% 7,003.0
Close 7,073.5 6,996.5 -77.0 -1.1% 7,073.5
Range 43.5 168.5 125.0 287.4% 102.5
ATR 72.5 79.3 6.9 9.5% 0.0
Volume 45,516 61,432 15,916 35.0% 248,421
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,503.8 7,418.7 7,089.2
R3 7,335.3 7,250.2 7,042.8
R2 7,166.8 7,166.8 7,027.4
R1 7,081.7 7,081.7 7,011.9 7,040.0
PP 6,998.3 6,998.3 6,998.3 6,977.5
S1 6,913.2 6,913.2 6,981.1 6,871.5
S2 6,829.8 6,829.8 6,965.6
S3 6,661.3 6,744.7 6,950.2
S4 6,492.8 6,576.2 6,903.8
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,368.2 7,323.3 7,129.9
R3 7,265.7 7,220.8 7,101.7
R2 7,163.2 7,163.2 7,092.3
R1 7,118.3 7,118.3 7,082.9 7,140.8
PP 7,060.7 7,060.7 7,060.7 7,071.9
S1 7,015.8 7,015.8 7,064.1 7,038.3
S2 6,958.2 6,958.2 7,054.7
S3 6,855.7 6,913.3 7,045.3
S4 6,753.2 6,810.8 7,017.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,105.5 6,915.0 190.5 2.7% 72.0 1.0% 43% False True 61,970
10 7,105.5 6,915.0 190.5 2.7% 59.5 0.8% 43% False True 79,475
20 7,105.5 6,679.0 426.5 6.1% 77.2 1.1% 74% False False 41,865
40 7,105.5 6,597.0 508.5 7.3% 81.9 1.2% 79% False False 21,291
60 7,105.5 6,137.5 968.0 13.8% 79.2 1.1% 89% False False 14,412
80 7,105.5 6,085.0 1,020.5 14.6% 80.7 1.2% 89% False False 11,394
100 7,105.5 5,863.5 1,242.0 17.8% 80.1 1.1% 91% False False 9,163
120 7,105.5 5,863.5 1,242.0 17.8% 79.5 1.1% 91% False False 7,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 7,799.6
2.618 7,524.6
1.618 7,356.1
1.000 7,252.0
0.618 7,187.6
HIGH 7,083.5
0.618 7,019.1
0.500 6,999.3
0.382 6,979.4
LOW 6,915.0
0.618 6,810.9
1.000 6,746.5
1.618 6,642.4
2.618 6,473.9
4.250 6,198.9
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 6,999.3 7,008.5
PP 6,998.3 7,004.5
S1 6,997.4 7,000.5

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

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