DAX Index Future March 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 7,061.0 7,086.0 25.0 0.4% 6,945.0
High 7,110.5 7,165.0 54.5 0.8% 7,110.5
Low 7,023.0 7,085.0 62.0 0.9% 6,842.5
Close 7,090.0 7,149.0 59.0 0.8% 7,090.0
Range 87.5 80.0 -7.5 -8.6% 268.0
ATR 90.2 89.5 -0.7 -0.8% 0.0
Volume 121,166 113,740 -7,426 -6.1% 659,435
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,373.0 7,341.0 7,193.0
R3 7,293.0 7,261.0 7,171.0
R2 7,213.0 7,213.0 7,163.7
R1 7,181.0 7,181.0 7,156.3 7,197.0
PP 7,133.0 7,133.0 7,133.0 7,141.0
S1 7,101.0 7,101.0 7,141.7 7,117.0
S2 7,053.0 7,053.0 7,134.3
S3 6,973.0 7,021.0 7,127.0
S4 6,893.0 6,941.0 7,105.0
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,818.3 7,722.2 7,237.4
R3 7,550.3 7,454.2 7,163.7
R2 7,282.3 7,282.3 7,139.1
R1 7,186.2 7,186.2 7,114.6 7,234.3
PP 7,014.3 7,014.3 7,014.3 7,038.4
S1 6,918.2 6,918.2 7,065.4 6,966.3
S2 6,746.3 6,746.3 7,040.9
S3 6,478.3 6,650.2 7,016.3
S4 6,210.3 6,382.2 6,942.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,165.0 6,867.0 298.0 4.2% 91.5 1.3% 95% True False 126,225
10 7,165.0 6,842.5 322.5 4.5% 96.2 1.3% 95% True False 134,344
20 7,165.0 6,842.5 322.5 4.5% 84.0 1.2% 95% True False 96,041
40 7,165.0 6,679.0 486.0 6.8% 84.4 1.2% 97% True False 61,271
60 7,165.0 6,581.5 583.5 8.2% 81.4 1.1% 97% True False 41,120
80 7,165.0 6,137.5 1,027.5 14.4% 82.1 1.1% 98% True False 31,009
100 7,165.0 5,863.5 1,301.5 18.2% 81.9 1.1% 99% True False 25,243
120 7,165.0 5,863.5 1,301.5 18.2% 80.5 1.1% 99% True False 21,064
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 False
Bear Hook False
Bull Hook False
Stretch 15.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,505.0
2.618 7,374.4
1.618 7,294.4
1.000 7,245.0
0.618 7,214.4
HIGH 7,165.0
0.618 7,134.4
0.500 7,125.0
0.382 7,115.6
LOW 7,085.0
0.618 7,035.6
1.000 7,005.0
1.618 6,955.6
2.618 6,875.6
4.250 6,745.0
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 7,141.0 7,130.7
PP 7,133.0 7,112.3
S1 7,125.0 7,094.0

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

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