DAX Index Future March 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 7,086.0 7,181.0 95.0 1.3% 6,945.0
High 7,165.0 7,193.0 28.0 0.4% 7,110.5
Low 7,085.0 7,073.0 -12.0 -0.2% 6,842.5
Close 7,149.0 7,089.5 -59.5 -0.8% 7,090.0
Range 80.0 120.0 40.0 50.0% 268.0
ATR 89.5 91.7 2.2 2.4% 0.0
Volume 113,740 131,915 18,175 16.0% 659,435
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,478.5 7,404.0 7,155.5
R3 7,358.5 7,284.0 7,122.5
R2 7,238.5 7,238.5 7,111.5
R1 7,164.0 7,164.0 7,100.5 7,141.3
PP 7,118.5 7,118.5 7,118.5 7,107.1
S1 7,044.0 7,044.0 7,078.5 7,021.3
S2 6,998.5 6,998.5 7,067.5
S3 6,878.5 6,924.0 7,056.5
S4 6,758.5 6,804.0 7,023.5
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 7,193.0 6,952.0 241.0 3.4% 97.0 1.4% 57% True False 126,333
10 7,193.0 6,842.5 350.5 4.9% 100.7 1.4% 70% True False 136,024
20 7,193.0 6,842.5 350.5 4.9% 85.8 1.2% 70% True False 97,963
40 7,193.0 6,679.0 514.0 7.3% 84.8 1.2% 80% True False 64,561
60 7,193.0 6,581.5 611.5 8.6% 82.6 1.2% 83% True False 43,311
80 7,193.0 6,137.5 1,055.5 14.9% 82.9 1.2% 90% True False 32,657
100 7,193.0 5,863.5 1,329.5 18.8% 82.4 1.2% 92% True False 26,553
120 7,193.0 5,863.5 1,329.5 18.8% 80.9 1.1% 92% True False 22,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,703.0
2.618 7,507.2
1.618 7,387.2
1.000 7,313.0
0.618 7,267.2
HIGH 7,193.0
0.618 7,147.2
0.500 7,133.0
0.382 7,118.8
LOW 7,073.0
0.618 6,998.8
1.000 6,953.0
1.618 6,878.8
2.618 6,758.8
4.250 6,563.0
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 7,133.0 7,108.0
PP 7,118.5 7,101.8
S1 7,104.0 7,095.7

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

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