DAX Index Future March 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 7,102.0 7,102.0 0.0 0.0% 7,086.0
High 7,113.5 7,169.5 56.0 0.8% 7,193.0
Low 7,053.5 7,094.0 40.5 0.6% 7,015.5
Close 7,063.5 7,130.5 67.0 0.9% 7,070.0
Range 60.0 75.5 15.5 25.8% 177.5
ATR 89.3 90.5 1.2 1.3% 0.0
Volume 139,327 123,029 -16,298 -11.7% 245,655
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,357.8 7,319.7 7,172.0
R3 7,282.3 7,244.2 7,151.3
R2 7,206.8 7,206.8 7,144.3
R1 7,168.7 7,168.7 7,137.4 7,187.8
PP 7,131.3 7,131.3 7,131.3 7,140.9
S1 7,093.2 7,093.2 7,123.6 7,112.3
S2 7,055.8 7,055.8 7,116.7
S3 6,980.3 7,017.7 7,109.7
S4 6,904.8 6,942.2 7,089.0
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,625.3 7,525.2 7,167.6
R3 7,447.8 7,347.7 7,118.8
R2 7,270.3 7,270.3 7,102.5
R1 7,170.2 7,170.2 7,086.3 7,131.5
PP 7,092.8 7,092.8 7,092.8 7,073.5
S1 6,992.7 6,992.7 7,053.7 6,954.0
S2 6,915.3 6,915.3 7,037.5
S3 6,737.8 6,815.2 7,021.2
S4 6,560.3 6,637.7 6,972.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,169.5 7,010.5 159.0 2.2% 81.5 1.1% 75% True False 77,949
10 7,193.0 6,952.0 241.0 3.4% 89.3 1.3% 74% False False 102,141
20 7,193.0 6,842.5 350.5 4.9% 90.4 1.3% 82% False False 104,976
40 7,193.0 6,679.0 514.0 7.2% 79.5 1.1% 88% False False 74,217
60 7,193.0 6,622.0 571.0 8.0% 83.7 1.2% 89% False False 49,734
80 7,193.0 6,139.0 1,054.0 14.8% 81.3 1.1% 94% False False 37,460
100 7,193.0 6,085.0 1,108.0 15.5% 82.9 1.2% 94% False False 30,441
120 7,193.0 5,863.5 1,329.5 18.6% 81.9 1.1% 95% False False 25,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,490.4
2.618 7,367.2
1.618 7,291.7
1.000 7,245.0
0.618 7,216.2
HIGH 7,169.5
0.618 7,140.7
0.500 7,131.8
0.382 7,122.8
LOW 7,094.0
0.618 7,047.3
1.000 7,018.5
1.618 6,971.8
2.618 6,896.3
4.250 6,773.1
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 7,131.8 7,117.0
PP 7,131.3 7,103.5
S1 7,130.9 7,090.0

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

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