DAX Index Future March 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 7,102.0 7,150.0 48.0 0.7% 7,086.0
High 7,169.5 7,189.0 19.5 0.3% 7,193.0
Low 7,094.0 7,122.5 28.5 0.4% 7,015.5
Close 7,130.5 7,163.0 32.5 0.5% 7,070.0
Range 75.5 66.5 -9.0 -11.9% 177.5
ATR 90.5 88.8 -1.7 -1.9% 0.0
Volume 123,029 137,213 14,184 11.5% 245,655
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,357.7 7,326.8 7,199.6
R3 7,291.2 7,260.3 7,181.3
R2 7,224.7 7,224.7 7,175.2
R1 7,193.8 7,193.8 7,169.1 7,209.3
PP 7,158.2 7,158.2 7,158.2 7,165.9
S1 7,127.3 7,127.3 7,156.9 7,142.8
S2 7,091.7 7,091.7 7,150.8
S3 7,025.2 7,060.8 7,144.7
S4 6,958.7 6,994.3 7,126.4
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 7,189.0 7,010.5 178.5 2.5% 78.9 1.1% 85% True False 105,392
10 7,193.0 7,010.5 182.5 2.5% 81.4 1.1% 84% False False 101,602
20 7,193.0 6,842.5 350.5 4.9% 92.4 1.3% 91% False False 109,398
40 7,193.0 6,748.0 445.0 6.2% 78.7 1.1% 93% False False 77,635
60 7,193.0 6,630.0 563.0 7.9% 83.6 1.2% 95% False False 52,018
80 7,193.0 6,250.0 943.0 13.2% 80.4 1.1% 97% False False 39,171
100 7,193.0 6,085.0 1,108.0 15.5% 83.1 1.2% 97% False False 31,811
120 7,193.0 5,863.5 1,329.5 18.6% 81.9 1.1% 98% False False 26,549
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 14.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,471.6
2.618 7,363.1
1.618 7,296.6
1.000 7,255.5
0.618 7,230.1
HIGH 7,189.0
0.618 7,163.6
0.500 7,155.8
0.382 7,147.9
LOW 7,122.5
0.618 7,081.4
1.000 7,056.0
1.618 7,014.9
2.618 6,948.4
4.250 6,839.9
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 7,160.6 7,149.1
PP 7,158.2 7,135.2
S1 7,155.8 7,121.3

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

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