DAX Index Future March 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 7,176.5 7,212.5 36.0 0.5% 7,100.0
High 7,222.5 7,236.0 13.5 0.2% 7,236.0
Low 7,152.5 7,192.0 39.5 0.6% 7,041.0
Close 7,191.0 7,216.5 25.5 0.4% 7,216.5
Range 70.0 44.0 -26.0 -37.1% 195.0
ATR 86.9 83.9 -3.0 -3.4% 0.0
Volume 117,226 107,617 -9,609 -8.2% 618,530
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 7,346.8 7,325.7 7,240.7
R3 7,302.8 7,281.7 7,228.6
R2 7,258.8 7,258.8 7,224.6
R1 7,237.7 7,237.7 7,220.5 7,248.3
PP 7,214.8 7,214.8 7,214.8 7,220.1
S1 7,193.7 7,193.7 7,212.5 7,204.3
S2 7,170.8 7,170.8 7,208.4
S3 7,126.8 7,149.7 7,204.4
S4 7,082.8 7,105.7 7,192.3
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 7,749.5 7,678.0 7,323.8
R3 7,554.5 7,483.0 7,270.1
R2 7,359.5 7,359.5 7,252.3
R1 7,288.0 7,288.0 7,234.4 7,323.8
PP 7,164.5 7,164.5 7,164.5 7,182.4
S1 7,093.0 7,093.0 7,198.6 7,128.8
S2 6,969.5 6,969.5 7,180.8
S3 6,774.5 6,898.0 7,162.9
S4 6,579.5 6,703.0 7,109.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,236.0 7,041.0 195.0 2.7% 68.5 0.9% 90% True False 123,706
10 7,236.0 7,010.5 225.5 3.1% 74.3 1.0% 91% True False 129,510
20 7,236.0 6,842.5 393.5 5.5% 84.8 1.2% 95% True False 117,957
40 7,236.0 6,842.5 393.5 5.5% 77.2 1.1% 95% True False 96,401
60 7,236.0 6,646.5 589.5 8.2% 83.8 1.2% 97% True False 64,772
80 7,236.0 6,467.5 768.5 10.6% 80.3 1.1% 97% True False 48,741
100 7,236.0 6,137.5 1,098.5 15.2% 83.5 1.2% 98% True False 39,305
120 7,236.0 5,863.5 1,372.5 19.0% 81.9 1.1% 99% True False 32,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 7,423.0
2.618 7,351.2
1.618 7,307.2
1.000 7,280.0
0.618 7,263.2
HIGH 7,236.0
0.618 7,219.2
0.500 7,214.0
0.382 7,208.8
LOW 7,192.0
0.618 7,164.8
1.000 7,148.0
1.618 7,120.8
2.618 7,076.8
4.250 7,005.0
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 7,215.7 7,209.1
PP 7,214.8 7,201.7
S1 7,214.0 7,194.3

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

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