DAX Index Future March 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 7,212.5 7,236.0 23.5 0.3% 7,100.0
High 7,236.0 7,295.0 59.0 0.8% 7,236.0
Low 7,192.0 7,218.5 26.5 0.4% 7,041.0
Close 7,216.5 7,287.0 70.5 1.0% 7,216.5
Range 44.0 76.5 32.5 73.9% 195.0
ATR 83.9 83.5 -0.4 -0.5% 0.0
Volume 107,617 116,038 8,421 7.8% 618,530
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 7,496.3 7,468.2 7,329.1
R3 7,419.8 7,391.7 7,308.0
R2 7,343.3 7,343.3 7,301.0
R1 7,315.2 7,315.2 7,294.0 7,329.3
PP 7,266.8 7,266.8 7,266.8 7,273.9
S1 7,238.7 7,238.7 7,280.0 7,252.8
S2 7,190.3 7,190.3 7,273.0
S3 7,113.8 7,162.2 7,266.0
S4 7,037.3 7,085.7 7,244.9
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 7,295.0 7,113.0 182.0 2.5% 68.8 0.9% 96% True False 118,901
10 7,295.0 7,041.0 254.0 3.5% 72.6 1.0% 97% True False 128,375
20 7,295.0 6,842.5 452.5 6.2% 84.2 1.2% 98% True False 115,811
40 7,295.0 6,842.5 452.5 6.2% 77.1 1.1% 98% True False 99,097
60 7,295.0 6,646.5 648.5 8.9% 84.3 1.2% 99% True False 66,687
80 7,295.0 6,470.0 825.0 11.3% 80.7 1.1% 99% True False 50,182
100 7,295.0 6,137.5 1,157.5 15.9% 83.8 1.1% 99% True False 40,358
120 7,295.0 5,863.5 1,431.5 19.6% 81.3 1.1% 99% True False 33,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 18.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,620.1
2.618 7,495.3
1.618 7,418.8
1.000 7,371.5
0.618 7,342.3
HIGH 7,295.0
0.618 7,265.8
0.500 7,256.8
0.382 7,247.7
LOW 7,218.5
0.618 7,171.2
1.000 7,142.0
1.618 7,094.7
2.618 7,018.2
4.250 6,893.4
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 7,276.9 7,265.9
PP 7,266.8 7,244.8
S1 7,256.8 7,223.8

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

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