DAX Index Future March 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 7,413.0 7,430.0 17.0 0.2% 7,236.0
High 7,427.0 7,443.5 16.5 0.2% 7,403.5
Low 7,382.0 7,406.0 24.0 0.3% 7,218.5
Close 7,406.0 7,428.5 22.5 0.3% 7,385.0
Range 45.0 37.5 -7.5 -16.7% 185.0
ATR 77.0 74.2 -2.8 -3.7% 0.0
Volume 110,580 119,895 9,315 8.4% 638,359
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 7,538.5 7,521.0 7,449.1
R3 7,501.0 7,483.5 7,438.8
R2 7,463.5 7,463.5 7,435.4
R1 7,446.0 7,446.0 7,431.9 7,436.0
PP 7,426.0 7,426.0 7,426.0 7,421.0
S1 7,408.5 7,408.5 7,425.1 7,398.5
S2 7,388.5 7,388.5 7,421.6
S3 7,351.0 7,371.0 7,418.2
S4 7,313.5 7,333.5 7,407.9
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 7,890.7 7,822.8 7,486.8
R3 7,705.7 7,637.8 7,435.9
R2 7,520.7 7,520.7 7,418.9
R1 7,452.8 7,452.8 7,402.0 7,486.8
PP 7,335.7 7,335.7 7,335.7 7,352.6
S1 7,267.8 7,267.8 7,368.0 7,301.8
S2 7,150.7 7,150.7 7,351.1
S3 6,965.7 7,082.8 7,334.1
S4 6,780.7 6,897.8 7,283.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,443.5 7,275.0 168.5 2.3% 65.7 0.9% 91% True False 122,174
10 7,443.5 7,152.5 291.0 3.9% 62.2 0.8% 95% True False 119,034
20 7,443.5 7,010.5 433.0 5.8% 71.5 1.0% 97% True False 113,030
40 7,443.5 6,842.5 601.0 8.1% 78.6 1.1% 98% True False 105,496
60 7,443.5 6,679.0 764.5 10.3% 80.4 1.1% 98% True False 80,717
80 7,443.5 6,581.5 862.0 11.6% 79.8 1.1% 98% True False 60,741
100 7,443.5 6,137.5 1,306.0 17.6% 80.6 1.1% 99% True False 48,731
120 7,443.5 5,863.5 1,580.0 21.3% 80.5 1.1% 99% True False 40,966
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 18.3
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 7,602.9
2.618 7,541.7
1.618 7,504.2
1.000 7,481.0
0.618 7,466.7
HIGH 7,443.5
0.618 7,429.2
0.500 7,424.8
0.382 7,420.3
LOW 7,406.0
0.618 7,382.8
1.000 7,368.5
1.618 7,345.3
2.618 7,307.8
4.250 7,246.6
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 7,427.3 7,423.3
PP 7,426.0 7,418.0
S1 7,424.8 7,412.8

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

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