DAX Index Future March 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 7,142.0 7,179.5 37.5 0.5% 7,310.5
High 7,203.5 7,309.5 106.0 1.5% 7,356.5
Low 7,131.5 7,151.5 20.0 0.3% 7,083.5
Close 7,185.5 7,275.5 90.0 1.3% 7,185.5
Range 72.0 158.0 86.0 119.4% 273.0
ATR 87.5 92.5 5.0 5.8% 0.0
Volume 118,181 145,366 27,185 23.0% 682,991
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 7,719.5 7,655.5 7,362.4
R3 7,561.5 7,497.5 7,319.0
R2 7,403.5 7,403.5 7,304.5
R1 7,339.5 7,339.5 7,290.0 7,371.5
PP 7,245.5 7,245.5 7,245.5 7,261.5
S1 7,181.5 7,181.5 7,261.0 7,213.5
S2 7,087.5 7,087.5 7,246.5
S3 6,929.5 7,023.5 7,232.1
S4 6,771.5 6,865.5 7,188.6
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 8,027.5 7,879.5 7,335.7
R3 7,754.5 7,606.5 7,260.6
R2 7,481.5 7,481.5 7,235.6
R1 7,333.5 7,333.5 7,210.5 7,271.0
PP 7,208.5 7,208.5 7,208.5 7,177.3
S1 7,060.5 7,060.5 7,160.5 6,998.0
S2 6,935.5 6,935.5 7,135.5
S3 6,662.5 6,787.5 7,110.4
S4 6,389.5 6,514.5 7,035.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,356.5 7,083.5 273.0 3.8% 120.1 1.7% 70% False False 165,671
10 7,443.5 7,083.5 360.0 4.9% 84.6 1.2% 53% False False 127,648
20 7,443.5 7,041.0 402.5 5.5% 78.5 1.1% 58% False False 126,668
40 7,443.5 6,842.5 601.0 8.3% 85.2 1.2% 72% False False 120,637
60 7,443.5 6,842.5 601.0 8.3% 77.7 1.1% 72% False False 96,453
80 7,443.5 6,646.5 797.0 11.0% 82.8 1.1% 79% False False 72,548
100 7,443.5 6,250.0 1,193.5 16.4% 80.6 1.1% 86% False False 58,164
120 7,443.5 6,137.5 1,306.0 18.0% 82.3 1.1% 87% False False 48,846
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 19.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,981.0
2.618 7,723.1
1.618 7,565.1
1.000 7,467.5
0.618 7,407.1
HIGH 7,309.5
0.618 7,249.1
0.500 7,230.5
0.382 7,211.9
LOW 7,151.5
0.618 7,053.9
1.000 6,993.5
1.618 6,895.9
2.618 6,737.9
4.250 6,480.0
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 7,260.5 7,249.2
PP 7,245.5 7,222.8
S1 7,230.5 7,196.5

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

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