DAX Index Future March 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 7,179.5 7,330.0 150.5 2.1% 7,310.5
High 7,309.5 7,360.5 51.0 0.7% 7,356.5
Low 7,151.5 7,168.5 17.0 0.2% 7,083.5
Close 7,275.5 7,224.5 -51.0 -0.7% 7,185.5
Range 158.0 192.0 34.0 21.5% 273.0
ATR 92.5 99.6 7.1 7.7% 0.0
Volume 145,366 172,467 27,101 18.6% 682,991
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,827.2 7,717.8 7,330.1
R3 7,635.2 7,525.8 7,277.3
R2 7,443.2 7,443.2 7,259.7
R1 7,333.8 7,333.8 7,242.1 7,292.5
PP 7,251.2 7,251.2 7,251.2 7,230.5
S1 7,141.8 7,141.8 7,206.9 7,100.5
S2 7,059.2 7,059.2 7,189.3
S3 6,867.2 6,949.8 7,171.7
S4 6,675.2 6,757.8 7,118.9
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 7,360.5 7,083.5 277.0 3.8% 137.6 1.9% 51% True False 163,245
10 7,443.5 7,083.5 360.0 5.0% 99.3 1.4% 39% False False 135,228
20 7,443.5 7,083.5 360.0 5.0% 84.3 1.2% 39% False False 128,289
40 7,443.5 6,842.5 601.0 8.3% 87.2 1.2% 64% False False 123,812
60 7,443.5 6,842.5 601.0 8.3% 79.0 1.1% 64% False False 99,307
80 7,443.5 6,646.5 797.0 11.0% 84.0 1.2% 73% False False 74,698
100 7,443.5 6,250.0 1,193.5 16.5% 81.6 1.1% 82% False False 59,885
120 7,443.5 6,137.5 1,306.0 18.1% 83.1 1.2% 83% False False 50,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.8
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 8,176.5
2.618 7,863.2
1.618 7,671.2
1.000 7,552.5
0.618 7,479.2
HIGH 7,360.5
0.618 7,287.2
0.500 7,264.5
0.382 7,241.8
LOW 7,168.5
0.618 7,049.8
1.000 6,976.5
1.618 6,857.8
2.618 6,665.8
4.250 6,352.5
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 7,264.5 7,246.0
PP 7,251.2 7,238.8
S1 7,237.8 7,231.7

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

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