DAX Index Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 7,330.0 7,155.5 -174.5 -2.4% 7,310.5
High 7,360.5 7,207.0 -153.5 -2.1% 7,356.5
Low 7,168.5 7,125.5 -43.0 -0.6% 7,083.5
Close 7,224.5 7,191.5 -33.0 -0.5% 7,185.5
Range 192.0 81.5 -110.5 -57.6% 273.0
ATR 99.6 99.6 0.0 0.0% 0.0
Volume 172,467 161,737 -10,730 -6.2% 682,991
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,419.2 7,386.8 7,236.3
R3 7,337.7 7,305.3 7,213.9
R2 7,256.2 7,256.2 7,206.4
R1 7,223.8 7,223.8 7,199.0 7,240.0
PP 7,174.7 7,174.7 7,174.7 7,182.8
S1 7,142.3 7,142.3 7,184.0 7,158.5
S2 7,093.2 7,093.2 7,176.6
S3 7,011.7 7,060.8 7,169.1
S4 6,930.2 6,979.3 7,146.7
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 3.9% 120.5 1.7% 39% False False 157,814
10 7,443.5 7,083.5 360.0 5.0% 103.0 1.4% 30% False False 140,344
20 7,443.5 7,083.5 360.0 5.0% 83.8 1.2% 30% False False 129,613
40 7,443.5 6,842.5 601.0 8.4% 87.6 1.2% 58% False False 125,487
60 7,443.5 6,842.5 601.0 8.4% 79.4 1.1% 58% False False 101,986
80 7,443.5 6,646.5 797.0 11.1% 84.2 1.2% 68% False False 76,716
100 7,443.5 6,250.0 1,193.5 16.6% 81.8 1.1% 79% False False 61,501
120 7,443.5 6,137.5 1,306.0 18.2% 83.6 1.2% 81% False False 51,615
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 22.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,553.4
2.618 7,420.4
1.618 7,338.9
1.000 7,288.5
0.618 7,257.4
HIGH 7,207.0
0.618 7,175.9
0.500 7,166.3
0.382 7,156.6
LOW 7,125.5
0.618 7,075.1
1.000 7,044.0
1.618 6,993.6
2.618 6,912.1
4.250 6,779.1
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 7,183.1 7,243.0
PP 7,174.7 7,225.8
S1 7,166.3 7,208.7

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

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