DAX Index Future June 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 7,084.0 7,119.5 35.5 0.5% 7,065.0
High 7,125.0 7,120.5 -4.5 -0.1% 7,083.5
Low 7,084.0 7,110.0 26.0 0.4% 7,004.0
Close 7,112.5 7,117.0 4.5 0.1% 7,033.0
Range 41.0 10.5 -30.5 -74.4% 79.5
ATR 74.3 69.7 -4.6 -6.1% 0.0
Volume 198 305 107 54.0% 27,825
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,147.3 7,142.7 7,122.8
R3 7,136.8 7,132.2 7,119.9
R2 7,126.3 7,126.3 7,118.9
R1 7,121.7 7,121.7 7,118.0 7,118.8
PP 7,115.8 7,115.8 7,115.8 7,114.4
S1 7,111.2 7,111.2 7,116.0 7,108.3
S2 7,105.3 7,105.3 7,115.1
S3 7,094.8 7,100.7 7,114.1
S4 7,084.3 7,090.2 7,111.2
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,278.7 7,235.3 7,076.7
R3 7,199.2 7,155.8 7,054.9
R2 7,119.7 7,119.7 7,047.6
R1 7,076.3 7,076.3 7,040.3 7,058.3
PP 7,040.2 7,040.2 7,040.2 7,031.1
S1 6,996.8 6,996.8 7,025.7 6,978.8
S2 6,960.7 6,960.7 7,018.4
S3 6,881.2 6,917.3 7,011.1
S4 6,801.7 6,837.8 6,989.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,125.0 7,028.5 96.5 1.4% 45.2 0.6% 92% False False 2,145
10 7,125.0 6,984.0 141.0 2.0% 46.0 0.6% 94% False False 3,166
20 7,125.0 6,700.0 425.0 6.0% 69.3 1.0% 98% False False 1,821
40 7,125.0 6,616.5 508.5 7.1% 70.7 1.0% 98% False False 1,038
60 7,125.0 6,158.0 967.0 13.6% 68.3 1.0% 99% False False 783
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 7,165.1
2.618 7,148.0
1.618 7,137.5
1.000 7,131.0
0.618 7,127.0
HIGH 7,120.5
0.618 7,116.5
0.500 7,115.3
0.382 7,114.0
LOW 7,110.0
0.618 7,103.5
1.000 7,099.5
1.618 7,093.0
2.618 7,082.5
4.250 7,065.4
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 7,116.4 7,103.6
PP 7,115.8 7,090.2
S1 7,115.3 7,076.8

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

View Archives - Comment on this page... - Back to Index of Symbols