DAX Index Future June 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 6,978.5 7,110.5 132.0 1.9% 7,029.0
High 7,108.5 7,114.0 5.5 0.1% 7,078.5
Low 6,978.5 7,070.0 91.5 1.3% 6,879.0
Close 7,098.5 7,097.0 -1.5 0.0% 6,983.5
Range 130.0 44.0 -86.0 -66.2% 199.5
ATR 84.1 81.2 -2.9 -3.4% 0.0
Volume 340 252 -88 -25.9% 1,265
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,225.7 7,205.3 7,121.2
R3 7,181.7 7,161.3 7,109.1
R2 7,137.7 7,137.7 7,105.1
R1 7,117.3 7,117.3 7,101.0 7,105.5
PP 7,093.7 7,093.7 7,093.7 7,087.8
S1 7,073.3 7,073.3 7,093.0 7,061.5
S2 7,049.7 7,049.7 7,088.9
S3 7,005.7 7,029.3 7,084.9
S4 6,961.7 6,985.3 7,072.8
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,578.8 7,480.7 7,093.2
R3 7,379.3 7,281.2 7,038.4
R2 7,179.8 7,179.8 7,020.1
R1 7,081.7 7,081.7 7,001.8 7,031.0
PP 6,980.3 6,980.3 6,980.3 6,955.0
S1 6,882.2 6,882.2 6,965.2 6,831.5
S2 6,780.8 6,780.8 6,946.9
S3 6,581.3 6,682.7 6,928.6
S4 6,381.8 6,483.2 6,873.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,114.0 6,867.5 246.5 3.5% 89.2 1.3% 93% True False 226
10 7,114.0 6,867.5 246.5 3.5% 87.0 1.2% 93% True False 270
20 7,125.0 6,867.5 257.5 3.6% 67.9 1.0% 89% False False 1,356
40 7,125.0 6,700.0 425.0 6.0% 74.2 1.0% 93% False False 1,072
60 7,125.0 6,540.0 585.0 8.2% 69.5 1.0% 95% False False 796
80 7,125.0 6,158.0 967.0 13.6% 70.1 1.0% 97% False False 663
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 11.0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 7,301.0
2.618 7,229.2
1.618 7,185.2
1.000 7,158.0
0.618 7,141.2
HIGH 7,114.0
0.618 7,097.2
0.500 7,092.0
0.382 7,086.8
LOW 7,070.0
0.618 7,042.8
1.000 7,026.0
1.618 6,998.8
2.618 6,954.8
4.250 6,883.0
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 7,095.3 7,065.4
PP 7,093.7 7,033.8
S1 7,092.0 7,002.3

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

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