DAX Index Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 6,950.0 6,712.5 -237.5 -3.4% 7,168.0
High 6,971.5 6,741.5 -230.0 -3.3% 7,298.0
Low 6,872.5 6,506.5 -366.0 -5.3% 6,995.0
Close 6,899.5 6,687.5 -212.0 -3.1% 7,008.0
Range 99.0 235.0 136.0 137.4% 303.0
ATR 107.1 127.5 20.4 19.1% 0.0
Volume 90,662 104,604 13,942 15.4% 45,425
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,350.2 7,253.8 6,816.8
R3 7,115.2 7,018.8 6,752.1
R2 6,880.2 6,880.2 6,730.6
R1 6,783.8 6,783.8 6,709.0 6,714.5
PP 6,645.2 6,645.2 6,645.2 6,610.5
S1 6,548.8 6,548.8 6,666.0 6,479.5
S2 6,410.2 6,410.2 6,644.4
S3 6,175.2 6,313.8 6,622.9
S4 5,940.2 6,078.8 6,558.3
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 8,009.3 7,811.7 7,174.7
R3 7,706.3 7,508.7 7,091.3
R2 7,403.3 7,403.3 7,063.6
R1 7,205.7 7,205.7 7,035.8 7,153.0
PP 7,100.3 7,100.3 7,100.3 7,074.0
S1 6,902.7 6,902.7 6,980.2 6,850.0
S2 6,797.3 6,797.3 6,952.5
S3 6,494.3 6,599.7 6,924.7
S4 6,191.3 6,296.7 6,841.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,244.0 6,506.5 737.5 11.0% 114.9 1.7% 25% False True 44,491
10 7,338.0 6,506.5 831.5 12.4% 122.3 1.8% 22% False True 26,231
20 7,470.0 6,506.5 963.5 14.4% 112.2 1.7% 19% False True 13,837
40 7,470.0 6,506.5 963.5 14.4% 89.6 1.3% 19% False True 7,197
60 7,470.0 6,506.5 963.5 14.4% 82.7 1.2% 19% False True 4,899
80 7,470.0 6,506.5 963.5 14.4% 82.1 1.2% 19% False True 4,136
100 7,470.0 6,506.5 963.5 14.4% 78.1 1.2% 19% False True 3,357
120 7,470.0 6,158.0 1,312.0 19.6% 75.9 1.1% 40% False False 2,839
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 28.3
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 7,740.3
2.618 7,356.7
1.618 7,121.7
1.000 6,976.5
0.618 6,886.7
HIGH 6,741.5
0.618 6,651.7
0.500 6,624.0
0.382 6,596.3
LOW 6,506.5
0.618 6,361.3
1.000 6,271.5
1.618 6,126.3
2.618 5,891.3
4.250 5,507.8
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 6,666.3 6,774.5
PP 6,645.2 6,745.5
S1 6,624.0 6,716.5

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

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