DAX Index Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 6,996.0 6,963.0 -33.0 -0.5% 6,740.0
High 7,006.0 7,003.5 -2.5 0.0% 7,006.0
Low 6,940.0 6,935.0 -5.0 -0.1% 6,733.0
Close 6,981.5 6,960.5 -21.0 -0.3% 6,981.5
Range 66.0 68.5 2.5 3.8% 273.0
ATR 133.6 129.0 -4.7 -3.5% 0.0
Volume 114,463 115,278 815 0.7% 706,923
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,171.8 7,134.7 6,998.2
R3 7,103.3 7,066.2 6,979.3
R2 7,034.8 7,034.8 6,973.1
R1 6,997.7 6,997.7 6,966.8 6,982.0
PP 6,966.3 6,966.3 6,966.3 6,958.5
S1 6,929.2 6,929.2 6,954.2 6,913.5
S2 6,897.8 6,897.8 6,947.9
S3 6,829.3 6,860.7 6,941.7
S4 6,760.8 6,792.2 6,922.8
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,725.8 7,626.7 7,131.7
R3 7,452.8 7,353.7 7,056.6
R2 7,179.8 7,179.8 7,031.6
R1 7,080.7 7,080.7 7,006.5 7,130.3
PP 6,906.8 6,906.8 6,906.8 6,931.6
S1 6,807.7 6,807.7 6,956.5 6,857.3
S2 6,633.8 6,633.8 6,931.5
S3 6,360.8 6,534.7 6,906.4
S4 6,087.8 6,261.7 6,831.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,006.0 6,738.5 267.5 3.8% 94.5 1.4% 83% False False 136,822
10 7,006.0 6,436.0 570.0 8.2% 146.6 2.1% 92% False False 135,364
20 7,383.0 6,436.0 947.0 13.6% 132.0 1.9% 55% False False 75,595
40 7,470.0 6,436.0 1,034.0 14.9% 103.9 1.5% 51% False False 38,321
60 7,470.0 6,436.0 1,034.0 14.9% 95.2 1.4% 51% False False 25,660
80 7,470.0 6,436.0 1,034.0 14.9% 84.1 1.2% 51% False False 19,714
100 7,470.0 6,436.0 1,034.0 14.9% 85.0 1.2% 51% False False 15,824
120 7,470.0 6,261.0 1,209.0 17.4% 80.3 1.2% 58% False False 13,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,294.6
2.618 7,182.8
1.618 7,114.3
1.000 7,072.0
0.618 7,045.8
HIGH 7,003.5
0.618 6,977.3
0.500 6,969.3
0.382 6,961.2
LOW 6,935.0
0.618 6,892.7
1.000 6,866.5
1.618 6,824.2
2.618 6,755.7
4.250 6,643.9
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 6,969.3 6,942.3
PP 6,966.3 6,924.0
S1 6,963.4 6,905.8

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

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