DAX Index Future June 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 6,963.0 6,955.0 -8.0 -0.1% 6,740.0
High 7,003.5 6,980.0 -23.5 -0.3% 7,006.0
Low 6,935.0 6,885.0 -50.0 -0.7% 6,733.0
Close 6,960.5 6,959.0 -1.5 0.0% 6,981.5
Range 68.5 95.0 26.5 38.7% 273.0
ATR 129.0 126.6 -2.4 -1.9% 0.0
Volume 115,278 134,993 19,715 17.1% 706,923
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,226.3 7,187.7 7,011.3
R3 7,131.3 7,092.7 6,985.1
R2 7,036.3 7,036.3 6,976.4
R1 6,997.7 6,997.7 6,967.7 7,017.0
PP 6,941.3 6,941.3 6,941.3 6,951.0
S1 6,902.7 6,902.7 6,950.3 6,922.0
S2 6,846.3 6,846.3 6,941.6
S3 6,751.3 6,807.7 6,932.9
S4 6,656.3 6,712.7 6,906.8
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% 101.1 1.5% 82% False False 137,617
10 7,006.0 6,436.0 570.0 8.2% 132.6 1.9% 92% False False 138,403
20 7,338.0 6,436.0 902.0 13.0% 127.5 1.8% 58% False False 82,317
40 7,470.0 6,436.0 1,034.0 14.9% 104.0 1.5% 51% False False 41,680
60 7,470.0 6,436.0 1,034.0 14.9% 95.8 1.4% 51% False False 27,906
80 7,470.0 6,436.0 1,034.0 14.9% 84.8 1.2% 51% False False 21,398
100 7,470.0 6,436.0 1,034.0 14.9% 85.3 1.2% 51% False False 17,172
120 7,470.0 6,261.0 1,209.0 17.4% 80.6 1.2% 58% False False 14,357
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,383.8
2.618 7,228.7
1.618 7,133.7
1.000 7,075.0
0.618 7,038.7
HIGH 6,980.0
0.618 6,943.7
0.500 6,932.5
0.382 6,921.3
LOW 6,885.0
0.618 6,826.3
1.000 6,790.0
1.618 6,731.3
2.618 6,636.3
4.250 6,481.3
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 6,950.2 6,954.5
PP 6,941.3 6,950.0
S1 6,932.5 6,945.5

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

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