DAX Index Future June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 7,017.0 7,099.0 82.0 1.2% 6,740.0
High 7,091.0 7,100.5 9.5 0.1% 7,006.0
Low 7,015.0 7,056.0 41.0 0.6% 6,733.0
Close 7,071.5 7,078.5 7.0 0.1% 6,981.5
Range 76.0 44.5 -31.5 -41.4% 273.0
ATR 127.0 121.1 -5.9 -4.6% 0.0
Volume 114,964 108,021 -6,943 -6.0% 706,923
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,211.8 7,189.7 7,103.0
R3 7,167.3 7,145.2 7,090.7
R2 7,122.8 7,122.8 7,086.7
R1 7,100.7 7,100.7 7,082.6 7,089.5
PP 7,078.3 7,078.3 7,078.3 7,072.8
S1 7,056.2 7,056.2 7,074.4 7,045.0
S2 7,033.8 7,033.8 7,070.3
S3 6,989.3 7,011.7 7,066.3
S4 6,944.8 6,967.2 7,054.0
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 7,100.5 6,885.0 215.5 3.0% 70.0 1.0% 90% True False 117,543
10 7,100.5 6,644.0 456.5 6.4% 94.5 1.3% 95% True False 136,532
20 7,338.0 6,436.0 902.0 12.7% 124.7 1.8% 71% False False 93,107
40 7,470.0 6,436.0 1,034.0 14.6% 104.1 1.5% 62% False False 47,228
60 7,470.0 6,436.0 1,034.0 14.6% 94.3 1.3% 62% False False 31,614
80 7,470.0 6,436.0 1,034.0 14.6% 84.8 1.2% 62% False False 24,170
100 7,470.0 6,436.0 1,034.0 14.6% 85.8 1.2% 62% False False 19,398
120 7,470.0 6,432.0 1,038.0 14.7% 80.6 1.1% 62% False False 16,213
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 False
Stretch 18.7
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 7,289.6
2.618 7,217.0
1.618 7,172.5
1.000 7,145.0
0.618 7,128.0
HIGH 7,100.5
0.618 7,083.5
0.500 7,078.3
0.382 7,073.0
LOW 7,056.0
0.618 7,028.5
1.000 7,011.5
1.618 6,984.0
2.618 6,939.5
4.250 6,866.9
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 7,078.4 7,049.9
PP 7,078.3 7,021.3
S1 7,078.3 6,992.8

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

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