DAX Index Future June 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 7,484.5 7,495.5 11.0 0.1% 7,306.5
High 7,516.0 7,548.5 32.5 0.4% 7,548.5
Low 7,442.5 7,484.0 41.5 0.6% 7,291.5
Close 7,494.5 7,529.5 35.0 0.5% 7,529.5
Range 73.5 64.5 -9.0 -12.2% 257.0
ATR 107.1 104.1 -3.0 -2.8% 0.0
Volume 112,835 68,261 -44,574 -39.5% 380,968
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 7,714.2 7,686.3 7,565.0
R3 7,649.7 7,621.8 7,547.2
R2 7,585.2 7,585.2 7,541.3
R1 7,557.3 7,557.3 7,535.4 7,571.3
PP 7,520.7 7,520.7 7,520.7 7,527.6
S1 7,492.8 7,492.8 7,523.6 7,506.8
S2 7,456.2 7,456.2 7,517.7
S3 7,391.7 7,428.3 7,511.8
S4 7,327.2 7,363.8 7,494.0
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 8,227.5 8,135.5 7,670.9
R3 7,970.5 7,878.5 7,600.2
R2 7,713.5 7,713.5 7,576.6
R1 7,621.5 7,621.5 7,553.1 7,667.5
PP 7,456.5 7,456.5 7,456.5 7,479.5
S1 7,364.5 7,364.5 7,505.9 7,410.5
S2 7,199.5 7,199.5 7,482.4
S3 6,942.5 7,107.5 7,458.8
S4 6,685.5 6,850.5 7,388.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,548.5 7,291.5 257.0 3.4% 77.3 1.0% 93% True False 94,711
10 7,548.5 7,009.0 539.5 7.2% 93.0 1.2% 96% True False 87,776
20 7,548.5 7,009.0 539.5 7.2% 83.3 1.1% 96% True False 102,595
40 7,548.5 6,436.0 1,112.5 14.8% 105.3 1.4% 98% True False 95,284
60 7,548.5 6,436.0 1,112.5 14.8% 97.4 1.3% 98% True False 63,893
80 7,548.5 6,436.0 1,112.5 14.8% 92.2 1.2% 98% True False 48,012
100 7,548.5 6,436.0 1,112.5 14.8% 84.8 1.1% 98% True False 38,784
120 7,548.5 6,436.0 1,112.5 14.8% 85.3 1.1% 98% True False 32,364
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 12.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,822.6
2.618 7,717.4
1.618 7,652.9
1.000 7,613.0
0.618 7,588.4
HIGH 7,548.5
0.618 7,523.9
0.500 7,516.3
0.382 7,508.6
LOW 7,484.0
0.618 7,444.1
1.000 7,419.5
1.618 7,379.6
2.618 7,315.1
4.250 7,209.9
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 7,525.1 7,506.7
PP 7,520.7 7,483.8
S1 7,516.3 7,461.0

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

View Archives - Comment on this page... - Back to Index of Symbols