DAX Index Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 7,599.5 7,525.0 -74.5 -1.0% 7,306.5
High 7,624.0 7,545.5 -78.5 -1.0% 7,548.5
Low 7,518.0 7,469.5 -48.5 -0.6% 7,291.5
Close 7,555.0 7,520.0 -35.0 -0.5% 7,529.5
Range 106.0 76.0 -30.0 -28.3% 257.0
ATR 104.2 102.9 -1.3 -1.3% 0.0
Volume 98,478 120,267 21,789 22.1% 380,968
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 7,739.7 7,705.8 7,561.8
R3 7,663.7 7,629.8 7,540.9
R2 7,587.7 7,587.7 7,533.9
R1 7,553.8 7,553.8 7,527.0 7,532.8
PP 7,511.7 7,511.7 7,511.7 7,501.1
S1 7,477.8 7,477.8 7,513.0 7,456.8
S2 7,435.7 7,435.7 7,506.1
S3 7,359.7 7,401.8 7,499.1
S4 7,283.7 7,325.8 7,478.2
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 7,624.0 7,373.5 250.5 3.3% 85.1 1.1% 58% False False 101,867
10 7,624.0 7,009.0 615.0 8.2% 96.9 1.3% 83% False False 94,942
20 7,624.0 7,009.0 615.0 8.2% 84.0 1.1% 83% False False 102,036
40 7,624.0 6,436.0 1,188.0 15.8% 102.9 1.4% 91% False False 100,258
60 7,624.0 6,436.0 1,188.0 15.8% 98.8 1.3% 91% False False 67,527
80 7,624.0 6,436.0 1,188.0 15.8% 92.2 1.2% 91% False False 50,741
100 7,624.0 6,436.0 1,188.0 15.8% 85.4 1.1% 91% False False 40,946
120 7,624.0 6,436.0 1,188.0 15.8% 86.1 1.1% 91% False False 34,184
Crabel Price Patterns
NR True
NR4 False
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 14.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,868.5
2.618 7,744.5
1.618 7,668.5
1.000 7,621.5
0.618 7,592.5
HIGH 7,545.5
0.618 7,516.5
0.500 7,507.5
0.382 7,498.5
LOW 7,469.5
0.618 7,422.5
1.000 7,393.5
1.618 7,346.5
2.618 7,270.5
4.250 7,146.5
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 7,515.8 7,546.8
PP 7,511.7 7,537.8
S1 7,507.5 7,528.9

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

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