DAX Index Future June 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 7,429.5 7,535.0 105.5 1.4% 7,599.5
High 7,547.0 7,579.5 32.5 0.4% 7,624.0
Low 7,426.0 7,450.0 24.0 0.3% 7,309.0
Close 7,507.0 7,513.5 6.5 0.1% 7,504.5
Range 121.0 129.5 8.5 7.0% 315.0
ATR 113.3 114.5 1.2 1.0% 0.0
Volume 134,840 135,220 380 0.3% 719,926
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 7,902.8 7,837.7 7,584.7
R3 7,773.3 7,708.2 7,549.1
R2 7,643.8 7,643.8 7,537.2
R1 7,578.7 7,578.7 7,525.4 7,546.5
PP 7,514.3 7,514.3 7,514.3 7,498.3
S1 7,449.2 7,449.2 7,501.6 7,417.0
S2 7,384.8 7,384.8 7,489.8
S3 7,255.3 7,319.7 7,477.9
S4 7,125.8 7,190.2 7,442.3
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 8,424.2 8,279.3 7,677.8
R3 8,109.2 7,964.3 7,591.1
R2 7,794.2 7,794.2 7,562.3
R1 7,649.3 7,649.3 7,533.4 7,564.3
PP 7,479.2 7,479.2 7,479.2 7,436.6
S1 7,334.3 7,334.3 7,475.6 7,249.3
S2 7,164.2 7,164.2 7,446.8
S3 6,849.2 7,019.3 7,417.9
S4 6,534.2 6,704.3 7,331.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,579.5 7,309.0 270.5 3.6% 127.5 1.7% 76% True False 145,082
10 7,624.0 7,309.0 315.0 4.2% 114.1 1.5% 65% False False 130,467
20 7,624.0 7,009.0 615.0 8.2% 105.1 1.4% 82% False False 114,108
40 7,624.0 6,436.0 1,188.0 15.8% 107.6 1.4% 91% False False 119,477
60 7,624.0 6,436.0 1,188.0 15.8% 105.8 1.4% 91% False False 82,527
80 7,624.0 6,436.0 1,188.0 15.8% 96.6 1.3% 91% False False 62,031
100 7,624.0 6,436.0 1,188.0 15.8% 90.8 1.2% 91% False False 49,719
120 7,624.0 6,436.0 1,188.0 15.8% 89.2 1.2% 91% False False 41,713
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 29.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,129.9
2.618 7,918.5
1.618 7,789.0
1.000 7,709.0
0.618 7,659.5
HIGH 7,579.5
0.618 7,530.0
0.500 7,514.8
0.382 7,499.5
LOW 7,450.0
0.618 7,370.0
1.000 7,320.5
1.618 7,240.5
2.618 7,111.0
4.250 6,899.6
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 7,514.8 7,504.0
PP 7,514.3 7,494.5
S1 7,513.9 7,485.0

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

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