DAX Index Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 7,499.5 7,348.0 -151.5 -2.0% 7,452.5
High 7,519.5 7,411.5 -108.0 -1.4% 7,579.5
Low 7,356.5 7,292.5 -64.0 -0.9% 7,356.5
Close 7,410.5 7,389.5 -21.0 -0.3% 7,410.5
Range 163.0 119.0 -44.0 -27.0% 223.0
ATR 120.1 120.1 -0.1 -0.1% 0.0
Volume 157,570 149,470 -8,100 -5.1% 724,952
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 7,721.5 7,674.5 7,455.0
R3 7,602.5 7,555.5 7,422.2
R2 7,483.5 7,483.5 7,411.3
R1 7,436.5 7,436.5 7,400.4 7,460.0
PP 7,364.5 7,364.5 7,364.5 7,376.3
S1 7,317.5 7,317.5 7,378.6 7,341.0
S2 7,245.5 7,245.5 7,367.7
S3 7,126.5 7,198.5 7,356.8
S4 7,007.5 7,079.5 7,324.1
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 8,117.8 7,987.2 7,533.2
R3 7,894.8 7,764.2 7,471.8
R2 7,671.8 7,671.8 7,451.4
R1 7,541.2 7,541.2 7,430.9 7,495.0
PP 7,448.8 7,448.8 7,448.8 7,425.8
S1 7,318.2 7,318.2 7,390.1 7,272.0
S2 7,225.8 7,225.8 7,369.6
S3 7,002.8 7,095.2 7,349.2
S4 6,779.8 6,872.2 7,287.9
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 7,292.5 287.0 3.9% 134.2 1.8% 34% False True 148,166
10 7,579.5 7,292.5 287.0 3.9% 131.7 1.8% 34% False True 149,587
20 7,624.0 7,009.0 615.0 8.3% 113.1 1.5% 62% False False 116,251
40 7,624.0 6,644.0 980.0 13.3% 99.7 1.3% 76% False False 122,589
60 7,624.0 6,436.0 1,188.0 16.1% 110.6 1.5% 80% False False 90,356
80 7,624.0 6,436.0 1,188.0 16.1% 99.0 1.3% 80% False False 67,892
100 7,624.0 6,436.0 1,188.0 16.1% 93.3 1.3% 80% False False 54,388
120 7,624.0 6,436.0 1,188.0 16.1% 90.3 1.2% 80% False False 45,627
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 35.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,917.3
2.618 7,723.0
1.618 7,604.0
1.000 7,530.5
0.618 7,485.0
HIGH 7,411.5
0.618 7,366.0
0.500 7,352.0
0.382 7,338.0
LOW 7,292.5
0.618 7,219.0
1.000 7,173.5
1.618 7,100.0
2.618 6,981.0
4.250 6,786.8
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 7,377.0 7,406.0
PP 7,364.5 7,400.5
S1 7,352.0 7,395.0

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

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