DAX Index Future June 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 7,384.0 7,200.0 -184.0 -2.5% 7,348.0
High 7,417.5 7,202.0 -215.5 -2.9% 7,429.0
Low 7,232.5 7,107.0 -125.5 -1.7% 7,232.5
Close 7,271.5 7,139.0 -132.5 -1.8% 7,271.5
Range 185.0 95.0 -90.0 -48.6% 196.5
ATR 123.1 126.1 3.0 2.4% 0.0
Volume 159,677 143,635 -16,042 -10.0% 593,903
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 7,434.3 7,381.7 7,191.3
R3 7,339.3 7,286.7 7,165.1
R2 7,244.3 7,244.3 7,156.4
R1 7,191.7 7,191.7 7,147.7 7,170.5
PP 7,149.3 7,149.3 7,149.3 7,138.8
S1 7,096.7 7,096.7 7,130.3 7,075.5
S2 7,054.3 7,054.3 7,121.6
S3 6,959.3 7,001.7 7,112.9
S4 6,864.3 6,906.7 7,086.8
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 7,900.5 7,782.5 7,379.6
R3 7,704.0 7,586.0 7,325.5
R2 7,507.5 7,507.5 7,307.5
R1 7,389.5 7,389.5 7,289.5 7,350.3
PP 7,311.0 7,311.0 7,311.0 7,291.4
S1 7,193.0 7,193.0 7,253.5 7,153.8
S2 7,114.5 7,114.5 7,235.5
S3 6,918.0 6,996.5 7,217.5
S4 6,721.5 6,800.0 7,163.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,429.0 7,107.0 322.0 4.5% 119.2 1.7% 10% False True 117,613
10 7,579.5 7,107.0 472.5 6.6% 126.7 1.8% 7% False True 132,889
20 7,624.0 7,107.0 517.0 7.2% 118.2 1.7% 6% False True 128,169
40 7,624.0 6,885.0 739.0 10.4% 99.8 1.4% 34% False False 117,850
60 7,624.0 6,436.0 1,188.0 16.6% 111.8 1.6% 59% False False 99,949
80 7,624.0 6,436.0 1,188.0 16.6% 102.2 1.4% 59% False False 75,224
100 7,624.0 6,436.0 1,188.0 16.6% 97.2 1.4% 59% False False 60,247
120 7,624.0 6,436.0 1,188.0 16.6% 90.4 1.3% 59% False False 50,518
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 28.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,605.8
2.618 7,450.7
1.618 7,355.7
1.000 7,297.0
0.618 7,260.7
HIGH 7,202.0
0.618 7,165.7
0.500 7,154.5
0.382 7,143.3
LOW 7,107.0
0.618 7,048.3
1.000 7,012.0
1.618 6,953.3
2.618 6,858.3
4.250 6,703.3
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 7,154.5 7,268.0
PP 7,149.3 7,225.0
S1 7,144.2 7,182.0

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

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