DAX Index Future June 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 7,078.0 7,200.5 122.5 1.7% 7,348.0
High 7,207.5 7,221.5 14.0 0.2% 7,429.0
Low 7,067.5 7,091.0 23.5 0.3% 7,232.5
Close 7,185.5 7,171.5 -14.0 -0.2% 7,271.5
Range 140.0 130.5 -9.5 -6.8% 196.5
ATR 124.5 125.0 0.4 0.3% 0.0
Volume 145,511 156,420 10,909 7.5% 593,903
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 7,552.8 7,492.7 7,243.3
R3 7,422.3 7,362.2 7,207.4
R2 7,291.8 7,291.8 7,195.4
R1 7,231.7 7,231.7 7,183.5 7,196.5
PP 7,161.3 7,161.3 7,161.3 7,143.8
S1 7,101.2 7,101.2 7,159.5 7,066.0
S2 7,030.8 7,030.8 7,147.6
S3 6,900.3 6,970.7 7,135.6
S4 6,769.8 6,840.2 7,099.7
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 7,417.5 7,067.5 350.0 4.9% 127.7 1.8% 30% False False 149,305
10 7,519.5 7,067.5 452.0 6.3% 123.7 1.7% 23% False False 133,832
20 7,624.0 7,067.5 556.5 7.8% 122.1 1.7% 19% False False 134,694
40 7,624.0 7,009.0 615.0 8.6% 103.0 1.4% 26% False False 119,812
60 7,624.0 6,436.0 1,188.0 16.6% 111.1 1.5% 62% False False 107,314
80 7,624.0 6,436.0 1,188.0 16.6% 103.5 1.4% 62% False False 80,746
100 7,624.0 6,436.0 1,188.0 16.6% 98.7 1.4% 62% False False 64,668
120 7,624.0 6,436.0 1,188.0 16.6% 90.9 1.3% 62% False False 54,203
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 23.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,776.1
2.618 7,563.1
1.618 7,432.6
1.000 7,352.0
0.618 7,302.1
HIGH 7,221.5
0.618 7,171.6
0.500 7,156.3
0.382 7,140.9
LOW 7,091.0
0.618 7,010.4
1.000 6,960.5
1.618 6,879.9
2.618 6,749.4
4.250 6,536.4
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 7,166.4 7,162.5
PP 7,161.3 7,153.5
S1 7,156.3 7,144.5

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

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