DAX Index Future June 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 7,345.0 7,145.0 -200.0 -2.7% 7,200.0
High 7,347.5 7,161.0 -186.5 -2.5% 7,221.5
Low 7,131.0 7,069.5 -61.5 -0.9% 7,067.5
Close 7,226.5 7,107.0 -119.5 -1.7% 7,163.5
Range 216.5 91.5 -125.0 -57.7% 154.0
ATR 132.8 134.5 1.7 1.3% 0.0
Volume 146,469 143,901 -2,568 -1.8% 707,603
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,387.0 7,338.5 7,157.3
R3 7,295.5 7,247.0 7,132.2
R2 7,204.0 7,204.0 7,123.8
R1 7,155.5 7,155.5 7,115.4 7,134.0
PP 7,112.5 7,112.5 7,112.5 7,101.8
S1 7,064.0 7,064.0 7,098.6 7,042.5
S2 7,021.0 7,021.0 7,090.2
S3 6,929.5 6,972.5 7,081.8
S4 6,838.0 6,881.0 7,056.7
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 7,612.8 7,542.2 7,248.2
R3 7,458.8 7,388.2 7,205.9
R2 7,304.8 7,304.8 7,191.7
R1 7,234.2 7,234.2 7,177.6 7,192.5
PP 7,150.8 7,150.8 7,150.8 7,130.0
S1 7,080.2 7,080.2 7,149.4 7,038.5
S2 6,996.8 6,996.8 7,135.3
S3 6,842.8 6,926.2 7,121.2
S4 6,688.8 6,772.2 7,078.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,347.5 7,069.5 278.0 3.9% 129.5 1.8% 13% False True 141,300
10 7,429.0 7,067.5 361.5 5.1% 126.4 1.8% 11% False False 145,262
20 7,579.5 7,067.5 512.0 7.2% 126.5 1.8% 8% False False 138,877
40 7,624.0 7,009.0 615.0 8.7% 108.9 1.5% 16% False False 122,811
60 7,624.0 6,436.0 1,188.0 16.7% 111.5 1.6% 56% False False 116,053
80 7,624.0 6,436.0 1,188.0 16.7% 107.1 1.5% 56% False False 87,602
100 7,624.0 6,436.0 1,188.0 16.7% 99.9 1.4% 56% False False 70,161
120 7,624.0 6,436.0 1,188.0 16.7% 93.1 1.3% 56% False False 58,756
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 14.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,549.9
2.618 7,400.5
1.618 7,309.0
1.000 7,252.5
0.618 7,217.5
HIGH 7,161.0
0.618 7,126.0
0.500 7,115.3
0.382 7,104.5
LOW 7,069.5
0.618 7,013.0
1.000 6,978.0
1.618 6,921.5
2.618 6,830.0
4.250 6,680.6
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 7,115.3 7,208.5
PP 7,112.5 7,174.7
S1 7,109.8 7,140.8

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

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