DAX Index Future June 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 7,100.0 7,100.0 0.0 0.0% 7,231.5
High 7,148.5 7,128.5 -20.0 -0.3% 7,347.5
Low 7,023.0 7,042.0 19.0 0.3% 7,023.0
Close 7,116.0 7,042.0 -74.0 -1.0% 7,116.0
Range 125.5 86.5 -39.0 -31.1% 324.5
ATR 133.9 130.5 -3.4 -2.5% 0.0
Volume 153,518 8,055 -145,463 -94.8% 582,846
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,330.3 7,272.7 7,089.6
R3 7,243.8 7,186.2 7,065.8
R2 7,157.3 7,157.3 7,057.9
R1 7,099.7 7,099.7 7,049.9 7,085.3
PP 7,070.8 7,070.8 7,070.8 7,063.6
S1 7,013.2 7,013.2 7,034.1 6,998.8
S2 6,984.3 6,984.3 7,026.1
S3 6,897.8 6,926.7 7,018.2
S4 6,811.3 6,840.2 6,994.4
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 8,135.7 7,950.3 7,294.5
R3 7,811.2 7,625.8 7,205.2
R2 7,486.7 7,486.7 7,175.5
R1 7,301.3 7,301.3 7,145.7 7,231.8
PP 7,162.2 7,162.2 7,162.2 7,127.4
S1 6,976.8 6,976.8 7,086.3 6,907.3
S2 6,837.7 6,837.7 7,056.5
S3 6,513.2 6,652.3 7,026.8
S4 6,188.7 6,327.8 6,937.5
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 7,023.0 324.5 4.6% 127.1 1.8% 6% False False 118,180
10 7,347.5 7,023.0 324.5 4.6% 118.3 1.7% 6% False False 129,850
20 7,579.5 7,023.0 556.5 7.9% 123.3 1.8% 3% False False 130,867
40 7,624.0 7,009.0 615.0 8.7% 110.3 1.6% 5% False False 120,813
60 7,624.0 6,436.0 1,188.0 16.9% 110.7 1.6% 51% False False 118,454
80 7,624.0 6,436.0 1,188.0 16.9% 108.6 1.5% 51% False False 89,607
100 7,624.0 6,436.0 1,188.0 16.9% 99.8 1.4% 51% False False 71,771
120 7,624.0 6,436.0 1,188.0 16.9% 94.3 1.3% 51% False False 60,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.9
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7,496.1
2.618 7,355.0
1.618 7,268.5
1.000 7,215.0
0.618 7,182.0
HIGH 7,128.5
0.618 7,095.5
0.500 7,085.3
0.382 7,075.0
LOW 7,042.0
0.618 6,988.5
1.000 6,955.5
1.618 6,902.0
2.618 6,815.5
4.250 6,674.4
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 7,085.3 7,092.0
PP 7,070.8 7,075.3
S1 7,056.4 7,058.7

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

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