DAX Index Future June 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 7,050.0 7,147.0 97.0 1.4% 7,100.0
High 7,192.5 7,185.0 -7.5 -0.1% 7,192.5
Low 7,035.5 7,046.0 10.5 0.1% 6,992.5
Close 7,177.0 7,073.0 -104.0 -1.4% 7,073.0
Range 157.0 139.0 -18.0 -11.5% 200.0
ATR 130.3 130.9 0.6 0.5% 0.0
Volume 142,408 150,048 7,640 5.4% 582,799
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,518.3 7,434.7 7,149.5
R3 7,379.3 7,295.7 7,111.2
R2 7,240.3 7,240.3 7,098.5
R1 7,156.7 7,156.7 7,085.7 7,129.0
PP 7,101.3 7,101.3 7,101.3 7,087.5
S1 7,017.7 7,017.7 7,060.3 6,990.0
S2 6,962.3 6,962.3 7,047.5
S3 6,823.3 6,878.7 7,034.8
S4 6,684.3 6,739.7 6,996.6
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,686.0 7,579.5 7,183.0
R3 7,486.0 7,379.5 7,128.0
R2 7,286.0 7,286.0 7,109.7
R1 7,179.5 7,179.5 7,091.3 7,132.8
PP 7,086.0 7,086.0 7,086.0 7,062.6
S1 6,979.5 6,979.5 7,054.7 6,932.8
S2 6,886.0 6,886.0 7,036.3
S3 6,686.0 6,779.5 7,018.0
S4 6,486.0 6,579.5 6,963.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,192.5 6,992.5 200.0 2.8% 113.6 1.6% 40% False False 116,559
10 7,347.5 6,992.5 355.0 5.0% 121.1 1.7% 23% False False 128,639
20 7,519.5 6,992.5 527.0 7.5% 122.4 1.7% 15% False False 131,236
40 7,624.0 6,992.5 631.5 8.9% 114.9 1.6% 13% False False 123,104
60 7,624.0 6,436.0 1,188.0 16.8% 110.9 1.6% 54% False False 124,382
80 7,624.0 6,436.0 1,188.0 16.8% 111.2 1.6% 54% False False 96,746
100 7,624.0 6,436.0 1,188.0 16.8% 102.4 1.4% 54% False False 77,508
120 7,624.0 6,436.0 1,188.0 16.8% 96.8 1.4% 54% False False 64,640
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,775.8
2.618 7,548.9
1.618 7,409.9
1.000 7,324.0
0.618 7,270.9
HIGH 7,185.0
0.618 7,131.9
0.500 7,115.5
0.382 7,099.1
LOW 7,046.0
0.618 6,960.1
1.000 6,907.0
1.618 6,821.1
2.618 6,682.1
4.250 6,455.3
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 7,115.5 7,092.5
PP 7,101.3 7,086.0
S1 7,087.2 7,079.5

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

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