DAX Index Future June 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 7,131.5 7,191.5 60.0 0.8% 7,100.0
High 7,234.0 7,203.5 -30.5 -0.4% 7,192.5
Low 7,126.0 7,072.0 -54.0 -0.8% 6,992.5
Close 7,204.0 7,088.0 -116.0 -1.6% 7,073.0
Range 108.0 131.5 23.5 21.8% 200.0
ATR 129.6 129.8 0.2 0.1% 0.0
Volume 123,245 145,934 22,689 18.4% 582,799
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,515.7 7,433.3 7,160.3
R3 7,384.2 7,301.8 7,124.2
R2 7,252.7 7,252.7 7,112.1
R1 7,170.3 7,170.3 7,100.1 7,145.8
PP 7,121.2 7,121.2 7,121.2 7,108.9
S1 7,038.8 7,038.8 7,075.9 7,014.3
S2 6,989.7 6,989.7 7,063.9
S3 6,858.2 6,907.3 7,051.8
S4 6,726.7 6,775.8 7,015.7
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 7,234.0 7,035.5 198.5 2.8% 123.8 1.7% 26% False False 130,103
10 7,234.0 6,992.5 241.5 3.4% 110.8 1.6% 40% False False 123,827
20 7,429.0 6,992.5 436.5 6.2% 118.1 1.7% 22% False False 133,787
40 7,624.0 6,992.5 631.5 8.9% 117.5 1.7% 15% False False 125,019
60 7,624.0 6,733.0 891.0 12.6% 105.6 1.5% 40% False False 123,236
80 7,624.0 6,436.0 1,188.0 16.8% 113.6 1.6% 55% False False 101,209
100 7,624.0 6,436.0 1,188.0 16.8% 103.2 1.5% 55% False False 81,067
120 7,624.0 6,436.0 1,188.0 16.8% 98.4 1.4% 55% False False 67,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,762.4
2.618 7,547.8
1.618 7,416.3
1.000 7,335.0
0.618 7,284.8
HIGH 7,203.5
0.618 7,153.3
0.500 7,137.8
0.382 7,122.2
LOW 7,072.0
0.618 6,990.7
1.000 6,940.5
1.618 6,859.2
2.618 6,727.7
4.250 6,513.1
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 7,137.8 7,138.0
PP 7,121.2 7,121.3
S1 7,104.6 7,104.7

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

View Archives - Comment on this page... - Back to Index of Symbols