DAX Index Future June 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 7,065.0 7,076.5 11.5 0.2% 7,066.0
High 7,118.5 7,203.7 85.2 1.2% 7,234.0
Low 7,016.5 7,036.0 19.5 0.3% 7,016.5
Close 7,096.0 7,153.5 57.5 0.8% 7,153.5
Range 102.0 167.7 65.7 64.4% 217.5
ATR 127.8 130.7 2.8 2.2% 0.0
Volume 148,744 15,515 -133,229 -89.6% 522,320
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,634.2 7,561.5 7,245.7
R3 7,466.5 7,393.8 7,199.6
R2 7,298.8 7,298.8 7,184.2
R1 7,226.1 7,226.1 7,168.9 7,262.5
PP 7,131.1 7,131.1 7,131.1 7,149.2
S1 7,058.4 7,058.4 7,138.1 7,094.8
S2 6,963.4 6,963.4 7,122.8
S3 6,795.7 6,890.7 7,107.4
S4 6,628.0 6,723.0 7,061.3
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,787.2 7,687.8 7,273.1
R3 7,569.7 7,470.3 7,213.3
R2 7,352.2 7,352.2 7,193.4
R1 7,252.8 7,252.8 7,173.4 7,302.5
PP 7,134.7 7,134.7 7,134.7 7,159.5
S1 7,035.3 7,035.3 7,133.6 7,085.0
S2 6,917.2 6,917.2 7,113.6
S3 6,699.7 6,817.8 7,093.7
S4 6,482.2 6,600.3 7,033.9
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 7,016.5 217.5 3.0% 118.5 1.7% 63% False False 104,464
10 7,234.0 6,992.5 241.5 3.4% 116.1 1.6% 67% False False 110,511
20 7,417.5 6,992.5 425.0 5.9% 122.1 1.7% 38% False False 127,762
40 7,624.0 6,992.5 631.5 8.8% 118.0 1.6% 25% False False 126,457
60 7,624.0 6,738.5 885.5 12.4% 107.1 1.5% 47% False False 121,488
80 7,624.0 6,436.0 1,188.0 16.6% 114.0 1.6% 60% False False 103,173
100 7,624.0 6,436.0 1,188.0 16.6% 104.7 1.5% 60% False False 82,704
120 7,624.0 6,436.0 1,188.0 16.6% 99.4 1.4% 60% False False 68,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.4
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7,916.4
2.618 7,642.7
1.618 7,475.0
1.000 7,371.4
0.618 7,307.3
HIGH 7,203.7
0.618 7,139.6
0.500 7,119.9
0.382 7,100.1
LOW 7,036.0
0.618 6,932.4
1.000 6,868.3
1.618 6,764.7
2.618 6,597.0
4.250 6,323.3
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 7,142.3 7,139.0
PP 7,131.1 7,124.6
S1 7,119.9 7,110.1

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

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