DAX Index Future September 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 6,713.0 6,716.0 3.0 0.0% 7,194.5
High 6,764.5 6,782.0 17.5 0.3% 7,306.0
Low 6,535.0 6,486.5 -48.5 -0.7% 7,021.5
Close 6,711.0 6,575.0 -136.0 -2.0% 7,033.5
Range 229.5 295.5 66.0 28.8% 284.5
ATR 116.0 128.9 12.8 11.0% 0.0
Volume 10,426 15,431 5,005 48.0% 4,108
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,501.0 7,333.5 6,737.5
R3 7,205.5 7,038.0 6,656.3
R2 6,910.0 6,910.0 6,629.2
R1 6,742.5 6,742.5 6,602.1 6,678.5
PP 6,614.5 6,614.5 6,614.5 6,582.5
S1 6,447.0 6,447.0 6,547.9 6,383.0
S2 6,319.0 6,319.0 6,520.8
S3 6,023.5 6,151.5 6,493.7
S4 5,728.0 5,856.0 6,412.5
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,973.8 7,788.2 7,190.0
R3 7,689.3 7,503.7 7,111.7
R2 7,404.8 7,404.8 7,085.7
R1 7,219.2 7,219.2 7,059.6 7,169.8
PP 7,120.3 7,120.3 7,120.3 7,095.6
S1 6,934.7 6,934.7 7,007.4 6,885.3
S2 6,835.8 6,835.8 6,981.3
S3 6,551.3 6,650.2 6,955.3
S4 6,266.8 6,365.7 6,877.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,163.0 6,486.5 676.5 10.3% 149.4 2.3% 13% False True 5,887
10 7,358.5 6,486.5 872.0 13.3% 133.3 2.0% 10% False True 3,135
20 7,485.0 6,486.5 998.5 15.2% 107.7 1.6% 9% False True 1,610
40 7,485.0 6,486.5 998.5 15.2% 73.8 1.1% 9% False True 845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.1
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 8,037.9
2.618 7,555.6
1.618 7,260.1
1.000 7,077.5
0.618 6,964.6
HIGH 6,782.0
0.618 6,669.1
0.500 6,634.3
0.382 6,599.4
LOW 6,486.5
0.618 6,303.9
1.000 6,191.0
1.618 6,008.4
2.618 5,712.9
4.250 5,230.6
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 6,634.3 6,736.3
PP 6,614.5 6,682.5
S1 6,594.8 6,628.8

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

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