DAX Index Future March 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 6,862.0 6,889.0 27.0 0.4% 6,732.0
High 6,888.0 6,919.5 31.5 0.5% 6,888.0
Low 6,822.0 6,815.0 -7.0 -0.1% 6,674.0
Close 6,860.5 6,846.0 -14.5 -0.2% 6,860.5
Range 66.0 104.5 38.5 58.3% 214.0
ATR 87.5 88.7 1.2 1.4% 0.0
Volume 820 330 -490 -59.8% 7,061
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 7,173.7 7,114.3 6,903.5
R3 7,069.2 7,009.8 6,874.7
R2 6,964.7 6,964.7 6,865.2
R1 6,905.3 6,905.3 6,855.6 6,882.8
PP 6,860.2 6,860.2 6,860.2 6,848.9
S1 6,800.8 6,800.8 6,836.4 6,778.3
S2 6,755.7 6,755.7 6,826.8
S3 6,651.2 6,696.3 6,817.3
S4 6,546.7 6,591.8 6,788.5
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 7,449.5 7,369.0 6,978.2
R3 7,235.5 7,155.0 6,919.4
R2 7,021.5 7,021.5 6,899.7
R1 6,941.0 6,941.0 6,880.1 6,981.3
PP 6,807.5 6,807.5 6,807.5 6,827.6
S1 6,727.0 6,727.0 6,840.9 6,767.3
S2 6,593.5 6,593.5 6,821.3
S3 6,379.5 6,513.0 6,801.7
S4 6,165.5 6,299.0 6,742.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,919.5 6,674.0 245.5 3.6% 79.3 1.2% 70% True False 1,435
10 6,919.5 6,646.5 273.0 4.0% 87.7 1.3% 73% True False 1,040
20 6,919.5 6,581.5 338.0 4.9% 78.2 1.1% 78% True False 812
40 6,919.5 6,137.5 782.0 11.4% 81.0 1.2% 91% True False 753
60 6,919.5 5,863.5 1,056.0 15.4% 80.7 1.2% 93% True False 1,215
80 6,919.5 5,863.5 1,056.0 15.4% 78.9 1.2% 93% True False 964
100 6,919.5 5,863.5 1,056.0 15.4% 79.5 1.2% 93% True False 789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,363.6
2.618 7,193.1
1.618 7,088.6
1.000 7,024.0
0.618 6,984.1
HIGH 6,919.5
0.618 6,879.6
0.500 6,867.3
0.382 6,854.9
LOW 6,815.0
0.618 6,750.4
1.000 6,710.5
1.618 6,645.9
2.618 6,541.4
4.250 6,370.9
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 6,867.3 6,851.0
PP 6,860.2 6,849.3
S1 6,853.1 6,847.7

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

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