DAX Index Future March 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 6,969.0 6,987.5 18.5 0.3% 6,881.0
High 6,993.0 6,990.0 -3.0 0.0% 6,993.0
Low 6,935.0 6,945.5 10.5 0.2% 6,679.0
Close 6,969.5 6,967.5 -2.0 0.0% 6,969.5
Range 58.0 44.5 -13.5 -23.3% 314.0
ATR 104.5 100.2 -4.3 -4.1% 0.0
Volume 964 0 -964 -100.0% 5,152
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,101.2 7,078.8 6,992.0
R3 7,056.7 7,034.3 6,979.7
R2 7,012.2 7,012.2 6,975.7
R1 6,989.8 6,989.8 6,971.6 6,978.8
PP 6,967.7 6,967.7 6,967.7 6,962.1
S1 6,945.3 6,945.3 6,963.4 6,934.3
S2 6,923.2 6,923.2 6,959.3
S3 6,878.7 6,900.8 6,955.3
S4 6,834.2 6,856.3 6,943.0
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,822.5 7,710.0 7,142.2
R3 7,508.5 7,396.0 7,055.9
R2 7,194.5 7,194.5 7,027.1
R1 7,082.0 7,082.0 6,998.3 7,138.3
PP 6,880.5 6,880.5 6,880.5 6,908.6
S1 6,768.0 6,768.0 6,940.7 6,824.3
S2 6,566.5 6,566.5 6,911.9
S3 6,252.5 6,454.0 6,883.2
S4 5,938.5 6,140.0 6,796.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,993.0 6,679.0 314.0 4.5% 95.6 1.4% 92% False False 779
10 6,993.0 6,679.0 314.0 4.5% 109.8 1.6% 92% False False 738
20 6,993.0 6,646.5 346.5 5.0% 98.7 1.4% 93% False False 889
40 6,993.0 6,250.0 743.0 10.7% 85.7 1.2% 97% False False 767
60 6,993.0 6,137.5 855.5 12.3% 87.5 1.3% 97% False False 1,195
80 6,993.0 5,863.5 1,129.5 16.2% 84.5 1.2% 98% False False 1,044
100 6,993.0 5,863.5 1,129.5 16.2% 82.3 1.2% 98% False False 852
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 7,179.1
2.618 7,106.5
1.618 7,062.0
1.000 7,034.5
0.618 7,017.5
HIGH 6,990.0
0.618 6,973.0
0.500 6,967.8
0.382 6,962.5
LOW 6,945.5
0.618 6,918.0
1.000 6,901.0
1.618 6,873.5
2.618 6,829.0
4.250 6,756.4
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 6,967.8 6,954.5
PP 6,967.7 6,941.5
S1 6,967.6 6,928.5

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

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