DAX Index Future March 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 7,025.5 7,035.0 9.5 0.1% 6,987.5
High 7,045.0 7,062.0 17.0 0.2% 7,060.0
Low 6,992.5 7,029.5 37.0 0.5% 6,945.5
Close 7,019.0 7,044.5 25.5 0.4% 7,019.0
Range 52.5 32.5 -20.0 -38.1% 114.5
ATR 92.9 89.3 -3.6 -3.8% 0.0
Volume 15,088 39,670 24,582 162.9% 37,395
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,142.8 7,126.2 7,062.4
R3 7,110.3 7,093.7 7,053.4
R2 7,077.8 7,077.8 7,050.5
R1 7,061.2 7,061.2 7,047.5 7,069.5
PP 7,045.3 7,045.3 7,045.3 7,049.5
S1 7,028.7 7,028.7 7,041.5 7,037.0
S2 7,012.8 7,012.8 7,038.5
S3 6,980.3 6,996.2 7,035.6
S4 6,947.8 6,963.7 7,026.6
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,351.7 7,299.8 7,082.0
R3 7,237.2 7,185.3 7,050.5
R2 7,122.7 7,122.7 7,040.0
R1 7,070.8 7,070.8 7,029.5 7,096.8
PP 7,008.2 7,008.2 7,008.2 7,021.1
S1 6,956.3 6,956.3 7,008.5 6,982.3
S2 6,893.7 6,893.7 6,998.0
S3 6,779.2 6,841.8 6,987.5
S4 6,664.7 6,727.3 6,956.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,062.0 6,963.5 98.5 1.4% 58.7 0.8% 82% True False 15,413
10 7,062.0 6,679.0 383.0 5.4% 77.2 1.1% 95% True False 8,096
20 7,062.0 6,674.0 388.0 5.5% 89.4 1.3% 95% True False 4,581
40 7,062.0 6,485.0 577.0 8.2% 82.6 1.2% 97% True False 2,603
60 7,062.0 6,137.5 924.5 13.1% 85.8 1.2% 98% True False 2,054
80 7,062.0 5,863.5 1,198.5 17.0% 82.9 1.2% 99% True False 1,996
100 7,062.0 5,863.5 1,198.5 17.0% 81.0 1.2% 99% True False 1,617
120 7,062.0 5,844.0 1,218.0 17.3% 79.9 1.1% 99% True False 1,364
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 16.2
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 7,200.1
2.618 7,147.1
1.618 7,114.6
1.000 7,094.5
0.618 7,082.1
HIGH 7,062.0
0.618 7,049.6
0.500 7,045.8
0.382 7,041.9
LOW 7,029.5
0.618 7,009.4
1.000 6,997.0
1.618 6,976.9
2.618 6,944.4
4.250 6,891.4
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 7,045.8 7,033.9
PP 7,045.3 7,023.3
S1 7,044.9 7,012.8

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

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