DAX Index Future March 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 7,080.5 7,005.5 -75.0 -1.1% 7,005.0
High 7,083.5 7,010.0 -73.5 -1.0% 7,105.5
Low 6,915.0 6,971.0 56.0 0.8% 7,003.0
Close 6,996.5 6,986.5 -10.0 -0.1% 7,073.5
Range 168.5 39.0 -129.5 -76.9% 102.5
ATR 79.3 76.4 -2.9 -3.6% 0.0
Volume 61,432 33,115 -28,317 -46.1% 248,421
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,106.2 7,085.3 7,008.0
R3 7,067.2 7,046.3 6,997.2
R2 7,028.2 7,028.2 6,993.7
R1 7,007.3 7,007.3 6,990.1 6,998.3
PP 6,989.2 6,989.2 6,989.2 6,984.6
S1 6,968.3 6,968.3 6,982.9 6,959.3
S2 6,950.2 6,950.2 6,979.4
S3 6,911.2 6,929.3 6,975.8
S4 6,872.2 6,890.3 6,965.1
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,368.2 7,323.3 7,129.9
R3 7,265.7 7,220.8 7,101.7
R2 7,163.2 7,163.2 7,092.3
R1 7,118.3 7,118.3 7,082.9 7,140.8
PP 7,060.7 7,060.7 7,060.7 7,071.9
S1 7,015.8 7,015.8 7,064.1 7,038.3
S2 6,958.2 6,958.2 7,054.7
S3 6,855.7 6,913.3 7,045.3
S4 6,753.2 6,810.8 7,017.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,105.5 6,915.0 190.5 2.7% 63.1 0.9% 38% False False 49,897
10 7,105.5 6,915.0 190.5 2.7% 60.1 0.9% 38% False False 78,820
20 7,105.5 6,679.0 426.5 6.1% 68.6 1.0% 72% False False 43,458
40 7,105.5 6,622.0 483.5 6.9% 80.4 1.2% 75% False False 22,113
60 7,105.5 6,139.0 966.5 13.8% 78.3 1.1% 88% False False 14,954
80 7,105.5 6,085.0 1,020.5 14.6% 81.0 1.2% 88% False False 11,808
100 7,105.5 5,863.5 1,242.0 17.8% 80.2 1.1% 90% False False 9,493
120 7,105.5 5,863.5 1,242.0 17.8% 79.5 1.1% 90% False False 7,922
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,175.8
2.618 7,112.1
1.618 7,073.1
1.000 7,049.0
0.618 7,034.1
HIGH 7,010.0
0.618 6,995.1
0.500 6,990.5
0.382 6,985.9
LOW 6,971.0
0.618 6,946.9
1.000 6,932.0
1.618 6,907.9
2.618 6,868.9
4.250 6,805.3
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 6,990.5 7,007.8
PP 6,989.2 7,000.7
S1 6,987.8 6,993.6

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

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