DAX Index Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 7,005.5 7,006.5 1.0 0.0% 7,005.0
High 7,010.0 7,024.0 14.0 0.2% 7,105.5
Low 6,971.0 6,996.5 25.5 0.4% 7,003.0
Close 6,986.5 7,005.0 18.5 0.3% 7,073.5
Range 39.0 27.5 -11.5 -29.5% 102.5
ATR 76.4 73.7 -2.8 -3.6% 0.0
Volume 33,115 48,768 15,653 47.3% 248,421
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,091.0 7,075.5 7,020.1
R3 7,063.5 7,048.0 7,012.6
R2 7,036.0 7,036.0 7,010.0
R1 7,020.5 7,020.5 7,007.5 7,014.5
PP 7,008.5 7,008.5 7,008.5 7,005.5
S1 6,993.0 6,993.0 7,002.5 6,987.0
S2 6,981.0 6,981.0 7,000.0
S3 6,953.5 6,965.5 6,997.4
S4 6,926.0 6,938.0 6,989.9
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 7,102.0 6,915.0 187.0 2.7% 59.3 0.8% 48% False False 46,456
10 7,105.5 6,915.0 190.5 2.7% 60.3 0.9% 47% False False 72,803
20 7,105.5 6,748.0 357.5 5.1% 65.0 0.9% 72% False False 45,871
40 7,105.5 6,630.0 475.5 6.8% 79.3 1.1% 79% False False 23,328
60 7,105.5 6,250.0 855.5 12.2% 76.3 1.1% 88% False False 15,761
80 7,105.5 6,085.0 1,020.5 14.6% 80.8 1.2% 90% False False 12,414
100 7,105.5 5,863.5 1,242.0 17.7% 79.8 1.1% 92% False False 9,979
120 7,105.5 5,863.5 1,242.0 17.7% 79.2 1.1% 92% False False 8,328
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 8.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,140.9
2.618 7,096.0
1.618 7,068.5
1.000 7,051.5
0.618 7,041.0
HIGH 7,024.0
0.618 7,013.5
0.500 7,010.3
0.382 7,007.0
LOW 6,996.5
0.618 6,979.5
1.000 6,969.0
1.618 6,952.0
2.618 6,924.5
4.250 6,879.6
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 7,010.3 7,003.1
PP 7,008.5 7,001.2
S1 7,006.8 6,999.3

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

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