DAX Index Future March 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 7,010.0 7,010.0 0.0 0.0% 7,080.5
High 7,023.0 7,023.0 0.0 0.0% 7,083.5
Low 6,910.0 6,910.0 0.0 0.0% 6,910.0
Close 6,927.0 6,927.0 0.0 0.0% 6,927.0
Range 113.0 113.0 0.0 0.0% 173.5
ATR 76.5 79.1 2.6 3.4% 0.0
Volume 45,468 45,468 0 0.0% 234,251
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,292.3 7,222.7 6,989.2
R3 7,179.3 7,109.7 6,958.1
R2 7,066.3 7,066.3 6,947.7
R1 6,996.7 6,996.7 6,937.4 6,975.0
PP 6,953.3 6,953.3 6,953.3 6,942.5
S1 6,883.7 6,883.7 6,916.6 6,862.0
S2 6,840.3 6,840.3 6,906.3
S3 6,727.3 6,770.7 6,895.9
S4 6,614.3 6,657.7 6,864.9
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,494.0 7,384.0 7,022.4
R3 7,320.5 7,210.5 6,974.7
R2 7,147.0 7,147.0 6,958.8
R1 7,037.0 7,037.0 6,942.9 7,005.3
PP 6,973.5 6,973.5 6,973.5 6,957.6
S1 6,863.5 6,863.5 6,911.1 6,831.8
S2 6,800.0 6,800.0 6,895.2
S3 6,626.5 6,690.0 6,879.3
S4 6,453.0 6,516.5 6,831.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,083.5 6,910.0 173.5 2.5% 92.2 1.3% 10% False True 46,850
10 7,105.5 6,910.0 195.5 2.8% 71.7 1.0% 9% False True 59,406
20 7,105.5 6,910.0 195.5 2.8% 62.5 0.9% 9% False True 50,296
40 7,105.5 6,646.5 459.0 6.6% 80.9 1.2% 61% False False 25,584
60 7,105.5 6,250.0 855.5 12.4% 77.9 1.1% 79% False False 17,267
80 7,105.5 6,137.5 968.0 14.0% 81.0 1.2% 82% False False 13,511
100 7,105.5 5,863.5 1,242.0 17.9% 80.6 1.2% 86% False False 10,887
120 7,105.5 5,863.5 1,242.0 17.9% 79.9 1.2% 86% False False 9,085
Crabel Price Patterns
NR False
NR4 False
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 6.8
Fibonacci Retracements and Extensions
4.250 7,503.3
2.618 7,318.8
1.618 7,205.8
1.000 7,136.0
0.618 7,092.8
HIGH 7,023.0
0.618 6,979.8
0.500 6,966.5
0.382 6,953.2
LOW 6,910.0
0.618 6,840.2
1.000 6,797.0
1.618 6,727.2
2.618 6,614.2
4.250 6,429.8
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 6,966.5 6,967.0
PP 6,953.3 6,953.7
S1 6,940.2 6,940.3

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

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