DAX Index Future March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 7,001.5 6,989.5 -12.0 -0.2% 7,080.5
High 7,042.5 7,038.0 -4.5 -0.1% 7,083.5
Low 6,977.0 6,963.0 -14.0 -0.2% 6,910.0
Close 6,998.0 6,983.0 -15.0 -0.2% 6,927.0
Range 65.5 75.0 9.5 14.5% 173.5
ATR 81.7 81.2 -0.5 -0.6% 0.0
Volume 94,718 115,120 20,402 21.5% 234,251
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,219.7 7,176.3 7,024.3
R3 7,144.7 7,101.3 7,003.6
R2 7,069.7 7,069.7 6,996.8
R1 7,026.3 7,026.3 6,989.9 7,010.5
PP 6,994.7 6,994.7 6,994.7 6,986.8
S1 6,951.3 6,951.3 6,976.1 6,935.5
S2 6,919.7 6,919.7 6,969.3
S3 6,844.7 6,876.3 6,962.4
S4 6,769.7 6,801.3 6,941.8
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 7,042.5 6,910.0 132.5 1.9% 78.8 1.1% 55% False False 69,908
10 7,105.5 6,910.0 195.5 2.8% 71.0 1.0% 37% False False 59,902
20 7,105.5 6,910.0 195.5 2.8% 64.4 0.9% 37% False False 60,740
40 7,105.5 6,646.5 459.0 6.6% 81.6 1.2% 73% False False 30,815
60 7,105.5 6,250.0 855.5 12.3% 78.6 1.1% 86% False False 20,758
80 7,105.5 6,137.5 968.0 13.9% 81.7 1.2% 87% False False 16,081
100 7,105.5 5,863.5 1,242.0 17.8% 80.5 1.2% 90% False False 12,983
120 7,105.5 5,863.5 1,242.0 17.8% 79.3 1.1% 90% False False 10,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,356.8
2.618 7,234.4
1.618 7,159.4
1.000 7,113.0
0.618 7,084.4
HIGH 7,038.0
0.618 7,009.4
0.500 7,000.5
0.382 6,991.7
LOW 6,963.0
0.618 6,916.7
1.000 6,888.0
1.618 6,841.7
2.618 6,766.7
4.250 6,644.3
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 7,000.5 6,980.8
PP 6,994.7 6,978.5
S1 6,988.8 6,976.3

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

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