DAX Index Future March 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 6,989.5 6,960.5 -29.0 -0.4% 7,080.5
High 7,038.0 6,981.0 -57.0 -0.8% 7,083.5
Low 6,963.0 6,852.5 -110.5 -1.6% 6,910.0
Close 6,983.0 6,946.5 -36.5 -0.5% 6,927.0
Range 75.0 128.5 53.5 71.3% 173.5
ATR 81.2 84.7 3.5 4.3% 0.0
Volume 115,120 158,435 43,315 37.6% 234,251
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,312.2 7,257.8 7,017.2
R3 7,183.7 7,129.3 6,981.8
R2 7,055.2 7,055.2 6,970.1
R1 7,000.8 7,000.8 6,958.3 6,963.8
PP 6,926.7 6,926.7 6,926.7 6,908.1
S1 6,872.3 6,872.3 6,934.7 6,835.3
S2 6,798.2 6,798.2 6,922.9
S3 6,669.7 6,743.8 6,911.2
S4 6,541.2 6,615.3 6,875.8
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 6,852.5 190.0 2.7% 99.0 1.4% 49% False True 91,841
10 7,102.0 6,852.5 249.5 3.6% 79.2 1.1% 38% False True 69,148
20 7,105.5 6,852.5 253.0 3.6% 67.0 1.0% 37% False True 68,265
40 7,105.5 6,646.5 459.0 6.6% 82.9 1.2% 65% False False 34,747
60 7,105.5 6,355.0 750.5 10.8% 79.0 1.1% 79% False False 23,393
80 7,105.5 6,137.5 968.0 13.9% 82.6 1.2% 84% False False 18,018
100 7,105.5 5,863.5 1,242.0 17.9% 81.0 1.2% 87% False False 14,565
120 7,105.5 5,863.5 1,242.0 17.9% 79.6 1.1% 87% False False 12,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7,527.1
2.618 7,317.4
1.618 7,188.9
1.000 7,109.5
0.618 7,060.4
HIGH 6,981.0
0.618 6,931.9
0.500 6,916.8
0.382 6,901.6
LOW 6,852.5
0.618 6,773.1
1.000 6,724.0
1.618 6,644.6
2.618 6,516.1
4.250 6,306.4
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 6,936.6 6,947.5
PP 6,926.7 6,947.2
S1 6,916.8 6,946.8

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

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