DAX Index Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 6,991.0 6,945.0 -46.0 -0.7% 7,001.5
High 7,022.5 6,952.0 -70.5 -1.0% 7,059.0
Low 6,934.0 6,842.5 -91.5 -1.3% 6,852.5
Close 6,961.5 6,880.0 -81.5 -1.2% 6,961.5
Range 88.5 109.5 21.0 23.7% 206.5
ATR 86.8 89.1 2.3 2.6% 0.0
Volume 158,953 142,049 -16,904 -10.6% 664,992
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,220.0 7,159.5 6,940.2
R3 7,110.5 7,050.0 6,910.1
R2 7,001.0 7,001.0 6,900.1
R1 6,940.5 6,940.5 6,890.0 6,916.0
PP 6,891.5 6,891.5 6,891.5 6,879.3
S1 6,831.0 6,831.0 6,870.0 6,806.5
S2 6,782.0 6,782.0 6,859.9
S3 6,672.5 6,721.5 6,849.9
S4 6,563.0 6,612.0 6,819.8
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,577.2 7,475.8 7,075.1
R3 7,370.7 7,269.3 7,018.3
R2 7,164.2 7,164.2 6,999.4
R1 7,062.8 7,062.8 6,980.4 7,010.3
PP 6,957.7 6,957.7 6,957.7 6,931.4
S1 6,856.3 6,856.3 6,942.6 6,803.8
S2 6,751.2 6,751.2 6,923.6
S3 6,544.7 6,649.8 6,904.7
S4 6,338.2 6,443.3 6,847.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,059.0 6,842.5 216.5 3.1% 100.9 1.5% 17% False True 142,464
10 7,059.0 6,842.5 216.5 3.1% 86.3 1.3% 17% False True 97,986
20 7,105.5 6,842.5 263.0 3.8% 72.9 1.1% 14% False True 88,730
40 7,105.5 6,674.0 431.5 6.3% 83.6 1.2% 48% False False 45,669
60 7,105.5 6,485.0 620.5 9.0% 80.3 1.2% 64% False False 30,667
80 7,105.5 6,137.5 968.0 14.1% 83.4 1.2% 77% False False 23,229
100 7,105.5 5,863.5 1,242.0 18.1% 80.9 1.2% 82% False False 18,947
120 7,105.5 5,863.5 1,242.0 18.1% 79.8 1.2% 82% False False 15,806
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 15.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,417.4
2.618 7,238.7
1.618 7,129.2
1.000 7,061.5
0.618 7,019.7
HIGH 6,952.0
0.618 6,910.2
0.500 6,897.3
0.382 6,884.3
LOW 6,842.5
0.618 6,774.8
1.000 6,733.0
1.618 6,665.3
2.618 6,555.8
4.250 6,377.1
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 6,897.3 6,950.8
PP 6,891.5 6,927.2
S1 6,885.8 6,903.6

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

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