DAX Index Future March 2011

Trading Metrics calculated at close of trading on 11-Jan-2011

Day Change Summary
	Previous	Current
	10-Jan-2011	11-Jan-2011	Change	Change %	Previous Week
Open	6,945.0	6,890.5	-54.5	-0.8%	7,001.5
High	6,952.0	6,959.5	7.5	0.1%	7,059.0
Low	6,842.5	6,867.0	24.5	0.4%	6,852.5
Close	6,880.0	6,953.0	73.0	1.1%	6,961.5
Range	109.5	92.5	-17.0	-15.5%	206.5
ATR	89.1	89.4	0.2	0.3%	0.0
Volume	142,049	131,373	-10,676	-7.5%	664,992

Daily Pivots for day following 11-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,204.0	7,171.0	7,003.9
R3	7,111.5	7,078.5	6,978.4
R2	7,019.0	7,019.0	6,970.0
R1	6,986.0	6,986.0	6,961.5	7,002.5
PP	6,926.5	6,926.5	6,926.5	6,934.8
S1	6,893.5	6,893.5	6,944.5	6,910.0
S2	6,834.0	6,834.0	6,936.0
S3	6,741.5	6,801.0	6,927.6
S4	6,649.0	6,708.5	6,902.1

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%	104.4	1.5%	51%	False	False	145,715
10	7,059.0	6,842.5	216.5	3.1%	91.6	1.3%	51%	False	False	107,811
20	7,105.5	6,842.5	263.0	3.8%	75.9	1.1%	42%	False	False	93,315
40	7,105.5	6,674.0	431.5	6.2%	82.6	1.2%	65%	False	False	48,948
60	7,105.5	6,485.0	620.5	8.9%	80.3	1.2%	75%	False	False	32,840
80	7,105.5	6,137.5	968.0	13.9%	83.3	1.2%	84%	False	False	24,869
100	7,105.5	5,863.5	1,242.0	17.9%	81.5	1.2%	88%	False	False	20,260
120	7,105.5	5,863.5	1,242.0	17.9%	80.2	1.2%	88%	False	False	16,900

Crabel Price Patterns
NR	True
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	17.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,352.6
2.618	7,201.7
1.618	7,109.2
1.000	7,052.0
0.618	7,016.7
HIGH	6,959.5
0.618	6,924.2
0.500	6,913.3
0.382	6,902.3
LOW	6,867.0
0.618	6,809.8
1.000	6,774.5
1.618	6,717.3
2.618	6,624.8
4.250	6,473.9

Fisher Pivots for day following 11-Jan-2011
Pivot	1 day	3 day
R1	6,939.8	6,946.2
PP	6,926.5	6,939.3
S1	6,913.3	6,932.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols