DAX Index Future March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 7,181.0 7,080.0 -101.0 -1.4% 6,945.0
High 7,193.0 7,095.0 -98.0 -1.4% 7,110.5
Low 7,073.0 7,015.5 -57.5 -0.8% 6,842.5
Close 7,089.5 7,033.5 -56.0 -0.8% 7,090.0
Range 120.0 79.5 -40.5 -33.8% 268.0
ATR 91.7 90.8 -0.9 -0.9% 0.0
Volume 131,915 0 -131,915 -100.0% 659,435
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,286.5 7,239.5 7,077.2
R3 7,207.0 7,160.0 7,055.4
R2 7,127.5 7,127.5 7,048.1
R1 7,080.5 7,080.5 7,040.8 7,064.3
PP 7,048.0 7,048.0 7,048.0 7,039.9
S1 7,001.0 7,001.0 7,026.2 6,984.8
S2 6,968.5 6,968.5 7,018.9
S3 6,889.0 6,921.5 7,011.6
S4 6,809.5 6,842.0 6,989.8
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,818.3 7,722.2 7,237.4
R3 7,550.3 7,454.2 7,163.7
R2 7,282.3 7,282.3 7,139.1
R1 7,186.2 7,186.2 7,114.6 7,234.3
PP 7,014.3 7,014.3 7,014.3 7,038.4
S1 6,918.2 6,918.2 7,065.4 6,966.3
S2 6,746.3 6,746.3 7,040.9
S3 6,478.3 6,650.2 7,016.3
S4 6,210.3 6,382.2 6,942.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,193.0 7,015.5 177.5 2.5% 83.9 1.2% 10% False True 97,813
10 7,193.0 6,842.5 350.5 5.0% 95.8 1.4% 54% False False 120,180
20 7,193.0 6,842.5 350.5 5.0% 87.5 1.2% 54% False False 94,664
40 7,193.0 6,679.0 514.0 7.3% 84.0 1.2% 69% False False 64,543
60 7,193.0 6,581.5 611.5 8.7% 82.9 1.2% 74% False False 43,304
80 7,193.0 6,137.5 1,055.5 15.0% 82.5 1.2% 85% False False 32,654
100 7,193.0 5,965.5 1,227.5 17.5% 82.3 1.2% 87% False False 26,551
120 7,193.0 5,863.5 1,329.5 18.9% 81.2 1.2% 88% False False 22,163
Crabel Price Patterns
NR True
NR4 True
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 13.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,432.9
2.618 7,303.1
1.618 7,223.6
1.000 7,174.5
0.618 7,144.1
HIGH 7,095.0
0.618 7,064.6
0.500 7,055.3
0.382 7,045.9
LOW 7,015.5
0.618 6,966.4
1.000 6,936.0
1.618 6,886.9
2.618 6,807.4
4.250 6,677.6
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 7,055.3 7,104.3
PP 7,048.0 7,080.7
S1 7,040.8 7,057.1

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

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