DAX Index Future March 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 7,123.0 7,199.5 76.5 1.1% 7,097.5
High 7,205.0 7,228.0 23.0 0.3% 7,189.0
Low 7,113.0 7,166.5 53.5 0.8% 7,010.5
Close 7,185.5 7,186.0 0.5 0.0% 7,115.0
Range 92.0 61.5 -30.5 -33.2% 178.5
ATR 90.3 88.2 -2.1 -2.3% 0.0
Volume 135,247 118,380 -16,867 -12.5% 676,573
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 7,378.0 7,343.5 7,219.8
R3 7,316.5 7,282.0 7,202.9
R2 7,255.0 7,255.0 7,197.3
R1 7,220.5 7,220.5 7,191.6 7,207.0
PP 7,193.5 7,193.5 7,193.5 7,186.8
S1 7,159.0 7,159.0 7,180.4 7,145.5
S2 7,132.0 7,132.0 7,174.7
S3 7,070.5 7,097.5 7,169.1
S4 7,009.0 7,036.0 7,152.2
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 7,640.3 7,556.2 7,213.2
R3 7,461.8 7,377.7 7,164.1
R2 7,283.3 7,283.3 7,147.7
R1 7,199.2 7,199.2 7,131.4 7,241.3
PP 7,104.8 7,104.8 7,104.8 7,125.9
S1 7,020.7 7,020.7 7,098.6 7,062.8
S2 6,926.3 6,926.3 7,082.3
S3 6,747.8 6,842.2 7,065.9
S4 6,569.3 6,663.7 7,016.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,228.0 7,041.0 187.0 2.6% 79.9 1.1% 78% True False 136,102
10 7,228.0 7,010.5 217.5 3.0% 80.7 1.1% 81% True False 107,026
20 7,228.0 6,842.5 385.5 5.4% 90.7 1.3% 89% True False 121,525
40 7,228.0 6,842.5 385.5 5.4% 77.6 1.1% 89% True False 91,132
60 7,228.0 6,646.5 581.5 8.1% 84.6 1.2% 93% True False 61,051
80 7,228.0 6,250.0 978.0 13.6% 81.6 1.1% 96% True False 45,950
100 7,228.0 6,137.5 1,090.5 15.2% 83.5 1.2% 96% True False 37,170
120 7,228.0 5,863.5 1,364.5 19.0% 82.2 1.1% 97% True False 31,073
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 16.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,489.4
2.618 7,389.0
1.618 7,327.5
1.000 7,289.5
0.618 7,266.0
HIGH 7,228.0
0.618 7,204.5
0.500 7,197.3
0.382 7,190.0
LOW 7,166.5
0.618 7,128.5
1.000 7,105.0
1.618 7,067.0
2.618 7,005.5
4.250 6,905.1
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 7,197.3 7,168.8
PP 7,193.5 7,151.7
S1 7,189.8 7,134.5

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

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