DAX Index Future March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 7,430.0 7,422.0 -8.0 -0.1% 7,236.0
High 7,443.5 7,439.0 -4.5 -0.1% 7,403.5
Low 7,406.0 7,368.0 -38.0 -0.5% 7,218.5
Close 7,428.5 7,403.0 -25.5 -0.3% 7,385.0
Range 37.5 71.0 33.5 89.3% 185.0
ATR 74.2 73.9 -0.2 -0.3% 0.0
Volume 119,895 120,987 1,092 0.9% 638,359
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 7,616.3 7,580.7 7,442.1
R3 7,545.3 7,509.7 7,422.5
R2 7,474.3 7,474.3 7,416.0
R1 7,438.7 7,438.7 7,409.5 7,421.0
PP 7,403.3 7,403.3 7,403.3 7,394.5
S1 7,367.7 7,367.7 7,396.5 7,350.0
S2 7,332.3 7,332.3 7,390.0
S3 7,261.3 7,296.7 7,383.5
S4 7,190.3 7,225.7 7,364.0
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 7,890.7 7,822.8 7,486.8
R3 7,705.7 7,637.8 7,435.9
R2 7,520.7 7,520.7 7,418.9
R1 7,452.8 7,452.8 7,402.0 7,486.8
PP 7,335.7 7,335.7 7,335.7 7,352.6
S1 7,267.8 7,267.8 7,368.0 7,301.8
S2 7,150.7 7,150.7 7,351.1
S3 6,965.7 7,082.8 7,334.1
S4 6,780.7 6,897.8 7,283.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,443.5 7,287.0 156.5 2.1% 62.9 0.8% 74% False False 116,648
10 7,443.5 7,192.0 251.5 3.4% 62.3 0.8% 84% False False 119,410
20 7,443.5 7,010.5 433.0 5.8% 71.0 1.0% 91% False False 119,079
40 7,443.5 6,842.5 601.0 8.1% 79.3 1.1% 93% False False 106,872
60 7,443.5 6,679.0 764.5 10.3% 79.7 1.1% 95% False False 82,722
80 7,443.5 6,581.5 862.0 11.6% 80.0 1.1% 95% False False 62,248
100 7,443.5 6,137.5 1,306.0 17.6% 80.2 1.1% 97% False False 49,939
120 7,443.5 5,965.5 1,478.0 20.0% 80.4 1.1% 97% False False 41,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,740.8
2.618 7,624.9
1.618 7,553.9
1.000 7,510.0
0.618 7,482.9
HIGH 7,439.0
0.618 7,411.9
0.500 7,403.5
0.382 7,395.1
LOW 7,368.0
0.618 7,324.1
1.000 7,297.0
1.618 7,253.1
2.618 7,182.1
4.250 7,066.3
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 7,403.5 7,405.8
PP 7,403.3 7,404.8
S1 7,403.2 7,403.9

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

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