DAX Index Future March 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 7,266.5 7,146.0 -120.5 -1.7% 7,179.5
High 7,315.0 7,274.0 -41.0 -0.6% 7,360.5
Low 7,130.0 7,124.5 -5.5 -0.1% 7,125.5
Close 7,173.0 7,165.0 -8.0 -0.1% 7,173.0
Range 185.0 149.5 -35.5 -19.2% 235.0
ATR 106.1 109.2 3.1 2.9% 0.0
Volume 181,454 187,400 5,946 3.3% 661,024
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,636.3 7,550.2 7,247.2
R3 7,486.8 7,400.7 7,206.1
R2 7,337.3 7,337.3 7,192.4
R1 7,251.2 7,251.2 7,178.7 7,294.3
PP 7,187.8 7,187.8 7,187.8 7,209.4
S1 7,101.7 7,101.7 7,151.3 7,144.8
S2 7,038.3 7,038.3 7,137.6
S3 6,888.8 6,952.2 7,123.9
S4 6,739.3 6,802.7 7,082.8
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,924.7 7,783.8 7,302.3
R3 7,689.7 7,548.8 7,237.6
R2 7,454.7 7,454.7 7,216.1
R1 7,313.8 7,313.8 7,194.5 7,266.8
PP 7,219.7 7,219.7 7,219.7 7,196.1
S1 7,078.8 7,078.8 7,151.5 7,031.8
S2 6,984.7 6,984.7 7,129.9
S3 6,749.7 6,843.8 7,108.4
S4 6,514.7 6,608.8 7,043.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,360.5 7,124.5 236.0 3.3% 142.7 2.0% 17% False True 140,611
10 7,360.5 7,083.5 277.0 3.9% 131.4 1.8% 29% False False 153,141
20 7,443.5 7,083.5 360.0 5.0% 97.0 1.4% 23% False False 130,895
40 7,443.5 6,842.5 601.0 8.4% 90.9 1.3% 54% False False 124,426
60 7,443.5 6,842.5 601.0 8.4% 83.8 1.2% 54% False False 107,899
80 7,443.5 6,646.5 797.0 11.1% 87.1 1.2% 65% False False 81,303
100 7,443.5 6,467.5 976.0 13.6% 83.6 1.2% 71% False False 65,172
120 7,443.5 6,137.5 1,306.0 18.2% 85.7 1.2% 79% False False 54,570
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 28.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,909.4
2.618 7,665.4
1.618 7,515.9
1.000 7,423.5
0.618 7,366.4
HIGH 7,274.0
0.618 7,216.9
0.500 7,199.3
0.382 7,181.6
LOW 7,124.5
0.618 7,032.1
1.000 6,975.0
1.618 6,882.6
2.618 6,733.1
4.250 6,489.1
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 7,199.3 7,219.8
PP 7,187.8 7,201.5
S1 7,176.4 7,183.3

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

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