DAX Index Future March 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 6,991.5 6,935.0 -56.5 -0.8% 7,146.0
High 7,018.0 6,949.0 -69.0 -1.0% 7,274.0
Low 6,967.0 6,848.0 -119.0 -1.7% 6,967.0
Close 6,982.5 6,875.0 -107.5 -1.5% 6,982.5
Range 51.0 101.0 50.0 98.0% 307.0
ATR 110.1 111.8 1.7 1.6% 0.0
Volume 166,404 288,524 122,120 73.4% 915,491
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,193.7 7,135.3 6,930.6
R3 7,092.7 7,034.3 6,902.8
R2 6,991.7 6,991.7 6,893.5
R1 6,933.3 6,933.3 6,884.3 6,912.0
PP 6,890.7 6,890.7 6,890.7 6,880.0
S1 6,832.3 6,832.3 6,865.7 6,811.0
S2 6,789.7 6,789.7 6,856.5
S3 6,688.7 6,731.3 6,847.2
S4 6,587.7 6,630.3 6,819.5
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,995.5 7,796.0 7,151.4
R3 7,688.5 7,489.0 7,066.9
R2 7,381.5 7,381.5 7,038.8
R1 7,182.0 7,182.0 7,010.6 7,128.3
PP 7,074.5 7,074.5 7,074.5 7,047.6
S1 6,875.0 6,875.0 6,954.4 6,821.3
S2 6,767.5 6,767.5 6,926.2
S3 6,460.5 6,568.0 6,898.1
S4 6,153.5 6,261.0 6,813.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,226.5 6,848.0 378.5 5.5% 101.1 1.5% 7% False True 203,323
10 7,360.5 6,848.0 512.5 7.5% 121.9 1.8% 5% False True 171,967
20 7,443.5 6,848.0 595.5 8.7% 103.2 1.5% 5% False True 149,807
40 7,443.5 6,848.0 595.5 8.7% 91.4 1.3% 5% False True 132,411
60 7,443.5 6,842.5 601.0 8.7% 87.9 1.3% 5% False False 119,888
80 7,443.5 6,679.0 764.5 11.1% 87.5 1.3% 26% False False 93,940
100 7,443.5 6,532.5 911.0 13.3% 85.2 1.2% 38% False False 75,294
120 7,443.5 6,137.5 1,306.0 19.0% 86.2 1.3% 56% False False 62,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 29.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,378.3
2.618 7,213.4
1.618 7,112.4
1.000 7,050.0
0.618 7,011.4
HIGH 6,949.0
0.618 6,910.4
0.500 6,898.5
0.382 6,886.6
LOW 6,848.0
0.618 6,785.6
1.000 6,747.0
1.618 6,684.6
2.618 6,583.6
4.250 6,418.8
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 6,898.5 6,979.8
PP 6,890.7 6,944.8
S1 6,882.8 6,909.9

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

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