DAX Index Future March 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 6,935.0 6,661.5 -273.5 -3.9% 7,146.0
High 6,949.0 6,717.5 -231.5 -3.3% 7,274.0
Low 6,848.0 6,483.5 -364.5 -5.3% 6,967.0
Close 6,875.0 6,664.0 -211.0 -3.1% 6,982.5
Range 101.0 234.0 133.0 131.7% 307.0
ATR 111.8 131.8 20.0 17.9% 0.0
Volume 288,524 407,263 118,739 41.2% 915,491
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,323.7 7,227.8 6,792.7
R3 7,089.7 6,993.8 6,728.4
R2 6,855.7 6,855.7 6,706.9
R1 6,759.8 6,759.8 6,685.5 6,807.8
PP 6,621.7 6,621.7 6,621.7 6,645.6
S1 6,525.8 6,525.8 6,642.6 6,573.8
S2 6,387.7 6,387.7 6,621.1
S3 6,153.7 6,291.8 6,599.7
S4 5,919.7 6,057.8 6,535.3
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 7,220.0 6,483.5 736.5 11.1% 117.0 1.8% 25% False True 243,748
10 7,315.0 6,483.5 831.5 12.5% 126.1 1.9% 22% False True 195,446
20 7,443.5 6,483.5 960.0 14.4% 112.7 1.7% 19% False True 165,337
40 7,443.5 6,483.5 960.0 14.4% 95.0 1.4% 19% False True 139,563
60 7,443.5 6,483.5 960.0 14.4% 91.1 1.4% 19% False True 125,017
80 7,443.5 6,483.5 960.0 14.4% 89.6 1.3% 19% False True 99,005
100 7,443.5 6,483.5 960.0 14.4% 86.4 1.3% 19% False True 79,363
120 7,443.5 6,137.5 1,306.0 19.6% 87.1 1.3% 40% False False 66,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.0
Widest range in 188 trading days
Fibonacci Retracements and Extensions
4.250 7,712.0
2.618 7,330.1
1.618 7,096.1
1.000 6,951.5
0.618 6,862.1
HIGH 6,717.5
0.618 6,628.1
0.500 6,600.5
0.382 6,572.9
LOW 6,483.5
0.618 6,338.9
1.000 6,249.5
1.618 6,104.9
2.618 5,870.9
4.250 5,489.0
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 6,642.8 6,750.8
PP 6,621.7 6,721.8
S1 6,600.5 6,692.9

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

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