DAX Index Future March 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	6,661.5	6,623.5	-38.0	-0.6%	7,146.0
High	6,717.5	6,736.0	18.5	0.3%	7,274.0
Low	6,483.5	6,412.5	-71.0	-1.1%	6,967.0
Close	6,664.0	6,529.5	-134.5	-2.0%	6,982.5
Range	234.0	323.5	89.5	38.2%	307.0
ATR	131.8	145.5	13.7	10.4%	0.0
Volume	407,263	394,085	-13,178	-3.2%	915,491

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,529.8	7,353.2	6,707.4
R3	7,206.3	7,029.7	6,618.5
R2	6,882.8	6,882.8	6,588.8
R1	6,706.2	6,706.2	6,559.2	6,632.8
PP	6,559.3	6,559.3	6,559.3	6,522.6
S1	6,382.7	6,382.7	6,499.8	6,309.3
S2	6,235.8	6,235.8	6,470.2
S3	5,912.3	6,059.2	6,440.5
S4	5,588.8	5,735.7	6,351.6

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	7,111.5	6,412.5	699.0	10.7%	159.6	2.4%	17%	False	True	288,814
10	7,315.0	6,412.5	902.5	13.8%	150.3	2.3%	13%	False	True	218,681
20	7,443.5	6,412.5	1,031.0	15.8%	126.6	1.9%	11%	False	True	179,513
40	7,443.5	6,412.5	1,031.0	15.8%	101.1	1.5%	11%	False	True	146,572
60	7,443.5	6,412.5	1,031.0	15.8%	95.4	1.5%	11%	False	True	129,728
80	7,443.5	6,412.5	1,031.0	15.8%	92.8	1.4%	11%	False	True	103,921
100	7,443.5	6,412.5	1,031.0	15.8%	89.3	1.4%	11%	False	True	83,301
120	7,443.5	6,137.5	1,306.0	20.0%	88.4	1.4%	30%	False	False	69,530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40.3
Widest range in 189 trading days

Fibonacci Retracements and Extensions
4.250	8,110.9
2.618	7,582.9
1.618	7,259.4
1.000	7,059.5
0.618	6,935.9
HIGH	6,736.0
0.618	6,612.4
0.500	6,574.3
0.382	6,536.1
LOW	6,412.5
0.618	6,212.6
1.000	6,089.0
1.618	5,889.1
2.618	5,565.6
4.250	5,037.6

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	6,574.3	6,680.8
PP	6,559.3	6,630.3
S1	6,544.4	6,579.9

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols