DAX Index Future June 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 7,017.5 6,950.0 -67.5 -1.0% 7,168.0
High 7,042.5 6,971.5 -71.0 -1.0% 7,298.0
Low 6,995.0 6,872.5 -122.5 -1.8% 6,995.0
Close 7,008.0 6,899.5 -108.5 -1.5% 7,008.0
Range 47.5 99.0 51.5 108.4% 303.0
ATR 104.9 107.1 2.2 2.1% 0.0
Volume 16,903 90,662 73,759 436.4% 45,425
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,211.5 7,154.5 6,954.0
R3 7,112.5 7,055.5 6,926.7
R2 7,013.5 7,013.5 6,917.7
R1 6,956.5 6,956.5 6,908.6 6,935.5
PP 6,914.5 6,914.5 6,914.5 6,904.0
S1 6,857.5 6,857.5 6,890.4 6,836.5
S2 6,815.5 6,815.5 6,881.4
S3 6,716.5 6,758.5 6,872.3
S4 6,617.5 6,659.5 6,845.1
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 8,009.3 7,811.7 7,174.7
R3 7,706.3 7,508.7 7,091.3
R2 7,403.3 7,403.3 7,063.6
R1 7,205.7 7,205.7 7,035.8 7,153.0
PP 7,100.3 7,100.3 7,100.3 7,074.0
S1 6,902.7 6,902.7 6,980.2 6,850.0
S2 6,797.3 6,797.3 6,952.5
S3 6,494.3 6,599.7 6,924.7
S4 6,191.3 6,296.7 6,841.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,251.0 6,872.5 378.5 5.5% 98.2 1.4% 7% False True 26,397
10 7,383.0 6,872.5 510.5 7.4% 117.5 1.7% 5% False True 15,827
20 7,470.0 6,872.5 597.5 8.7% 102.3 1.5% 5% False True 8,627
40 7,470.0 6,872.5 597.5 8.7% 85.6 1.2% 5% False True 4,586
60 7,470.0 6,867.5 602.5 8.7% 79.6 1.2% 5% False False 3,214
80 7,470.0 6,700.0 770.0 11.2% 79.9 1.2% 26% False False 2,831
100 7,470.0 6,606.0 864.0 12.5% 76.0 1.1% 34% False False 2,314
120 7,470.0 6,158.0 1,312.0 19.0% 75.3 1.1% 57% False False 1,973
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 29.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,392.3
2.618 7,230.7
1.618 7,131.7
1.000 7,070.5
0.618 7,032.7
HIGH 6,971.5
0.618 6,933.7
0.500 6,922.0
0.382 6,910.3
LOW 6,872.5
0.618 6,811.3
1.000 6,773.5
1.618 6,712.3
2.618 6,613.3
4.250 6,451.8
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 6,922.0 7,004.8
PP 6,914.5 6,969.7
S1 6,907.0 6,934.6

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

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