DAX Index Future June 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 6,712.5 6,645.0 -67.5 -1.0% 7,168.0
High 6,741.5 6,760.0 18.5 0.3% 7,298.0
Low 6,506.5 6,436.0 -70.5 -1.1% 6,995.0
Close 6,687.5 6,552.5 -135.0 -2.0% 7,008.0
Range 235.0 324.0 89.0 37.9% 303.0
ATR 127.5 141.6 14.0 11.0% 0.0
Volume 104,604 141,274 36,670 35.1% 45,425
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,554.8 7,377.7 6,730.7
R3 7,230.8 7,053.7 6,641.6
R2 6,906.8 6,906.8 6,611.9
R1 6,729.7 6,729.7 6,582.2 6,656.3
PP 6,582.8 6,582.8 6,582.8 6,546.1
S1 6,405.7 6,405.7 6,522.8 6,332.3
S2 6,258.8 6,258.8 6,493.1
S3 5,934.8 6,081.7 6,463.4
S4 5,610.8 5,757.7 6,374.3
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 7,137.0 6,436.0 701.0 10.7% 158.6 2.4% 17% False True 72,073
10 7,338.0 6,436.0 902.0 13.8% 146.9 2.2% 13% False True 40,172
20 7,470.0 6,436.0 1,034.0 15.8% 126.6 1.9% 11% False True 20,884
40 7,470.0 6,436.0 1,034.0 15.8% 95.2 1.5% 11% False True 10,693
60 7,470.0 6,436.0 1,034.0 15.8% 86.7 1.3% 11% False True 7,251
80 7,470.0 6,436.0 1,034.0 15.8% 84.9 1.3% 11% False True 5,899
100 7,470.0 6,436.0 1,034.0 15.8% 81.0 1.2% 11% False True 4,766
120 7,470.0 6,158.0 1,312.0 20.0% 78.2 1.2% 30% False False 4,015
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 36.3
Widest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 8,137.0
2.618 7,608.2
1.618 7,284.2
1.000 7,084.0
0.618 6,960.2
HIGH 6,760.0
0.618 6,636.2
0.500 6,598.0
0.382 6,559.8
LOW 6,436.0
0.618 6,235.8
1.000 6,112.0
1.618 5,911.8
2.618 5,587.8
4.250 5,059.0
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 6,598.0 6,703.8
PP 6,582.8 6,653.3
S1 6,567.7 6,602.9

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

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