DAX Index Future June 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 6,955.0 7,017.0 62.0 0.9% 6,740.0
High 6,980.0 7,091.0 111.0 1.6% 7,006.0
Low 6,885.0 7,015.0 130.0 1.9% 6,733.0
Close 6,959.0 7,071.5 112.5 1.6% 6,981.5
Range 95.0 76.0 -19.0 -20.0% 273.0
ATR 126.6 127.0 0.4 0.3% 0.0
Volume 134,993 114,964 -20,029 -14.8% 706,923
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,287.2 7,255.3 7,113.3
R3 7,211.2 7,179.3 7,092.4
R2 7,135.2 7,135.2 7,085.4
R1 7,103.3 7,103.3 7,078.5 7,119.3
PP 7,059.2 7,059.2 7,059.2 7,067.1
S1 7,027.3 7,027.3 7,064.5 7,043.3
S2 6,983.2 6,983.2 7,057.6
S3 6,907.2 6,951.3 7,050.6
S4 6,831.2 6,875.3 7,029.7
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 7,725.8 7,626.7 7,131.7
R3 7,452.8 7,353.7 7,056.6
R2 7,179.8 7,179.8 7,031.6
R1 7,080.7 7,080.7 7,006.5 7,130.3
PP 6,906.8 6,906.8 6,906.8 6,931.6
S1 6,807.7 6,807.7 6,956.5 6,857.3
S2 6,633.8 6,633.8 6,931.5
S3 6,360.8 6,534.7 6,906.4
S4 6,087.8 6,261.7 6,831.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,091.0 6,805.5 285.5 4.0% 96.0 1.4% 93% True False 128,053
10 7,091.0 6,538.0 553.0 7.8% 107.8 1.5% 96% True False 135,772
20 7,338.0 6,436.0 902.0 12.8% 127.4 1.8% 70% False False 87,972
40 7,470.0 6,436.0 1,034.0 14.6% 104.5 1.5% 61% False False 44,542
60 7,470.0 6,436.0 1,034.0 14.6% 95.2 1.3% 61% False False 29,817
80 7,470.0 6,436.0 1,034.0 14.6% 85.2 1.2% 61% False False 22,831
100 7,470.0 6,436.0 1,034.0 14.6% 85.8 1.2% 61% False False 18,318
120 7,470.0 6,261.0 1,209.0 17.1% 81.1 1.1% 67% False False 15,314
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 19.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,414.0
2.618 7,290.0
1.618 7,214.0
1.000 7,167.0
0.618 7,138.0
HIGH 7,091.0
0.618 7,062.0
0.500 7,053.0
0.382 7,044.0
LOW 7,015.0
0.618 6,968.0
1.000 6,939.0
1.618 6,892.0
2.618 6,816.0
4.250 6,692.0
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 7,065.3 7,043.7
PP 7,059.2 7,015.8
S1 7,053.0 6,988.0

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

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