DAX Index Future June 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 7,535.0 7,454.0 -81.0 -1.1% 7,599.5
High 7,579.5 7,504.5 -75.0 -1.0% 7,624.0
Low 7,450.0 7,366.0 -84.0 -1.1% 7,309.0
Close 7,513.5 7,452.5 -61.0 -0.8% 7,504.5
Range 129.5 138.5 9.0 6.9% 315.0
ATR 114.5 116.8 2.4 2.1% 0.0
Volume 135,220 163,730 28,510 21.1% 719,926
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 7,856.5 7,793.0 7,528.7
R3 7,718.0 7,654.5 7,490.6
R2 7,579.5 7,579.5 7,477.9
R1 7,516.0 7,516.0 7,465.2 7,478.5
PP 7,441.0 7,441.0 7,441.0 7,422.3
S1 7,377.5 7,377.5 7,439.8 7,340.0
S2 7,302.5 7,302.5 7,427.1
S3 7,164.0 7,239.0 7,414.4
S4 7,025.5 7,100.5 7,376.3
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 8,424.2 8,279.3 7,677.8
R3 8,109.2 7,964.3 7,591.1
R2 7,794.2 7,794.2 7,562.3
R1 7,649.3 7,649.3 7,533.4 7,564.3
PP 7,479.2 7,479.2 7,479.2 7,436.6
S1 7,334.3 7,334.3 7,475.6 7,249.3
S2 7,164.2 7,164.2 7,446.8
S3 6,849.2 7,019.3 7,417.9
S4 6,534.2 6,704.3 7,331.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,579.5 7,366.0 213.5 2.9% 128.3 1.7% 41% False True 143,664
10 7,624.0 7,309.0 315.0 4.2% 120.6 1.6% 46% False False 135,556
20 7,624.0 7,009.0 615.0 8.3% 107.5 1.4% 72% False False 114,972
40 7,624.0 6,436.0 1,188.0 15.9% 105.2 1.4% 86% False False 120,955
60 7,624.0 6,436.0 1,188.0 15.9% 107.5 1.4% 86% False False 85,249
80 7,624.0 6,436.0 1,188.0 15.9% 97.4 1.3% 86% False False 64,076
100 7,624.0 6,436.0 1,188.0 15.9% 91.7 1.2% 86% False False 51,321
120 7,624.0 6,436.0 1,188.0 15.9% 89.8 1.2% 86% False False 43,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 31.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,093.1
2.618 7,867.1
1.618 7,728.6
1.000 7,643.0
0.618 7,590.1
HIGH 7,504.5
0.618 7,451.6
0.500 7,435.3
0.382 7,418.9
LOW 7,366.0
0.618 7,280.4
1.000 7,227.5
1.618 7,141.9
2.618 7,003.4
4.250 6,777.4
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 7,446.8 7,472.8
PP 7,441.0 7,466.0
S1 7,435.3 7,459.3

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

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