DAX Index Future June 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 7,190.0 7,231.5 41.5 0.6% 7,200.0
High 7,211.0 7,337.5 126.5 1.8% 7,221.5
Low 7,117.5 7,222.0 104.5 1.5% 7,067.5
Close 7,163.5 7,337.0 173.5 2.4% 7,163.5
Range 93.5 115.5 22.0 23.5% 154.0
ATR 122.7 126.4 3.7 3.0% 0.0
Volume 120,752 138,958 18,206 15.1% 707,603
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 7,645.3 7,606.7 7,400.5
R3 7,529.8 7,491.2 7,368.8
R2 7,414.3 7,414.3 7,358.2
R1 7,375.7 7,375.7 7,347.6 7,395.0
PP 7,298.8 7,298.8 7,298.8 7,308.5
S1 7,260.2 7,260.2 7,326.4 7,279.5
S2 7,183.3 7,183.3 7,315.8
S3 7,067.8 7,144.7 7,305.2
S4 6,952.3 7,029.2 7,273.5
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 7,612.8 7,542.2 7,248.2
R3 7,458.8 7,388.2 7,205.9
R2 7,304.8 7,304.8 7,191.7
R1 7,234.2 7,234.2 7,177.6 7,192.5
PP 7,150.8 7,150.8 7,150.8 7,130.0
S1 7,080.2 7,080.2 7,149.4 7,038.5
S2 6,996.8 6,996.8 7,135.3
S3 6,842.8 6,926.2 7,121.2
S4 6,688.8 6,772.2 7,078.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,337.5 7,067.5 270.0 3.7% 113.5 1.5% 100% True False 140,585
10 7,429.0 7,067.5 361.5 4.9% 116.4 1.6% 75% False False 129,099
20 7,579.5 7,067.5 512.0 7.0% 124.0 1.7% 53% False False 139,343
40 7,624.0 7,009.0 615.0 8.4% 105.2 1.4% 53% False False 120,730
60 7,624.0 6,436.0 1,188.0 16.2% 111.7 1.5% 76% False False 111,523
80 7,624.0 6,436.0 1,188.0 16.2% 104.6 1.4% 76% False False 83,979
100 7,624.0 6,436.0 1,188.0 16.2% 98.6 1.3% 76% False False 67,261
120 7,624.0 6,436.0 1,188.0 16.2% 91.6 1.2% 76% False False 56,357
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 18.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,828.4
2.618 7,639.9
1.618 7,524.4
1.000 7,453.0
0.618 7,408.9
HIGH 7,337.5
0.618 7,293.4
0.500 7,279.8
0.382 7,266.1
LOW 7,222.0
0.618 7,150.6
1.000 7,106.5
1.618 7,035.1
2.618 6,919.6
4.250 6,731.1
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 7,317.9 7,296.1
PP 7,298.8 7,255.2
S1 7,279.8 7,214.3

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

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