DAX Index Future June 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 7,191.5 7,065.0 -126.5 -1.8% 7,100.0
High 7,203.5 7,118.5 -85.0 -1.2% 7,192.5
Low 7,072.0 7,016.5 -55.5 -0.8% 6,992.5
Close 7,088.0 7,096.0 8.0 0.1% 7,073.0
Range 131.5 102.0 -29.5 -22.4% 200.0
ATR 129.8 127.8 -2.0 -1.5% 0.0
Volume 145,934 148,744 2,810 1.9% 582,799
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,383.0 7,341.5 7,152.1
R3 7,281.0 7,239.5 7,124.1
R2 7,179.0 7,179.0 7,114.7
R1 7,137.5 7,137.5 7,105.4 7,158.3
PP 7,077.0 7,077.0 7,077.0 7,087.4
S1 7,035.5 7,035.5 7,086.7 7,056.3
S2 6,975.0 6,975.0 7,077.3
S3 6,873.0 6,933.5 7,068.0
S4 6,771.0 6,831.5 7,039.9
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,686.0 7,579.5 7,183.0
R3 7,486.0 7,379.5 7,128.0
R2 7,286.0 7,286.0 7,109.7
R1 7,179.5 7,179.5 7,091.3 7,132.8
PP 7,086.0 7,086.0 7,086.0 7,062.6
S1 6,979.5 6,979.5 7,054.7 6,932.8
S2 6,886.0 6,886.0 7,036.3
S3 6,686.0 6,779.5 7,018.0
S4 6,486.0 6,579.5 6,963.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,234.0 7,016.5 217.5 3.1% 112.8 1.6% 37% False True 131,370
10 7,234.0 6,992.5 241.5 3.4% 111.9 1.6% 43% False False 124,312
20 7,429.0 6,992.5 436.5 6.2% 119.1 1.7% 24% False False 134,787
40 7,624.0 6,992.5 631.5 8.9% 115.2 1.6% 16% False False 128,737
60 7,624.0 6,738.5 885.5 12.5% 105.4 1.5% 40% False False 123,413
80 7,624.0 6,436.0 1,188.0 16.7% 113.2 1.6% 56% False False 103,055
100 7,624.0 6,436.0 1,188.0 16.7% 103.5 1.5% 56% False False 82,552
120 7,624.0 6,436.0 1,188.0 16.7% 99.0 1.4% 56% False False 68,849
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 True
Bull Hook False
Stretch 25.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,552.0
2.618 7,385.5
1.618 7,283.5
1.000 7,220.5
0.618 7,181.5
HIGH 7,118.5
0.618 7,079.5
0.500 7,067.5
0.382 7,055.5
LOW 7,016.5
0.618 6,953.5
1.000 6,914.5
1.618 6,851.5
2.618 6,749.5
4.250 6,583.0
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 7,086.5 7,125.3
PP 7,077.0 7,115.5
S1 7,067.5 7,105.8

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

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