I have socketed my equipment
http://eu.battle.net/d3/en/profile/Arkanius-2489/hero/38472676
And I think I got better resists now, but it's still to low. And my DPS is horrible.
What else can I do to improve DPS and Resist All?
You need a socket in your weapon for starters. Get a Green emerald in there.
You need 4 primary stats on all your items and crit chance/crit damage on amulet/rings/gloves. Bracers, Helms and Shields can also roll crit chance which is a must. You can use the passive skill Finery to gain more DPS and toughness. You need all resistance rolls on Shoulder, Belt, Boots, Pants, Chest, Bracers and probably Helm/Shield too. Upgrade your gems, the first jump from Marquise to Imperial is dramatic.
This is a basic rundown. As far as more specific gear breakdown goes:
Shoulders: No main stat Strength and no All Resistance. You want to probably keep Vitality and MAYBE life regen but it's better to go for Armor or Life % or even a +% skill for a move that you use.
Helm: If you don't use Sweep then you can Enchant the Sweep bonus for Crit chance. Otherwise it's just better to get a Rare that has All Res + Crit chance.
Amulet: You need an Amulet with Strength, Crit chance, Crit damage plus either Vitality/All res or you can go for +damage to Holy skills or increased attack speed (IAS).
Gloves: Gloves need Main stat, Crit chance/Crit damage and probably increased attack speed too. Almost everyone goes for pure offensive stats on Gloves.
Bracers: You aren't using any Physical damage skills that are of importance so you probably need to swap that for Holy or Lightning. You also lack crit chance on your Bracers. You ideally want Strength, Crit chance, +% element damage (probably Holy damage given your build) and All resistance on Bracers.
Ring 1: Has no main stat. Again you need main stat, crit chance, crit damage here at least.
Shield: Needs crit chance and +block chance.
Pants: You probably need to get a pair of pants that give you main stat, vitality, all res and 2 sockets. You can't enchant those to get all res because they have a secondary resistance on there. Same thing for your Chest.
Boots: No movement speed on there and you don't use the Phalanx skill so it's wasted on there. You need new boots completely. Look for Strength, Vitality, All resistance and Movement speed. If you don't want movement speed then you can replace MS with +% Fist of Thunder or +Armor.
Your Ring 2 is pretty godly though... it will most likely never get replaced.