DAX-Parameters for Market Profile Calculator


I trade the DAX-Future and serching desperately the web to find Value Areas for the DAX, but unfortunately without success.
I use NinjaTrader and found there an indicator to calcilate Value Areas but it isn`t accurate when I compare it with the Values here for the YM. There is an HUGE difference!
Therefore I like to use the Market Profile Calculator, but have no idea which DAX-Data I have to put in the section:
Enter Raw High/Low data here

Please can somebody explain exactly which data I have to use to become proper results? I HOPE anyone can help me!

Abde
I did some research and found that the DAX future trades from 8:50 a.m. until 8:00 p.m. CET (Central European Time). I believe that puts Frankfurt 6 hours ahead of New York so that would be from 2:50am to 2pm EST. (The reason that I had to convert the times is because my charts and computers run on US Eastern Time.)

The data that I found for the DAX from yesterday 1/14/2010 was a bit more extensive. I've copied the time, high, low, and volume and pasted it here:


2:00 6016.5 6005.5 1,818
2:30 6012.5 6005.5 957
3:00 6011.0 5997.0 7,360
3:30 6008.0 5992.0 5,659
4:00 6009.5 5993.5 4,355
4:30 6008.0 5997.5 3,117
5:00 6003.0 5994.5 2,597
5:30 6006.5 5999.0 2,672
6:00 6003.5 5980.0 6,557
6:30 5995.5 5984.0 2,361
7:00 6003.5 5993.0 3,529
7:30 6002.0 5987.5 3,247
8:00 6009.5 5999.0 6,967
8:30 6002.0 5955.0 15,869
9:00 5977.5 5956.0 6,781
9:30 5995.0 5974.0 10,646
10:00 6012.5 5986.5 11,036
10:30 6007.5 5987.0 7,839
11:00 5995.5 5980.0 9,591
11:30 5999.5 5990.0 4,626
12:00 6003.5 5993.0 2,014
12:30 6004.5 5996.0 1,082
13:00 6000.0 5996.0 452
13:30 6004.5 5998.5 1,027
14:00 6004.0 5998.5 496
14:30 6005.0 6000.0 534
15:00 6006.5 6001.0 1,114
15:30 6010.5 6000.5 1,365
16:00 6013.0 6008.5 105


So to generate the profile I took the highs and lows from that data above:


6016.5 6005.5
6012.5 6005.5
6011.0 5997.0
6008.0 5992.0
6009.5 5993.5
6008.0 5997.5
6003.0 5994.5
6006.5 5999.0
6003.5 5980.0
5995.5 5984.0
6003.5 5993.0
6002.0 5987.5
6009.5 5999.0
6002.0 5955.0
5977.5 5956.0
5995.0 5974.0
6012.5 5986.5
6007.5 5987.0
5995.5 5980.0
5999.5 5990.0
6003.5 5993.0
6004.5 5996.0
6000.0 5996.0
6004.5 5998.5
6004.0 5998.5
6005.0 6000.0
6006.5 6001.0
6010.5 6000.5
6013.0 6008.5


and copy/pasted them into the Market Profile Calculator. I changed the tick size to 0.5 and the decimal places to 1. (You don't need to change the starting letter unless you want to. I find it easier to always leave the starting letter at D because I'm used to the first bracket being D so it's easier for me to read the profile that way.) Then I clicked the generate button. This produced the following profile:


6016.5 D
6016.0 D
6015.5 D
6015.0 D
6014.5 D
6014.0 D
6013.5 D
6013.0 Dh
6012.5 DEVh
6012.0 DEVh
6011.5 DEVh
6011.0 DEFVh
6010.5 DEFVgh
6010.0 DEFVgh
6009.5 DEFHQVgh
6009.0 DEFHQVgh
6008.5 DEFHQVgh
6008.0 DEFGHIQVg
6007.5 DEFGHIQVWg
6007.0 DEFGHIQVWg
6006.5 DEFGHIKQVWfg
6006.0 DEFGHIKQVWfg
6005.5 DEFGHIKQVWfg
6005.0 FGHIKQVWefg
6004.5 FGHIKQVWacefg
6004.0 FGHIKQVWacdefg
6003.5 FGHIKLNQVWZacdefg
6003.0 FGHIJKLNQVWZacdefg
6002.5 FGHIJKLNQVWZacdefg
6002.0 FGHIJKLNPQRVWZacdefg
6001.5 FGHIJKLNPQRVWZacdefg
6001.0 FGHIJKLNPQRVWZacdefg
6000.5 FGHIJKLNPQRVWZacdeg
6000.0 FGHIJKLNPQRVWZabcde
5999.5 FGHIJKLNPQRVWYZabcd
5999.0 FGHIJKLNPQRVWYZabcd
5998.5 FGHIJLNPRVWYZabcd
5998.0 FGHIJLNPRVWYZab
5997.5 FGHIJLNPRVWYZab
5997.0 FGHJLNPRVWYZab
5996.5 GHJLNPRVWYZab
5996.0 GHJLNPRVWYZab
5995.5 GHJLMNPRVWXYZ
5995.0 GHJLMNPRTVWXYZ
5994.5 GHJLMNPRTVWXYZ
5994.0 GHLMNPRTVWXYZ
5993.5 GHLMNPRTVWXYZ
5993.0 GLMNPRTVWXYZ
5992.5 GLMPRTVWXY
5992.0 GLMPRTVWXY
5991.5 LMPRTVWXY
5991.0 LMPRTVWXY
5990.5 LMPRTVWXY
5990.0 LMPRTVWXY
5989.5 LMPRTVWX
5989.0 LMPRTVWX
5988.5 LMPRTVWX
5988.0 LMPRTVWX
5987.5 LMPRTVWX
5987.0 LMRTVWX
5986.5 LMRTVX
5986.0 LMRTX
5985.5 LMRTX
5985.0 LMRTX
5984.5 LMRTX
5984.0 LMRTX
5983.5 LRTX
5983.0 LRTX
5982.5 LRTX
5982.0 LRTX
5981.5 LRTX
5981.0 LRTX
5980.5 LRTX
5980.0 LRTX
5979.5 RT
5979.0 RT
5978.5 RT
5978.0 RT
5977.5 RST
5977.0 RST
5976.5 RST
5976.0 RST
5975.5 RST
5975.0 RST
5974.5 RST
5974.0 RST
5973.5 RS
5973.0 RS
5972.5 RS
5972.0 RS
5971.5 RS
5971.0 RS
5970.5 RS
5970.0 RS
5969.5 RS
5969.0 RS
5968.5 RS
5968.0 RS
5967.5 RS
5967.0 RS
5966.5 RS
5966.0 RS
5965.5 RS
5965.0 RS
5964.5 RS
5964.0 RS
5963.5 RS
5963.0 RS
5962.5 RS
5962.0 RS
5961.5 RS
5961.0 RS
5960.5 RS
5960.0 RS
5959.5 RS
5959.0 RS
5958.5 RS
5958.0 RS
5957.5 RS
5957.0 RS
5956.5 RS
5956.0 RS
5955.5 R
5955.0 R


with the value areas at

VAH= 6009.0
POC= 6001.0
VAL= 5988.0
Thanks Toulouse. Here's a summary of the relevant parts from that page:

Eurex operates in three trading phases: pre-trading, trading and post-trading. The post-trading phase is further split in several periods where different functions are available.

Regular Trading Day
Pre-Trading 07:30 - 07:50
Trading 07:50 - 22:00
Restricted 22:00 - 22:30

Last Trading Day
Pre-Trading 07:30 - 07:50
Trading 07:50 - 13:00
Restricted None

All times indicated in CET.
Hello,

i have the same problem as abde. . . Can you post the link, where you found the columne of time and price to calculate VAH, VAl and PoC?
Originally posted by Rea_

Hello,

i have the same problem as abde. . . Can you post the link, where you found the columne of time and price to calculate VAH, VAl and PoC?

I got it from my charting platform: eSignal
Ok. I tried my very best, but unfortunatly ig-markts doesn´t serve the volume. In so far i cannot calculate VAH, VAL and POC.

Cant´t you bee so kind and calculate it for DAX as you do for ES and DJ?

Regards,

Rea