DAX Index Future March 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	5,998.5	6,012.0	13.5	0.2%	5,910.0
High	6,037.0	6,041.0	4.0	0.1%	5,991.0
Low	5,990.5	5,996.0	5.5	0.1%	5,838.5
Close	6,021.5	6,013.0	-8.5	-0.1%	5,946.0
Range	46.5	45.0	-1.5	-3.2%	152.5
ATR	86.4	83.5	-3.0	-3.4%	0.0
Volume	184,205	142,254	-41,951	-22.8%	641,761

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,151.7	6,127.3	6,037.8
R3	6,106.7	6,082.3	6,025.4
R2	6,061.7	6,061.7	6,021.3
R1	6,037.3	6,037.3	6,017.1	6,049.5
PP	6,016.7	6,016.7	6,016.7	6,022.8
S1	5,992.3	5,992.3	6,008.9	6,004.5
S2	5,971.7	5,971.7	6,004.8
S3	5,926.7	5,947.3	6,000.6
S4	5,881.7	5,902.3	5,988.3

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,382.7	6,316.8	6,029.9
R3	6,230.2	6,164.3	5,987.9
R2	6,077.7	6,077.7	5,974.0
R1	6,011.8	6,011.8	5,960.0	6,044.8
PP	5,925.2	5,925.2	5,925.2	5,941.6
S1	5,859.3	5,859.3	5,932.0	5,892.3
S2	5,772.7	5,772.7	5,918.0
S3	5,620.2	5,706.8	5,904.1
S4	5,467.7	5,554.3	5,862.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,041.0	5,898.0	143.0	2.4%	53.5	0.9%	80%	True	False	151,901
10	6,041.0	5,808.5	232.5	3.9%	60.4	1.0%	88%	True	False	139,015
20	6,041.0	5,518.5	522.5	8.7%	76.4	1.3%	95%	True	False	146,082
40	6,041.0	5,383.0	658.0	10.9%	100.4	1.7%	96%	True	False	169,380
60	6,100.5	5,383.0	717.5	11.9%	95.1	1.6%	88%	False	False	148,876
80	6,100.5	5,383.0	717.5	11.9%	97.2	1.6%	88%	False	False	113,030
100	6,100.5	5,324.0	776.5	12.9%	99.3	1.7%	89%	False	False	90,583
120	6,100.5	5,324.0	776.5	12.9%	99.1	1.6%	89%	False	False	75,600

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.0
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	6,232.3
2.618	6,158.8
1.618	6,113.8
1.000	6,086.0
0.618	6,068.8
HIGH	6,041.0
0.618	6,023.8
0.500	6,018.5
0.382	6,013.2
LOW	5,996.0
0.618	5,968.2
1.000	5,951.0
1.618	5,923.2
2.618	5,878.2
4.250	5,804.8

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	6,018.5	6,003.7
PP	6,016.7	5,994.3
S1	6,014.8	5,985.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols