DAX Index Future March 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 5,450.0 5,437.0 -13.0 -0.2% 5,342.5
High 5,455.0 5,461.0 6.0 0.1% 5,488.5
Low 5,401.5 5,284.0 -117.5 -2.2% 5,329.0
Close 5,431.5 5,299.5 -132.0 -2.4% 5,472.5
Range 53.5 177.0 123.5 230.8% 159.5
ATR 102.9 108.2 5.3 5.1% 0.0
Volume 103 121 18 17.5% 1,198
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,879.2 5,766.3 5,396.9
R3 5,702.2 5,589.3 5,348.2
R2 5,525.2 5,525.2 5,332.0
R1 5,412.3 5,412.3 5,315.7 5,380.3
PP 5,348.2 5,348.2 5,348.2 5,332.1
S1 5,235.3 5,235.3 5,283.3 5,203.3
S2 5,171.2 5,171.2 5,267.1
S3 4,994.2 5,058.3 5,250.8
S4 4,817.2 4,881.3 5,202.2
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,908.5 5,850.0 5,560.2
R3 5,749.0 5,690.5 5,516.4
R2 5,589.5 5,589.5 5,501.7
R1 5,531.0 5,531.0 5,487.1 5,560.3
PP 5,430.0 5,430.0 5,430.0 5,444.6
S1 5,371.5 5,371.5 5,457.9 5,400.8
S2 5,270.5 5,270.5 5,443.3
S3 5,111.0 5,212.0 5,428.6
S4 4,951.5 5,052.5 5,384.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,488.5 5,284.0 204.5 3.9% 114.3 2.2% 8% False True 158
10 5,488.5 5,166.5 322.0 6.1% 104.2 2.0% 41% False False 213
20 5,488.5 4,852.0 636.5 12.0% 98.8 1.9% 70% False False 172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.9
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,213.3
2.618 5,924.4
1.618 5,747.4
1.000 5,638.0
0.618 5,570.4
HIGH 5,461.0
0.618 5,393.4
0.500 5,372.5
0.382 5,351.6
LOW 5,284.0
0.618 5,174.6
1.000 5,107.0
1.618 4,997.6
2.618 4,820.6
4.250 4,531.8
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 5,372.5 5,386.3
PP 5,348.2 5,357.3
S1 5,323.8 5,328.4

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

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