DAX Index Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 5,775.0 5,845.5 70.5 1.2% 5,779.5
High 5,825.0 5,854.0 29.0 0.5% 5,895.0
Low 5,722.5 5,738.5 16.0 0.3% 5,722.5
Close 5,779.0 5,756.0 -23.0 -0.4% 5,756.0
Range 102.5 115.5 13.0 12.7% 172.5
ATR 103.0 103.9 0.9 0.9% 0.0
Volume 610 402 -208 -34.1% 2,153
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,129.3 6,058.2 5,819.5
R3 6,013.8 5,942.7 5,787.8
R2 5,898.3 5,898.3 5,777.2
R1 5,827.2 5,827.2 5,766.6 5,805.0
PP 5,782.8 5,782.8 5,782.8 5,771.8
S1 5,711.7 5,711.7 5,745.4 5,689.5
S2 5,667.3 5,667.3 5,734.8
S3 5,551.8 5,596.2 5,724.2
S4 5,436.3 5,480.7 5,692.5
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,308.7 6,204.8 5,850.9
R3 6,136.2 6,032.3 5,803.4
R2 5,963.7 5,963.7 5,787.6
R1 5,859.8 5,859.8 5,771.8 5,825.5
PP 5,791.2 5,791.2 5,791.2 5,774.0
S1 5,687.3 5,687.3 5,740.2 5,653.0
S2 5,618.7 5,618.7 5,724.4
S3 5,446.2 5,514.8 5,708.6
S4 5,273.7 5,342.3 5,661.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,895.0 5,722.5 172.5 3.0% 106.2 1.8% 19% False False 430
10 5,895.0 5,702.0 193.0 3.4% 97.2 1.7% 28% False False 622
20 5,895.0 5,450.0 445.0 7.7% 100.0 1.7% 69% False False 675
40 5,895.0 5,275.0 620.0 10.8% 91.6 1.6% 78% False False 1,386
60 5,895.0 5,171.0 724.0 12.6% 94.2 1.6% 81% False False 996
80 5,895.0 4,558.0 1,337.0 23.2% 92.7 1.6% 90% False False 780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,344.9
2.618 6,156.4
1.618 6,040.9
1.000 5,969.5
0.618 5,925.4
HIGH 5,854.0
0.618 5,809.9
0.500 5,796.3
0.382 5,782.6
LOW 5,738.5
0.618 5,667.1
1.000 5,623.0
1.618 5,551.6
2.618 5,436.1
4.250 5,247.6
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 5,796.3 5,793.8
PP 5,782.8 5,781.2
S1 5,769.4 5,768.6

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

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