DAX Index Future March 2010

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	5,660.0	5,667.5	7.5	0.1%	5,420.0
High	5,704.0	5,725.5	21.5	0.4%	5,530.0
Low	5,660.0	5,644.5	-15.5	-0.3%	5,324.0
Close	5,674.0	5,677.5	3.5	0.1%	5,493.5
Range	44.0	81.0	37.0	84.1%	206.0
ATR	115.2	112.7	-2.4	-2.1%	0.0
Volume	2,303	1,253	-1,050	-45.6%	1,740

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,925.5	5,882.5	5,722.1
R3	5,844.5	5,801.5	5,699.8
R2	5,763.5	5,763.5	5,692.4
R1	5,720.5	5,720.5	5,684.9	5,742.0
PP	5,682.5	5,682.5	5,682.5	5,693.3
S1	5,639.5	5,639.5	5,670.1	5,661.0
S2	5,601.5	5,601.5	5,662.7
S3	5,520.5	5,558.5	5,655.2
S4	5,439.5	5,477.5	5,633.0

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,067.2	5,986.3	5,606.8
R3	5,861.2	5,780.3	5,550.2
R2	5,655.2	5,655.2	5,531.3
R1	5,574.3	5,574.3	5,512.4	5,614.8
PP	5,449.2	5,449.2	5,449.2	5,469.4
S1	5,368.3	5,368.3	5,474.6	5,408.8
S2	5,243.2	5,243.2	5,455.7
S3	5,037.2	5,162.3	5,436.9
S4	4,831.2	4,956.3	5,380.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,725.5	5,417.0	308.5	5.4%	82.3	1.4%	84%	True	False	1,020
10	5,725.5	5,324.0	401.5	7.1%	105.9	1.9%	88%	True	False	789
20	5,895.0	5,324.0	571.0	10.1%	114.1	2.0%	62%	False	False	665
40	5,895.0	5,324.0	571.0	10.1%	102.7	1.8%	62%	False	False	762
60	5,895.0	5,275.0	620.0	10.9%	97.5	1.7%	65%	False	False	1,116
80	5,895.0	5,166.5	728.5	12.8%	98.0	1.7%	70%	False	False	890
100	5,895.0	4,558.0	1,337.0	23.5%	93.6	1.6%	84%	False	False	731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,069.8
2.618	5,937.6
1.618	5,856.6
1.000	5,806.5
0.618	5,775.6
HIGH	5,725.5
0.618	5,694.6
0.500	5,685.0
0.382	5,675.4
LOW	5,644.5
0.618	5,594.4
1.000	5,563.5
1.618	5,513.4
2.618	5,432.4
4.250	5,300.3

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	5,685.0	5,673.3
PP	5,682.5	5,669.0
S1	5,680.0	5,664.8

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