DAX Index Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 5,870.0 5,861.0 -9.0 -0.2% 5,838.5
High 5,900.0 5,909.0 9.0 0.2% 5,938.0
Low 5,830.5 5,824.0 -6.5 -0.1% 5,759.5
Close 5,864.0 5,840.0 -24.0 -0.4% 5,840.0
Range 69.5 85.0 15.5 22.3% 178.5
ATR 105.7 104.3 -1.5 -1.4% 0.0
Volume 69,800 151,956 82,156 117.7% 358,557
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,112.7 6,061.3 5,886.8
R3 6,027.7 5,976.3 5,863.4
R2 5,942.7 5,942.7 5,855.6
R1 5,891.3 5,891.3 5,847.8 5,874.5
PP 5,857.7 5,857.7 5,857.7 5,849.3
S1 5,806.3 5,806.3 5,832.2 5,789.5
S2 5,772.7 5,772.7 5,824.4
S3 5,687.7 5,721.3 5,816.6
S4 5,602.7 5,636.3 5,793.3
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,381.3 6,289.2 5,938.2
R3 6,202.8 6,110.7 5,889.1
R2 6,024.3 6,024.3 5,872.7
R1 5,932.2 5,932.2 5,856.4 5,978.3
PP 5,845.8 5,845.8 5,845.8 5,868.9
S1 5,753.7 5,753.7 5,823.6 5,799.8
S2 5,667.3 5,667.3 5,807.3
S3 5,488.8 5,575.2 5,790.9
S4 5,310.3 5,396.7 5,741.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,938.0 5,759.5 178.5 3.1% 83.6 1.4% 45% False False 71,711
10 5,938.0 5,611.0 327.0 5.6% 92.5 1.6% 70% False False 38,249
20 5,938.0 5,519.0 419.0 7.2% 103.2 1.8% 77% False False 19,605
40 5,938.0 5,324.0 614.0 10.5% 104.3 1.8% 84% False False 10,169
60 5,938.0 5,324.0 614.0 10.5% 102.9 1.8% 84% False False 7,005
80 5,938.0 5,275.0 663.0 11.4% 97.9 1.7% 85% False False 5,778
100 5,938.0 5,171.0 767.0 13.1% 98.3 1.7% 87% False False 4,665
120 5,938.0 4,558.0 1,380.0 23.6% 96.6 1.7% 93% False False 3,910
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,270.3
2.618 6,131.5
1.618 6,046.5
1.000 5,994.0
0.618 5,961.5
HIGH 5,909.0
0.618 5,876.5
0.500 5,866.5
0.382 5,856.5
LOW 5,824.0
0.618 5,771.5
1.000 5,739.0
1.618 5,686.5
2.618 5,601.5
4.250 5,462.8
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 5,866.5 5,874.0
PP 5,857.7 5,862.7
S1 5,848.8 5,851.3

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

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