DAX Index Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 5,941.5 5,995.0 53.5 0.9% 5,838.5
High 5,990.0 5,998.5 8.5 0.1% 5,938.0
Low 5,934.5 5,942.0 7.5 0.1% 5,759.5
Close 5,960.0 5,958.0 -2.0 0.0% 5,840.0
Range 55.5 56.5 1.0 1.8% 178.5
ATR 107.5 103.9 -3.6 -3.4% 0.0
Volume 103,181 58,370 -44,811 -43.4% 358,557
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,135.7 6,103.3 5,989.1
R3 6,079.2 6,046.8 5,973.5
R2 6,022.7 6,022.7 5,968.4
R1 5,990.3 5,990.3 5,963.2 5,978.3
PP 5,966.2 5,966.2 5,966.2 5,960.1
S1 5,933.8 5,933.8 5,952.8 5,921.8
S2 5,909.7 5,909.7 5,947.6
S3 5,853.2 5,877.3 5,942.5
S4 5,796.7 5,820.8 5,926.9
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 5,998.5 5,810.0 188.5 3.2% 78.9 1.3% 79% True False 88,851
10 5,998.5 5,611.0 387.5 6.5% 81.6 1.4% 90% True False 53,790
20 5,998.5 5,519.0 479.5 8.0% 100.1 1.7% 92% True False 27,488
40 5,998.5 5,324.0 674.5 11.3% 101.0 1.7% 94% True False 14,188
60 5,998.5 5,324.0 674.5 11.3% 100.9 1.7% 94% True False 9,681
80 5,998.5 5,275.0 723.5 12.1% 96.2 1.6% 94% True False 7,793
100 5,998.5 5,171.0 827.5 13.9% 97.4 1.6% 95% True False 6,275
120 5,998.5 4,558.0 1,440.5 24.2% 96.5 1.6% 97% True False 5,256
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,238.6
2.618 6,146.4
1.618 6,089.9
1.000 6,055.0
0.618 6,033.4
HIGH 5,998.5
0.618 5,976.9
0.500 5,970.3
0.382 5,963.6
LOW 5,942.0
0.618 5,907.1
1.000 5,885.5
1.618 5,850.6
2.618 5,794.1
4.250 5,701.9
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 5,970.3 5,942.4
PP 5,966.2 5,926.8
S1 5,962.1 5,911.3

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

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