DAX Index Future March 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	6,035.0	6,037.0	2.0	0.0%	5,941.5
High	6,036.0	6,040.0	4.0	0.1%	5,998.5
Low	5,987.5	6,007.0	19.5	0.3%	5,934.5
Close	6,010.5	6,009.0	-1.5	0.0%	5,958.0
Range	48.5	33.0	-15.5	-32.0%	64.0
ATR	102.0	97.1	-4.9	-4.8%	0.0
Volume	37,117	42,721	5,604	15.1%	161,551

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,117.7	6,096.3	6,027.2
R3	6,084.7	6,063.3	6,018.1
R2	6,051.7	6,051.7	6,015.1
R1	6,030.3	6,030.3	6,012.0	6,024.5
PP	6,018.7	6,018.7	6,018.7	6,015.8
S1	5,997.3	5,997.3	6,006.0	5,991.5
S2	5,985.7	5,985.7	6,003.0
S3	5,952.7	5,964.3	5,999.9
S4	5,919.7	5,931.3	5,990.9

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,155.7	6,120.8	5,993.2
R3	6,091.7	6,056.8	5,975.6
R2	6,027.7	6,027.7	5,969.7
R1	5,992.8	5,992.8	5,963.9	6,010.3
PP	5,963.7	5,963.7	5,963.7	5,972.4
S1	5,928.8	5,928.8	5,952.1	5,946.3
S2	5,899.7	5,899.7	5,946.3
S3	5,835.7	5,864.8	5,940.4
S4	5,771.7	5,800.8	5,922.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,040.0	5,824.0	216.0	3.6%	55.7	0.9%	86%	True	False	78,669
10	6,040.0	5,724.0	316.0	5.3%	68.8	1.1%	90%	True	False	60,566
20	6,040.0	5,519.0	521.0	8.7%	92.6	1.5%	94%	True	False	31,438
40	6,040.0	5,324.0	716.0	11.9%	95.2	1.6%	96%	True	False	16,145
60	6,040.0	5,324.0	716.0	11.9%	97.1	1.6%	96%	True	False	10,993
80	6,040.0	5,324.0	716.0	11.9%	95.3	1.6%	96%	True	False	8,773
100	6,040.0	5,171.0	869.0	14.5%	96.4	1.6%	96%	True	False	7,069
120	6,040.0	4,558.0	1,482.0	24.7%	96.2	1.6%	98%	True	False	5,918

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	10.7
Narrowest range in 124 trading days

Fibonacci Retracements and Extensions
4.250	6,180.3
2.618	6,126.4
1.618	6,093.4
1.000	6,073.0
0.618	6,060.4
HIGH	6,040.0
0.618	6,027.4
0.500	6,023.5
0.382	6,019.6
LOW	6,007.0
0.618	5,986.6
1.000	5,974.0
1.618	5,953.6
2.618	5,920.6
4.250	5,866.8

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	6,023.5	6,003.0
PP	6,018.7	5,997.0
S1	6,013.8	5,991.0

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