DAX Index Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
30-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 6,014.0 6,003.0 -11.0 -0.2% 6,035.0
High 6,017.5 6,063.0 45.5 0.8% 6,040.0
Low 5,956.5 5,980.5 24.0 0.4% 5,956.5
Close 5,959.5 6,045.5 86.0 1.4% 5,959.5
Range 61.0 82.5 21.5 35.2% 83.5
ATR 94.5 95.2 0.6 0.7% 0.0
Volume 26,500 100,960 74,460 281.0% 106,338
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,277.2 6,243.8 6,090.9
R3 6,194.7 6,161.3 6,068.2
R2 6,112.2 6,112.2 6,060.6
R1 6,078.8 6,078.8 6,053.1 6,095.5
PP 6,029.7 6,029.7 6,029.7 6,038.0
S1 5,996.3 5,996.3 6,037.9 6,013.0
S2 5,947.2 5,947.2 6,030.4
S3 5,864.7 5,913.8 6,022.8
S4 5,782.2 5,831.3 6,000.1
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,235.8 6,181.2 6,005.4
R3 6,152.3 6,097.7 5,982.5
R2 6,068.8 6,068.8 5,974.8
R1 6,014.2 6,014.2 5,967.2 5,999.8
PP 5,985.3 5,985.3 5,985.3 5,978.1
S1 5,930.7 5,930.7 5,951.8 5,916.3
S2 5,901.8 5,901.8 5,944.2
S3 5,818.3 5,847.2 5,936.5
S4 5,734.8 5,763.7 5,913.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,063.0 5,942.0 121.0 2.0% 56.3 0.9% 86% True False 53,133
10 6,063.0 5,759.5 303.5 5.0% 69.6 1.2% 94% True False 70,494
20 6,063.0 5,611.0 452.0 7.5% 84.3 1.4% 96% True False 37,752
40 6,063.0 5,324.0 739.0 12.2% 90.2 1.5% 98% True False 19,285
60 6,063.0 5,324.0 739.0 12.2% 96.4 1.6% 98% True False 13,108
80 6,063.0 5,324.0 739.0 12.2% 95.1 1.6% 98% True False 10,361
100 6,063.0 5,171.0 892.0 14.8% 95.7 1.6% 98% True False 8,341
120 6,063.0 4,734.5 1,328.5 22.0% 95.3 1.6% 99% True False 6,980
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,413.6
2.618 6,279.0
1.618 6,196.5
1.000 6,145.5
0.618 6,114.0
HIGH 6,063.0
0.618 6,031.5
0.500 6,021.8
0.382 6,012.0
LOW 5,980.5
0.618 5,929.5
1.000 5,898.0
1.618 5,847.0
2.618 5,764.5
4.250 5,629.9
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 6,037.6 6,033.6
PP 6,029.7 6,021.7
S1 6,021.8 6,009.8

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

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