DAX Index Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 6,085.0 6,056.0 -29.0 -0.5% 6,003.0
High 6,100.5 6,061.5 -39.0 -0.6% 6,064.5
Low 6,036.0 5,922.5 -113.5 -1.9% 5,966.0
Close 6,038.5 5,952.5 -86.0 -1.4% 6,045.5
Range 64.5 139.0 74.5 115.5% 98.5
ATR 86.4 90.1 3.8 4.4% 0.0
Volume 108,181 179,036 70,855 65.5% 557,400
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,395.8 6,313.2 6,029.0
R3 6,256.8 6,174.2 5,990.7
R2 6,117.8 6,117.8 5,978.0
R1 6,035.2 6,035.2 5,965.2 6,007.0
PP 5,978.8 5,978.8 5,978.8 5,964.8
S1 5,896.2 5,896.2 5,939.8 5,868.0
S2 5,839.8 5,839.8 5,927.0
S3 5,700.8 5,757.2 5,914.3
S4 5,561.8 5,618.2 5,876.1
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,320.8 6,281.7 6,099.7
R3 6,222.3 6,183.2 6,072.6
R2 6,123.8 6,123.8 6,063.6
R1 6,084.7 6,084.7 6,054.5 6,104.3
PP 6,025.3 6,025.3 6,025.3 6,035.1
S1 5,986.2 5,986.2 6,036.5 6,005.8
S2 5,926.8 5,926.8 6,027.4
S3 5,828.3 5,887.7 6,018.4
S4 5,729.8 5,789.2 5,991.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,100.5 5,922.5 178.0 3.0% 84.1 1.4% 17% False True 129,775
10 6,100.5 5,922.5 178.0 3.0% 69.3 1.2% 17% False True 95,095
20 6,100.5 5,611.0 489.5 8.2% 75.5 1.3% 70% False False 74,443
40 6,100.5 5,519.0 581.5 9.8% 87.2 1.5% 75% False False 37,814
60 6,100.5 5,324.0 776.5 13.0% 96.5 1.6% 81% False False 25,417
80 6,100.5 5,324.0 776.5 13.0% 95.1 1.6% 81% False False 19,496
100 6,100.5 5,171.0 929.5 15.6% 93.6 1.6% 84% False False 15,766
120 6,100.5 5,065.0 1,035.5 17.4% 95.3 1.6% 86% False False 13,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.6
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6,652.3
2.618 6,425.4
1.618 6,286.4
1.000 6,200.5
0.618 6,147.4
HIGH 6,061.5
0.618 6,008.4
0.500 5,992.0
0.382 5,975.6
LOW 5,922.5
0.618 5,836.6
1.000 5,783.5
1.618 5,697.6
2.618 5,558.6
4.250 5,331.8
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 5,992.0 6,011.5
PP 5,978.8 5,991.8
S1 5,965.7 5,972.2

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

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