DAX Index Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 5,708.0 5,560.0 -148.0 -2.6% 5,618.0
High 5,729.0 5,660.0 -69.0 -1.2% 5,729.0
Low 5,536.0 5,543.5 7.5 0.1% 5,536.0
Close 5,570.5 5,607.5 37.0 0.7% 5,607.5
Range 193.0 116.5 -76.5 -39.6% 193.0
ATR 119.5 119.3 -0.2 -0.2% 0.0
Volume 239,533 191,262 -48,271 -20.2% 970,366
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,953.2 5,896.8 5,671.6
R3 5,836.7 5,780.3 5,639.5
R2 5,720.2 5,720.2 5,628.9
R1 5,663.8 5,663.8 5,618.2 5,692.0
PP 5,603.7 5,603.7 5,603.7 5,617.8
S1 5,547.3 5,547.3 5,596.8 5,575.5
S2 5,487.2 5,487.2 5,586.1
S3 5,370.7 5,430.8 5,575.5
S4 5,254.2 5,314.3 5,543.4
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,203.2 6,098.3 5,713.7
R3 6,010.2 5,905.3 5,660.6
R2 5,817.2 5,817.2 5,642.9
R1 5,712.3 5,712.3 5,625.2 5,668.3
PP 5,624.2 5,624.2 5,624.2 5,602.1
S1 5,519.3 5,519.3 5,589.8 5,475.3
S2 5,431.2 5,431.2 5,572.1
S3 5,238.2 5,326.3 5,554.4
S4 5,045.2 5,133.3 5,501.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,729.0 5,536.0 193.0 3.4% 126.6 2.3% 37% False False 194,073
10 6,033.0 5,536.0 497.0 8.9% 150.2 2.7% 14% False False 198,397
20 6,100.5 5,536.0 564.5 10.1% 112.7 2.0% 13% False False 154,438
40 6,100.5 5,519.0 581.5 10.4% 102.6 1.8% 15% False False 92,938
60 6,100.5 5,324.0 776.5 13.8% 101.1 1.8% 37% False False 62,242
80 6,100.5 5,324.0 776.5 13.8% 101.0 1.8% 37% False False 46,854
100 6,100.5 5,324.0 776.5 13.8% 98.8 1.8% 37% False False 37,906
120 6,100.5 5,171.0 929.5 16.6% 99.1 1.8% 47% False False 31,630
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,155.1
2.618 5,965.0
1.618 5,848.5
1.000 5,776.5
0.618 5,732.0
HIGH 5,660.0
0.618 5,615.5
0.500 5,601.8
0.382 5,588.0
LOW 5,543.5
0.618 5,471.5
1.000 5,427.0
1.618 5,355.0
2.618 5,238.5
4.250 5,048.4
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 5,605.6 5,632.5
PP 5,603.7 5,624.2
S1 5,601.8 5,615.8

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

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