DAX Index Future March 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 5,642.0 5,739.5 97.5 1.7% 5,618.0
High 5,737.5 5,740.0 2.5 0.0% 5,729.0
Low 5,625.5 5,656.5 31.0 0.6% 5,536.0
Close 5,717.5 5,672.0 -45.5 -0.8% 5,607.5
Range 112.0 83.5 -28.5 -25.4% 193.0
ATR 118.3 115.8 -2.5 -2.1% 0.0
Volume 158,193 163,607 5,414 3.4% 970,366
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 5,940.0 5,889.5 5,717.9
R3 5,856.5 5,806.0 5,695.0
R2 5,773.0 5,773.0 5,687.3
R1 5,722.5 5,722.5 5,679.7 5,706.0
PP 5,689.5 5,689.5 5,689.5 5,681.3
S1 5,639.0 5,639.0 5,664.3 5,622.5
S2 5,606.0 5,606.0 5,656.7
S3 5,522.5 5,555.5 5,649.0
S4 5,439.0 5,472.0 5,626.1
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 5,740.0 5,536.0 204.0 3.6% 123.4 2.2% 67% True False 176,975
10 5,914.0 5,536.0 378.0 6.7% 134.5 2.4% 36% False False 190,954
20 6,100.5 5,536.0 564.5 10.0% 118.5 2.1% 24% False False 166,030
40 6,100.5 5,536.0 564.5 10.0% 99.7 1.8% 24% False False 104,247
60 6,100.5 5,367.5 733.0 12.9% 99.2 1.7% 42% False False 69,773
80 6,100.5 5,324.0 776.5 13.7% 100.7 1.8% 45% False False 52,520
100 6,100.5 5,324.0 776.5 13.7% 99.9 1.8% 45% False False 42,435
120 6,100.5 5,171.0 929.5 16.4% 98.4 1.7% 54% False False 35,411
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 12.2
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,094.9
2.618 5,958.6
1.618 5,875.1
1.000 5,823.5
0.618 5,791.6
HIGH 5,740.0
0.618 5,708.1
0.500 5,698.3
0.382 5,688.4
LOW 5,656.5
0.618 5,604.9
1.000 5,573.0
1.618 5,521.4
2.618 5,437.9
4.250 5,301.6
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 5,698.3 5,665.5
PP 5,689.5 5,659.0
S1 5,680.8 5,652.5

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

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