DAX Index Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 5,640.0 5,725.0 85.0 1.5% 5,532.0
High 5,732.0 5,757.5 25.5 0.4% 5,732.0
Low 5,627.0 5,683.0 56.0 1.0% 5,496.5
Close 5,727.5 5,688.5 -39.0 -0.7% 5,727.5
Range 105.0 74.5 -30.5 -29.0% 235.5
ATR 114.7 111.8 -2.9 -2.5% 0.0
Volume 155,937 124,641 -31,296 -20.1% 627,302
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 5,933.2 5,885.3 5,729.5
R3 5,858.7 5,810.8 5,709.0
R2 5,784.2 5,784.2 5,702.2
R1 5,736.3 5,736.3 5,695.3 5,723.0
PP 5,709.7 5,709.7 5,709.7 5,703.0
S1 5,661.8 5,661.8 5,681.7 5,648.5
S2 5,635.2 5,635.2 5,674.8
S3 5,560.7 5,587.3 5,668.0
S4 5,486.2 5,512.8 5,647.5
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6,358.5 6,278.5 5,857.0
R3 6,123.0 6,043.0 5,792.3
R2 5,887.5 5,887.5 5,770.7
R1 5,807.5 5,807.5 5,749.1 5,847.5
PP 5,652.0 5,652.0 5,652.0 5,672.0
S1 5,572.0 5,572.0 5,705.9 5,612.0
S2 5,416.5 5,416.5 5,684.3
S3 5,181.0 5,336.5 5,662.7
S4 4,945.5 5,101.0 5,598.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,757.5 5,496.5 261.0 4.6% 91.3 1.6% 74% True False 150,388
10 5,757.5 5,424.0 333.5 5.9% 97.7 1.7% 79% True False 170,610
20 5,757.5 5,383.0 374.5 6.6% 113.1 2.0% 82% True False 182,452
40 6,100.5 5,383.0 717.5 12.6% 104.0 1.8% 43% False False 154,019
60 6,100.5 5,383.0 717.5 12.6% 104.1 1.8% 43% False False 106,684
80 6,100.5 5,324.0 776.5 13.7% 104.5 1.8% 47% False False 80,200
100 6,100.5 5,324.0 776.5 13.7% 103.1 1.8% 47% False False 64,296
120 6,100.5 5,275.0 825.5 14.5% 99.8 1.8% 50% False False 53,929
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 19.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,074.1
2.618 5,952.5
1.618 5,878.0
1.000 5,832.0
0.618 5,803.5
HIGH 5,757.5
0.618 5,729.0
0.500 5,720.3
0.382 5,711.5
LOW 5,683.0
0.618 5,637.0
1.000 5,608.5
1.618 5,562.5
2.618 5,488.0
4.250 5,366.4
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 5,720.3 5,691.8
PP 5,709.7 5,690.7
S1 5,699.1 5,689.6

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

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