DAX Index Future March 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 5,815.0 5,910.0 95.0 1.6% 5,642.0
High 5,895.0 5,914.5 19.5 0.3% 5,895.0
Low 5,808.5 5,866.5 58.0 1.0% 5,637.5
Close 5,878.0 5,872.5 -5.5 -0.1% 5,878.0
Range 86.5 48.0 -38.5 -44.5% 257.5
ATR 103.9 99.9 -4.0 -3.8% 0.0
Volume 124,101 97,297 -26,804 -21.6% 692,142
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,028.5 5,998.5 5,898.9
R3 5,980.5 5,950.5 5,885.7
R2 5,932.5 5,932.5 5,881.3
R1 5,902.5 5,902.5 5,876.9 5,893.5
PP 5,884.5 5,884.5 5,884.5 5,880.0
S1 5,854.5 5,854.5 5,868.1 5,845.5
S2 5,836.5 5,836.5 5,863.7
S3 5,788.5 5,806.5 5,859.3
S4 5,740.5 5,758.5 5,846.1
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,576.0 6,484.5 6,019.6
R3 6,318.5 6,227.0 5,948.8
R2 6,061.0 6,061.0 5,925.2
R1 5,969.5 5,969.5 5,901.6 6,015.3
PP 5,803.5 5,803.5 5,803.5 5,826.4
S1 5,712.0 5,712.0 5,854.4 5,757.8
S2 5,546.0 5,546.0 5,830.8
S3 5,288.5 5,454.5 5,807.2
S4 5,031.0 5,197.0 5,736.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,914.5 5,711.0 203.5 3.5% 69.7 1.2% 79% True False 124,148
10 5,914.5 5,518.5 396.0 6.7% 88.0 1.5% 89% True False 147,231
20 5,914.5 5,424.0 490.5 8.4% 92.8 1.6% 91% True False 158,921
40 6,100.5 5,383.0 717.5 12.2% 111.1 1.9% 68% False False 169,771
60 6,100.5 5,383.0 717.5 12.2% 100.2 1.7% 68% False False 131,082
80 6,100.5 5,383.0 717.5 12.2% 99.1 1.7% 68% False False 98,534
100 6,100.5 5,324.0 776.5 13.2% 101.6 1.7% 71% False False 78,954
120 6,100.5 5,324.0 776.5 13.2% 99.8 1.7% 71% False False 66,128
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 17.3
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 6,118.5
2.618 6,040.2
1.618 5,992.2
1.000 5,962.5
0.618 5,944.2
HIGH 5,914.5
0.618 5,896.2
0.500 5,890.5
0.382 5,884.8
LOW 5,866.5
0.618 5,836.8
1.000 5,818.5
1.618 5,788.8
2.618 5,740.8
4.250 5,662.5
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 5,890.5 5,861.5
PP 5,884.5 5,850.5
S1 5,878.5 5,839.5

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

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