DAX Index Future March 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 5,910.0 5,875.5 -34.5 -0.6% 5,642.0
High 5,914.5 5,909.5 -5.0 -0.1% 5,895.0
Low 5,866.5 5,838.5 -28.0 -0.5% 5,637.5
Close 5,872.5 5,890.0 17.5 0.3% 5,878.0
Range 48.0 71.0 23.0 47.9% 257.5
ATR 99.9 97.8 -2.1 -2.1% 0.0
Volume 97,297 145,295 47,998 49.3% 692,142
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,092.3 6,062.2 5,929.1
R3 6,021.3 5,991.2 5,909.5
R2 5,950.3 5,950.3 5,903.0
R1 5,920.2 5,920.2 5,896.5 5,935.3
PP 5,879.3 5,879.3 5,879.3 5,886.9
S1 5,849.2 5,849.2 5,883.5 5,864.3
S2 5,808.3 5,808.3 5,877.0
S3 5,737.3 5,778.2 5,870.5
S4 5,666.3 5,707.2 5,851.0
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 5,750.5 164.0 2.8% 69.4 1.2% 85% False False 126,250
10 5,914.5 5,518.5 396.0 6.7% 80.1 1.4% 94% False False 142,590
20 5,914.5 5,455.5 459.0 7.8% 92.2 1.6% 95% False False 157,867
40 6,100.5 5,383.0 717.5 12.2% 110.6 1.9% 71% False False 170,028
60 6,100.5 5,383.0 717.5 12.2% 99.2 1.7% 71% False False 133,482
80 6,100.5 5,383.0 717.5 12.2% 98.5 1.7% 71% False False 100,344
100 6,100.5 5,324.0 776.5 13.2% 101.7 1.7% 73% False False 80,394
120 6,100.5 5,324.0 776.5 13.2% 100.0 1.7% 73% False False 67,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,211.3
2.618 6,095.4
1.618 6,024.4
1.000 5,980.5
0.618 5,953.4
HIGH 5,909.5
0.618 5,882.4
0.500 5,874.0
0.382 5,865.6
LOW 5,838.5
0.618 5,794.6
1.000 5,767.5
1.618 5,723.6
2.618 5,652.6
4.250 5,536.8
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 5,884.7 5,880.5
PP 5,879.3 5,871.0
S1 5,874.0 5,861.5

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

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