DAX Index Future March 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 5,920.0 5,945.5 25.5 0.4% 5,910.0
High 5,955.5 5,991.0 35.5 0.6% 5,991.0
Low 5,907.0 5,934.0 27.0 0.5% 5,838.5
Close 5,929.5 5,946.0 16.5 0.3% 5,946.0
Range 48.5 57.0 8.5 17.5% 152.5
ATR 93.3 91.0 -2.3 -2.4% 0.0
Volume 130,225 135,214 4,989 3.8% 641,761
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,128.0 6,094.0 5,977.4
R3 6,071.0 6,037.0 5,961.7
R2 6,014.0 6,014.0 5,956.5
R1 5,980.0 5,980.0 5,951.2 5,997.0
PP 5,957.0 5,957.0 5,957.0 5,965.5
S1 5,923.0 5,923.0 5,940.8 5,940.0
S2 5,900.0 5,900.0 5,935.6
S3 5,843.0 5,866.0 5,930.3
S4 5,786.0 5,809.0 5,914.7
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,382.7 6,316.8 6,029.9
R3 6,230.2 6,164.3 5,987.9
R2 6,077.7 6,077.7 5,974.0
R1 6,011.8 6,011.8 5,960.0 6,044.8
PP 5,925.2 5,925.2 5,925.2 5,941.6
S1 5,859.3 5,859.3 5,932.0 5,892.3
S2 5,772.7 5,772.7 5,918.0
S3 5,620.2 5,706.8 5,904.1
S4 5,467.7 5,554.3 5,862.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,991.0 5,838.5 152.5 2.6% 61.3 1.0% 70% True False 128,352
10 5,991.0 5,637.5 353.5 5.9% 69.0 1.2% 87% True False 133,390
20 5,991.0 5,460.5 530.5 8.9% 85.2 1.4% 92% True False 147,555
40 6,033.0 5,383.0 650.0 10.9% 108.3 1.8% 87% False False 170,127
60 6,100.5 5,383.0 717.5 12.1% 96.8 1.6% 78% False False 139,954
80 6,100.5 5,383.0 717.5 12.1% 98.2 1.7% 78% False False 105,292
100 6,100.5 5,324.0 776.5 13.1% 101.1 1.7% 80% False False 84,358
120 6,100.5 5,324.0 776.5 13.1% 99.4 1.7% 80% False False 70,562
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,233.3
2.618 6,140.2
1.618 6,083.2
1.000 6,048.0
0.618 6,026.2
HIGH 5,991.0
0.618 5,969.2
0.500 5,962.5
0.382 5,955.8
LOW 5,934.0
0.618 5,898.8
1.000 5,877.0
1.618 5,841.8
2.618 5,784.8
4.250 5,691.8
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 5,962.5 5,941.5
PP 5,957.0 5,937.0
S1 5,951.5 5,932.5

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

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