DAX Index Future March 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	5,939.0	5,948.5	9.5	0.2%	5,910.0
High	5,954.0	5,992.0	38.0	0.6%	5,991.0
Low	5,898.0	5,929.0	31.0	0.5%	5,838.5
Close	5,909.5	5,972.0	62.5	1.1%	5,946.0
Range	56.0	63.0	7.0	12.5%	152.5
ATR	88.5	88.1	-0.4	-0.5%	0.0
Volume	127,949	169,887	41,938	32.8%	641,761

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,153.3	6,125.7	6,006.7
R3	6,090.3	6,062.7	5,989.3
R2	6,027.3	6,027.3	5,983.6
R1	5,999.7	5,999.7	5,977.8	6,013.5
PP	5,964.3	5,964.3	5,964.3	5,971.3
S1	5,936.7	5,936.7	5,966.2	5,950.5
S2	5,901.3	5,901.3	5,960.5
S3	5,838.3	5,873.7	5,954.7
S4	5,775.3	5,810.7	5,937.4

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	5,992.0	5,874.0	118.0	2.0%	61.3	1.0%	83%	True	False	139,401
10	5,992.0	5,750.5	241.5	4.0%	65.4	1.1%	92%	True	False	132,825
20	5,992.0	5,518.5	473.5	7.9%	79.7	1.3%	96%	True	False	144,517
40	6,004.5	5,383.0	621.5	10.4%	105.5	1.8%	95%	False	False	169,924
60	6,100.5	5,383.0	717.5	12.0%	95.9	1.6%	82%	False	False	144,700
80	6,100.5	5,383.0	717.5	12.0%	97.6	1.6%	82%	False	False	108,959
100	6,100.5	5,324.0	776.5	13.0%	100.4	1.7%	83%	False	False	87,323
120	6,100.5	5,324.0	776.5	13.0%	99.6	1.7%	83%	False	False	72,895

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	15.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,259.8
2.618	6,156.9
1.618	6,093.9
1.000	6,055.0
0.618	6,030.9
HIGH	5,992.0
0.618	5,967.9
0.500	5,960.5
0.382	5,953.1
LOW	5,929.0
0.618	5,890.1
1.000	5,866.0
1.618	5,827.1
2.618	5,764.1
4.250	5,661.3

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	5,968.2	5,963.0
PP	5,964.3	5,954.0
S1	5,960.5	5,945.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols