DAX Index Future June 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 6,040.0 6,024.5 -15.5 -0.3% 5,904.5
High 6,042.0 6,024.5 -17.5 -0.3% 6,002.5
Low 6,020.0 5,969.5 -50.5 -0.8% 5,880.5
Close 6,019.0 5,969.0 -50.0 -0.8% 5,968.0
Range 22.0 55.0 33.0 150.0% 122.0
ATR 82.6 80.6 -2.0 -2.4% 0.0
Volume 307 101 -206 -67.1% 1,016
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,152.7 6,115.8 5,999.3
R3 6,097.7 6,060.8 5,984.1
R2 6,042.7 6,042.7 5,979.1
R1 6,005.8 6,005.8 5,974.0 5,996.8
PP 5,987.7 5,987.7 5,987.7 5,983.1
S1 5,950.8 5,950.8 5,964.0 5,941.8
S2 5,932.7 5,932.7 5,958.9
S3 5,877.7 5,895.8 5,953.9
S4 5,822.7 5,840.8 5,938.8
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,316.3 6,264.2 6,035.1
R3 6,194.3 6,142.2 6,001.6
R2 6,072.3 6,072.3 5,990.4
R1 6,020.2 6,020.2 5,979.2 6,046.3
PP 5,950.3 5,950.3 5,950.3 5,963.4
S1 5,898.2 5,898.2 5,956.8 5,924.3
S2 5,828.3 5,828.3 5,945.6
S3 5,706.3 5,776.2 5,934.5
S4 5,584.3 5,654.2 5,900.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,042.0 5,953.0 89.0 1.5% 41.6 0.7% 18% False False 300
10 6,042.0 5,787.0 255.0 4.3% 57.8 1.0% 71% False False 1,363
20 6,042.0 5,600.0 442.0 7.4% 72.8 1.2% 83% False False 1,250
40 6,042.0 5,330.5 711.5 11.9% 72.0 1.2% 90% False False 696
60 6,042.0 5,330.5 711.5 11.9% 73.8 1.2% 90% False False 516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,258.3
2.618 6,168.5
1.618 6,113.5
1.000 6,079.5
0.618 6,058.5
HIGH 6,024.5
0.618 6,003.5
0.500 5,997.0
0.382 5,990.5
LOW 5,969.5
0.618 5,935.5
1.000 5,914.5
1.618 5,880.5
2.618 5,825.5
4.250 5,735.8
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 5,997.0 6,005.8
PP 5,987.7 5,993.5
S1 5,978.3 5,981.3

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

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