DAX Index Future June 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 6,052.0 6,044.0 -8.0 -0.1% 6,040.0
High 6,072.5 6,058.0 -14.5 -0.2% 6,042.0
Low 6,030.0 6,018.0 -12.0 -0.2% 5,969.5
Close 6,046.0 6,046.0 0.0 0.0% 5,969.0
Range 42.5 40.0 -2.5 -5.9% 72.5
ATR 79.2 76.4 -2.8 -3.5% 0.0
Volume 282 87 -195 -69.1% 632
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,160.7 6,143.3 6,068.0
R3 6,120.7 6,103.3 6,057.0
R2 6,080.7 6,080.7 6,053.3
R1 6,063.3 6,063.3 6,049.7 6,072.0
PP 6,040.7 6,040.7 6,040.7 6,045.0
S1 6,023.3 6,023.3 6,042.3 6,032.0
S2 6,000.7 6,000.7 6,038.7
S3 5,960.7 5,983.3 6,035.0
S4 5,920.7 5,943.3 6,024.0
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,211.0 6,162.5 6,008.9
R3 6,138.5 6,090.0 5,988.9
R2 6,066.0 6,066.0 5,982.3
R1 6,017.5 6,017.5 5,975.6 6,005.5
PP 5,993.5 5,993.5 5,993.5 5,987.5
S1 5,945.0 5,945.0 5,962.4 5,933.0
S2 5,921.0 5,921.0 5,955.7
S3 5,848.5 5,872.5 5,949.1
S4 5,776.0 5,800.0 5,929.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,072.5 5,969.5 103.0 1.7% 44.2 0.7% 74% False False 202
10 6,072.5 5,835.0 237.5 3.9% 51.2 0.8% 89% False False 435
20 6,072.5 5,600.0 472.5 7.8% 66.6 1.1% 94% False False 1,230
40 6,072.5 5,423.0 649.5 10.7% 69.2 1.1% 96% False False 702
60 6,072.5 5,330.5 742.0 12.3% 74.9 1.2% 96% False False 515
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,228.0
2.618 6,162.7
1.618 6,122.7
1.000 6,098.0
0.618 6,082.7
HIGH 6,058.0
0.618 6,042.7
0.500 6,038.0
0.382 6,033.3
LOW 6,018.0
0.618 5,993.3
1.000 5,978.0
1.618 5,953.3
2.618 5,913.3
4.250 5,848.0
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 6,043.3 6,044.2
PP 6,040.7 6,042.3
S1 6,038.0 6,040.5

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

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