DAX Index Future June 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 6,080.0 6,055.5 -24.5 -0.4% 6,008.5
High 6,107.5 6,055.5 -52.0 -0.9% 6,072.5
Low 6,050.0 5,938.0 -112.0 -1.9% 5,982.0
Close 6,048.0 5,962.0 -86.0 -1.4% 6,054.5
Range 57.5 117.5 60.0 104.3% 90.5
ATR 75.0 78.1 3.0 4.0% 0.0
Volume 202 768 566 280.2% 1,418
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,337.7 6,267.3 6,026.6
R3 6,220.2 6,149.8 5,994.3
R2 6,102.7 6,102.7 5,983.5
R1 6,032.3 6,032.3 5,972.8 6,008.8
PP 5,985.2 5,985.2 5,985.2 5,973.4
S1 5,914.8 5,914.8 5,951.2 5,891.3
S2 5,867.7 5,867.7 5,940.5
S3 5,750.2 5,797.3 5,929.7
S4 5,632.7 5,679.8 5,897.4
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,307.8 6,271.7 6,104.3
R3 6,217.3 6,181.2 6,079.4
R2 6,126.8 6,126.8 6,071.1
R1 6,090.7 6,090.7 6,062.8 6,108.8
PP 6,036.3 6,036.3 6,036.3 6,045.4
S1 6,000.2 6,000.2 6,046.2 6,018.3
S2 5,945.8 5,945.8 6,037.9
S3 5,855.3 5,909.7 6,029.6
S4 5,764.8 5,819.2 6,004.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,107.5 5,938.0 169.5 2.8% 73.4 1.2% 14% False True 374
10 6,107.5 5,938.0 169.5 2.8% 58.8 1.0% 14% False True 302
20 6,107.5 5,656.5 451.0 7.6% 63.6 1.1% 68% False False 1,212
40 6,107.5 5,524.5 583.0 9.8% 71.2 1.2% 75% False False 738
60 6,107.5 5,330.5 777.0 13.0% 77.2 1.3% 81% False False 539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.8
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6,554.9
2.618 6,363.1
1.618 6,245.6
1.000 6,173.0
0.618 6,128.1
HIGH 6,055.5
0.618 6,010.6
0.500 5,996.8
0.382 5,982.9
LOW 5,938.0
0.618 5,865.4
1.000 5,820.5
1.618 5,747.9
2.618 5,630.4
4.250 5,438.6
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 5,996.8 6,022.8
PP 5,985.2 6,002.5
S1 5,973.6 5,982.3

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

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