DAX Index Future June 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 5,962.5 5,997.5 35.0 0.6% 5,915.5
High 5,999.5 6,044.5 45.0 0.8% 5,997.0
Low 5,936.0 5,997.5 61.5 1.0% 5,846.5
Close 5,979.5 6,029.0 49.5 0.8% 5,953.5
Range 63.5 47.0 -16.5 -26.0% 150.5
ATR 82.2 81.0 -1.2 -1.5% 0.0
Volume 58,427 73,882 15,455 26.5% 42,028
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,164.7 6,143.8 6,054.9
R3 6,117.7 6,096.8 6,041.9
R2 6,070.7 6,070.7 6,037.6
R1 6,049.8 6,049.8 6,033.3 6,060.3
PP 6,023.7 6,023.7 6,023.7 6,028.9
S1 6,002.8 6,002.8 6,024.7 6,013.3
S2 5,976.7 5,976.7 6,020.4
S3 5,929.7 5,955.8 6,016.1
S4 5,882.7 5,908.8 6,003.2
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,383.8 6,319.2 6,036.3
R3 6,233.3 6,168.7 5,994.9
R2 6,082.8 6,082.8 5,981.1
R1 6,018.2 6,018.2 5,967.3 6,050.5
PP 5,932.3 5,932.3 5,932.3 5,948.5
S1 5,867.7 5,867.7 5,939.7 5,900.0
S2 5,781.8 5,781.8 5,925.9
S3 5,631.3 5,717.2 5,912.1
S4 5,480.8 5,566.7 5,870.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,044.5 5,907.0 137.5 2.3% 53.3 0.9% 89% True False 36,634
10 6,044.5 5,775.0 269.5 4.5% 59.4 1.0% 94% True False 20,081
20 6,044.5 5,527.0 517.5 8.6% 74.8 1.2% 97% True False 10,320
40 6,044.5 5,400.0 644.5 10.7% 94.2 1.6% 98% True False 5,395
60 6,107.5 5,400.0 707.5 11.7% 86.6 1.4% 89% False False 3,742
80 6,107.5 5,400.0 707.5 11.7% 85.6 1.4% 89% False False 3,091
100 6,107.5 5,330.5 777.0 12.9% 84.9 1.4% 90% False False 2,491
120 6,107.5 5,330.5 777.0 12.9% 80.6 1.3% 90% False False 2,109
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,244.3
2.618 6,167.5
1.618 6,120.5
1.000 6,091.5
0.618 6,073.5
HIGH 6,044.5
0.618 6,026.5
0.500 6,021.0
0.382 6,015.5
LOW 5,997.5
0.618 5,968.5
1.000 5,950.5
1.618 5,921.5
2.618 5,874.5
4.250 5,797.8
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 6,026.3 6,011.3
PP 6,023.7 5,993.5
S1 6,021.0 5,975.8

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

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