DAX Index Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 5,968.0 5,996.0 28.0 0.5% 5,948.5
High 6,013.5 6,055.5 42.0 0.7% 6,051.0
Low 5,917.5 5,988.5 71.0 1.2% 5,907.0
Close 5,990.0 6,033.0 43.0 0.7% 5,986.0
Range 96.0 67.0 -29.0 -30.2% 144.0
ATR 80.4 79.4 -1.0 -1.2% 0.0
Volume 144,437 126,386 -18,051 -12.5% 385,126
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,226.7 6,196.8 6,069.9
R3 6,159.7 6,129.8 6,051.4
R2 6,092.7 6,092.7 6,045.3
R1 6,062.8 6,062.8 6,039.1 6,077.8
PP 6,025.7 6,025.7 6,025.7 6,033.1
S1 5,995.8 5,995.8 6,026.9 6,010.8
S2 5,958.7 5,958.7 6,020.7
S3 5,891.7 5,928.8 6,014.6
S4 5,824.7 5,861.8 5,996.2
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,413.3 6,343.7 6,065.2
R3 6,269.3 6,199.7 6,025.6
R2 6,125.3 6,125.3 6,012.4
R1 6,055.7 6,055.7 5,999.2 6,090.5
PP 5,981.3 5,981.3 5,981.3 5,998.8
S1 5,911.7 5,911.7 5,972.8 5,946.5
S2 5,837.3 5,837.3 5,959.6
S3 5,693.3 5,767.7 5,946.4
S4 5,549.3 5,623.7 5,906.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,055.5 5,917.5 138.0 2.3% 68.8 1.1% 84% True False 114,807
10 6,055.5 5,883.5 172.0 2.9% 64.2 1.1% 87% True False 68,536
20 6,055.5 5,527.0 528.5 8.8% 69.8 1.2% 96% True False 35,241
40 6,055.5 5,400.0 655.5 10.9% 86.7 1.4% 97% True False 17,865
60 6,107.5 5,400.0 707.5 11.7% 87.3 1.4% 89% False False 12,026
80 6,107.5 5,400.0 707.5 11.7% 86.2 1.4% 89% False False 9,330
100 6,107.5 5,330.5 777.0 12.9% 83.7 1.4% 90% False False 7,489
120 6,107.5 5,330.5 777.0 12.9% 81.6 1.4% 90% False False 6,271
Crabel Price Patterns
NR True
NR4 False
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 17.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,340.3
2.618 6,230.9
1.618 6,163.9
1.000 6,122.5
0.618 6,096.9
HIGH 6,055.5
0.618 6,029.9
0.500 6,022.0
0.382 6,014.1
LOW 5,988.5
0.618 5,947.1
1.000 5,921.5
1.618 5,880.1
2.618 5,813.1
4.250 5,703.8
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 6,029.3 6,017.5
PP 6,025.7 6,002.0
S1 6,022.0 5,986.5

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

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