DAX Index Future June 2010

Trading Metrics calculated at close of trading on 06-Apr-2010

Day Change Summary
	Previous	Current
	01-Apr-2010	06-Apr-2010	Change	Change %	Previous Week
Open	6,194.0	6,260.0	66.0	1.1%	6,145.5
High	6,249.0	6,273.5	24.5	0.4%	6,249.0
Low	6,183.5	6,220.5	37.0	0.6%	6,115.0
Close	6,229.5	6,253.0	23.5	0.4%	6,229.5
Range	65.5	53.0	-12.5	-19.1%	134.0
ATR	77.7	75.9	-1.8	-2.3%	0.0
Volume	119,540	95,659	-23,881	-20.0%	473,103

Daily Pivots for day following 06-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,408.0	6,383.5	6,282.2
R3	6,355.0	6,330.5	6,267.6
R2	6,302.0	6,302.0	6,262.7
R1	6,277.5	6,277.5	6,257.9	6,263.3
PP	6,249.0	6,249.0	6,249.0	6,241.9
S1	6,224.5	6,224.5	6,248.1	6,210.3
S2	6,196.0	6,196.0	6,243.3
S3	6,143.0	6,171.5	6,238.4
S4	6,090.0	6,118.5	6,223.9

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,599.8	6,548.7	6,303.2
R3	6,465.8	6,414.7	6,266.4
R2	6,331.8	6,331.8	6,254.1
R1	6,280.7	6,280.7	6,241.8	6,306.3
PP	6,197.8	6,197.8	6,197.8	6,210.6
S1	6,146.7	6,146.7	6,217.2	6,172.3
S2	6,063.8	6,063.8	6,204.9
S3	5,929.8	6,012.7	6,192.7
S4	5,795.8	5,878.7	6,155.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,273.5	6,115.0	158.5	2.5%	59.2	0.9%	87%	True	False	113,752
10	6,273.5	5,917.5	356.0	5.7%	68.3	1.1%	94%	True	False	129,195
20	6,273.5	5,846.5	427.0	6.8%	63.6	1.0%	95%	True	False	85,955
40	6,273.5	5,433.0	840.5	13.4%	75.2	1.2%	98%	True	False	43,303
60	6,273.5	5,400.0	873.5	14.0%	89.1	1.4%	98%	True	False	29,011
80	6,273.5	5,400.0	873.5	14.0%	84.0	1.3%	98%	True	False	22,068
100	6,273.5	5,400.0	873.5	14.0%	80.7	1.3%	98%	True	False	17,693
120	6,273.5	5,330.5	943.0	15.1%	82.5	1.3%	98%	True	False	14,768

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	16.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,498.8
2.618	6,412.3
1.618	6,359.3
1.000	6,326.5
0.618	6,306.3
HIGH	6,273.5
0.618	6,253.3
0.500	6,247.0
0.382	6,240.7
LOW	6,220.5
0.618	6,187.7
1.000	6,167.5
1.618	6,134.7
2.618	6,081.7
4.250	5,995.3

Fisher Pivots for day following 06-Apr-2010
Pivot	1 day	3 day
R1	6,251.0	6,233.4
PP	6,249.0	6,213.8
S1	6,247.0	6,194.3

Download as Excel Spreadsheet

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

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