DAX Index Future June 2010

Trading Metrics calculated at close of trading on 20-Apr-2010

Day Change Summary
	Previous	Current
	19-Apr-2010	20-Apr-2010	Change	Change %	Previous Week
Open	6,165.0	6,194.0	29.0	0.5%	6,291.0
High	6,201.0	6,274.0	73.0	1.2%	6,316.5
Low	6,139.5	6,178.0	38.5	0.6%	6,168.0
Close	6,168.0	6,266.0	98.0	1.6%	6,189.0
Range	61.5	96.0	34.5	56.1%	148.5
ATR	77.5	79.6	2.0	2.6%	0.0
Volume	163,283	157,208	-6,075	-3.7%	730,358

Daily Pivots for day following 20-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,527.3	6,492.7	6,318.8
R3	6,431.3	6,396.7	6,292.4
R2	6,335.3	6,335.3	6,283.6
R1	6,300.7	6,300.7	6,274.8	6,318.0
PP	6,239.3	6,239.3	6,239.3	6,248.0
S1	6,204.7	6,204.7	6,257.2	6,222.0
S2	6,143.3	6,143.3	6,248.4
S3	6,047.3	6,108.7	6,239.6
S4	5,951.3	6,012.7	6,213.2

Weekly Pivots for week ending 16-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,670.0	6,578.0	6,270.7
R3	6,521.5	6,429.5	6,229.8
R2	6,373.0	6,373.0	6,216.2
R1	6,281.0	6,281.0	6,202.6	6,252.8
PP	6,224.5	6,224.5	6,224.5	6,210.4
S1	6,132.5	6,132.5	6,175.4	6,104.3
S2	6,076.0	6,076.0	6,161.8
S3	5,927.5	5,984.0	6,148.2
S4	5,779.0	5,835.5	6,107.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,316.5	6,139.5	177.0	2.8%	83.3	1.3%	71%	False	False	162,864
10	6,316.5	6,139.5	177.0	2.8%	74.5	1.2%	71%	False	False	141,536
20	6,316.5	5,917.5	399.0	6.4%	71.4	1.1%	87%	False	False	135,365
40	6,316.5	5,527.0	789.5	12.6%	71.7	1.1%	94%	False	False	78,556
60	6,316.5	5,400.0	916.5	14.6%	82.5	1.3%	94%	False	False	52,527
80	6,316.5	5,400.0	916.5	14.6%	82.4	1.3%	94%	False	False	39,486
100	6,316.5	5,400.0	916.5	14.6%	82.7	1.3%	94%	False	False	31,835
120	6,316.5	5,330.5	986.0	15.7%	81.4	1.3%	95%	False	False	26,546

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	17.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,682.0
2.618	6,525.3
1.618	6,429.3
1.000	6,370.0
0.618	6,333.3
HIGH	6,274.0
0.618	6,237.3
0.500	6,226.0
0.382	6,214.7
LOW	6,178.0
0.618	6,118.7
1.000	6,082.0
1.618	6,022.7
2.618	5,926.7
4.250	5,770.0

Fisher Pivots for day following 20-Apr-2010
Pivot	1 day	3 day
R1	6,252.7	6,252.3
PP	6,239.3	6,238.5
S1	6,226.0	6,224.8

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