DAX Index Future June 2010

Trading Metrics calculated at close of trading on 22-Apr-2010

Day Change Summary
	Previous	Current
	21-Apr-2010	22-Apr-2010	Change	Change %	Previous Week
Open	6,288.5	6,234.0	-54.5	-0.9%	6,291.0
High	6,293.5	6,293.0	-0.5	0.0%	6,316.5
Low	6,223.0	6,145.5	-77.5	-1.2%	6,168.0
Close	6,236.0	6,185.0	-51.0	-0.8%	6,189.0
Range	70.5	147.5	77.0	109.2%	148.5
ATR	78.9	83.8	4.9	6.2%	0.0
Volume	151,281	229,397	78,116	51.6%	730,358

Daily Pivots for day following 22-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,650.3	6,565.2	6,266.1
R3	6,502.8	6,417.7	6,225.6
R2	6,355.3	6,355.3	6,212.0
R1	6,270.2	6,270.2	6,198.5	6,239.0
PP	6,207.8	6,207.8	6,207.8	6,192.3
S1	6,122.7	6,122.7	6,171.5	6,091.5
S2	6,060.3	6,060.3	6,158.0
S3	5,912.8	5,975.2	6,144.4
S4	5,765.3	5,827.7	6,103.9

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	6,310.0	6,139.5	170.5	2.8%	103.5	1.7%	27%	False	False	186,799
10	6,316.5	6,139.5	177.0	2.9%	81.8	1.3%	26%	False	False	154,707
20	6,316.5	5,970.5	346.0	5.6%	74.1	1.2%	62%	False	False	140,858
40	6,316.5	5,527.0	789.5	12.8%	71.9	1.2%	83%	False	False	88,050
60	6,316.5	5,400.0	916.5	14.8%	82.5	1.3%	86%	False	False	58,863
80	6,316.5	5,400.0	916.5	14.8%	84.0	1.4%	86%	False	False	44,234
100	6,316.5	5,400.0	916.5	14.8%	83.8	1.4%	86%	False	False	35,635
120	6,316.5	5,330.5	986.0	15.9%	82.1	1.3%	87%	False	False	29,717

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	22.7
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	6,919.9
2.618	6,679.2
1.618	6,531.7
1.000	6,440.5
0.618	6,384.2
HIGH	6,293.0
0.618	6,236.7
0.500	6,219.3
0.382	6,201.8
LOW	6,145.5
0.618	6,054.3
1.000	5,998.0
1.618	5,906.8
2.618	5,759.3
4.250	5,518.6

Fisher Pivots for day following 22-Apr-2010
Pivot	1 day	3 day
R1	6,219.3	6,219.5
PP	6,207.8	6,208.0
S1	6,196.4	6,196.5

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