DAX Index Future June 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 6,112.5 6,182.0 69.5 1.1% 6,288.5
High 6,207.5 6,206.0 -1.5 0.0% 6,347.0
Low 6,093.5 5,997.5 -96.0 -1.6% 6,032.5
Close 6,172.0 6,016.0 -156.0 -2.5% 6,130.5
Range 114.0 208.5 94.5 82.9% 314.5
ATR 102.8 110.3 7.6 7.4% 0.0
Volume 136,404 279,947 143,543 105.2% 1,073,339
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 6,698.7 6,565.8 6,130.7
R3 6,490.2 6,357.3 6,073.3
R2 6,281.7 6,281.7 6,054.2
R1 6,148.8 6,148.8 6,035.1 6,111.0
PP 6,073.2 6,073.2 6,073.2 6,054.3
S1 5,940.3 5,940.3 5,996.9 5,902.5
S2 5,864.7 5,864.7 5,977.8
S3 5,656.2 5,731.8 5,958.7
S4 5,447.7 5,523.3 5,901.3
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 7,113.5 6,936.5 6,303.5
R3 6,799.0 6,622.0 6,217.0
R2 6,484.5 6,484.5 6,188.2
R1 6,307.5 6,307.5 6,159.3 6,238.8
PP 6,170.0 6,170.0 6,170.0 6,135.6
S1 5,993.0 5,993.0 6,101.7 5,924.3
S2 5,855.5 5,855.5 6,072.8
S3 5,541.0 5,678.5 6,044.0
S4 5,226.5 5,364.0 5,957.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,218.0 5,997.5 220.5 3.7% 135.5 2.3% 8% False True 220,023
10 6,347.0 5,997.5 349.5 5.8% 130.2 2.2% 5% False True 205,224
20 6,347.0 5,997.5 349.5 5.8% 102.3 1.7% 5% False True 173,380
40 6,347.0 5,846.5 500.5 8.3% 83.0 1.4% 34% False False 129,667
60 6,347.0 5,433.0 914.0 15.2% 84.3 1.4% 64% False False 86,662
80 6,347.0 5,400.0 947.0 15.7% 92.4 1.5% 65% False False 65,103
100 6,347.0 5,400.0 947.0 15.7% 87.6 1.5% 65% False False 52,330
120 6,347.0 5,400.0 947.0 15.7% 84.3 1.4% 65% False False 43,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,092.1
2.618 6,751.9
1.618 6,543.4
1.000 6,414.5
0.618 6,334.9
HIGH 6,206.0
0.618 6,126.4
0.500 6,101.8
0.382 6,077.1
LOW 5,997.5
0.618 5,868.6
1.000 5,789.0
1.618 5,660.1
2.618 5,451.6
4.250 5,111.4
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 6,101.8 6,107.8
PP 6,073.2 6,077.2
S1 6,044.6 6,046.6

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

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