DAX Index Future June 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 5,921.0 6,070.0 149.0 2.5% 5,818.5
High 6,040.0 6,104.5 64.5 1.1% 5,982.0
Low 5,868.0 6,028.5 160.5 2.7% 5,608.0
Close 5,983.5 6,049.5 66.0 1.1% 5,942.5
Range 172.0 76.0 -96.0 -55.8% 374.0
ATR 160.6 157.8 -2.8 -1.8% 0.0
Volume 166,544 125,652 -40,892 -24.6% 925,322
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 6,288.8 6,245.2 6,091.3
R3 6,212.8 6,169.2 6,070.4
R2 6,136.8 6,136.8 6,063.4
R1 6,093.2 6,093.2 6,056.5 6,077.0
PP 6,060.8 6,060.8 6,060.8 6,052.8
S1 6,017.2 6,017.2 6,042.5 6,001.0
S2 5,984.8 5,984.8 6,035.6
S3 5,908.8 5,941.2 6,028.6
S4 5,832.8 5,865.2 6,007.7
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 6,966.2 6,828.3 6,148.2
R3 6,592.2 6,454.3 6,045.4
R2 6,218.2 6,218.2 6,011.1
R1 6,080.3 6,080.3 5,976.8 6,149.3
PP 5,844.2 5,844.2 5,844.2 5,878.6
S1 5,706.3 5,706.3 5,908.2 5,775.3
S2 5,470.2 5,470.2 5,873.9
S3 5,096.2 5,332.3 5,839.7
S4 4,722.2 4,958.3 5,736.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,104.5 5,752.0 352.5 5.8% 125.2 2.1% 84% True False 129,559
10 6,104.5 5,608.0 496.5 8.2% 149.1 2.5% 89% True False 181,215
20 6,280.0 5,557.0 723.0 12.0% 175.6 2.9% 68% False False 219,526
40 6,347.0 5,557.0 790.0 13.1% 139.8 2.3% 62% False False 200,886
60 6,347.0 5,557.0 790.0 13.1% 114.8 1.9% 62% False False 164,322
80 6,347.0 5,469.0 878.0 14.5% 107.3 1.8% 66% False False 123,388
100 6,347.0 5,400.0 947.0 15.7% 109.5 1.8% 69% False False 98,815
120 6,347.0 5,400.0 947.0 15.7% 101.9 1.7% 69% False False 82,546
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 37.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,427.5
2.618 6,303.5
1.618 6,227.5
1.000 6,180.5
0.618 6,151.5
HIGH 6,104.5
0.618 6,075.5
0.500 6,066.5
0.382 6,057.5
LOW 6,028.5
0.618 5,981.5
1.000 5,952.5
1.618 5,905.5
2.618 5,829.5
4.250 5,705.5
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 6,066.5 6,028.4
PP 6,060.8 6,007.3
S1 6,055.2 5,986.3

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

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