DAX Index Future September 2010

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	6,206.5	6,191.0	-15.5	-0.2%	5,870.0
High	6,223.5	6,249.0	25.5	0.4%	6,095.0
Low	6,148.5	6,171.5	23.0	0.4%	5,807.0
Close	6,197.0	6,224.0	27.0	0.4%	6,047.5
Range	75.0	77.5	2.5	3.3%	288.0
ATR	142.1	137.5	-4.6	-3.2%	0.0
Volume	70,567	90,013	19,446	27.6%	36,193

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,447.3	6,413.2	6,266.6
R3	6,369.8	6,335.7	6,245.3
R2	6,292.3	6,292.3	6,238.2
R1	6,258.2	6,258.2	6,231.1	6,275.3
PP	6,214.8	6,214.8	6,214.8	6,223.4
S1	6,180.7	6,180.7	6,216.9	6,197.8
S2	6,137.3	6,137.3	6,209.8
S3	6,059.8	6,103.2	6,202.7
S4	5,982.3	6,025.7	6,181.4

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,847.2	6,735.3	6,205.9
R3	6,559.2	6,447.3	6,126.7
R2	6,271.2	6,271.2	6,100.3
R1	6,159.3	6,159.3	6,073.9	6,215.3
PP	5,983.2	5,983.2	5,983.2	6,011.1
S1	5,871.3	5,871.3	6,021.1	5,927.3
S2	5,695.2	5,695.2	5,994.7
S3	5,407.2	5,583.3	5,968.3
S4	5,119.2	5,295.3	5,889.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,249.0	5,991.0	258.0	4.1%	92.9	1.5%	90%	True	False	55,012
10	6,249.0	5,807.0	442.0	7.1%	128.3	2.1%	94%	True	False	29,078
20	6,249.0	5,615.0	634.0	10.2%	129.7	2.1%	96%	True	False	14,995
40	6,348.5	5,593.5	755.0	12.1%	146.8	2.4%	84%	False	False	7,769
60	6,348.5	5,593.5	755.0	12.1%	120.4	1.9%	84%	False	False	5,341
80	6,348.5	5,536.5	812.0	13.0%	105.9	1.7%	85%	False	False	4,345
100	6,348.5	5,419.0	929.5	14.9%	99.9	1.6%	87%	False	False	3,506

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,578.4
2.618	6,451.9
1.618	6,374.4
1.000	6,326.5
0.618	6,296.9
HIGH	6,249.0
0.618	6,219.4
0.500	6,210.3
0.382	6,201.1
LOW	6,171.5
0.618	6,123.6
1.000	6,094.0
1.618	6,046.1
2.618	5,968.6
4.250	5,842.1

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	6,219.4	6,204.7
PP	6,214.8	6,185.3
S1	6,210.3	6,166.0

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