DAX Index Future September 2010

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	6,089.0	5,967.0	-122.0	-2.0%	6,304.0
High	6,089.0	6,009.0	-80.0	-1.3%	6,359.5
Low	5,932.5	5,902.5	-30.0	-0.5%	6,046.0
Close	5,971.5	5,961.5	-10.0	-0.2%	6,080.0
Range	156.5	106.5	-50.0	-31.9%	313.5
ATR	134.5	132.5	-2.0	-1.5%	0.0
Volume	176,257	147,551	-28,706	-16.3%	733,827

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,277.2	6,225.8	6,020.1
R3	6,170.7	6,119.3	5,990.8
R2	6,064.2	6,064.2	5,981.0
R1	6,012.8	6,012.8	5,971.3	5,985.3
PP	5,957.7	5,957.7	5,957.7	5,943.9
S1	5,906.3	5,906.3	5,951.7	5,878.8
S2	5,851.2	5,851.2	5,942.0
S3	5,744.7	5,799.8	5,932.2
S4	5,638.2	5,693.3	5,902.9

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,102.3	6,904.7	6,252.4
R3	6,788.8	6,591.2	6,166.2
R2	6,475.3	6,475.3	6,137.5
R1	6,277.7	6,277.7	6,108.7	6,219.8
PP	6,161.8	6,161.8	6,161.8	6,132.9
S1	5,964.2	5,964.2	6,051.3	5,906.3
S2	5,848.3	5,848.3	6,022.5
S3	5,534.8	5,650.7	5,993.8
S4	5,221.3	5,337.2	5,907.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,252.0	5,902.5	349.5	5.9%	127.3	2.1%	17%	False	True	155,351
10	6,359.5	5,902.5	457.0	7.7%	110.9	1.9%	13%	False	True	142,797
20	6,359.5	5,807.0	552.5	9.3%	119.0	2.0%	28%	False	False	81,477
40	6,359.5	5,593.5	766.0	12.8%	144.4	2.4%	48%	False	False	41,119
60	6,359.5	5,593.5	766.0	12.8%	128.8	2.2%	48%	False	False	27,549
80	6,359.5	5,593.5	766.0	12.8%	111.7	1.9%	48%	False	False	21,047
100	6,359.5	5,480.0	879.5	14.8%	103.0	1.7%	55%	False	False	16,873
120	6,359.5	5,419.0	940.5	15.8%	98.7	1.7%	58%	False	False	14,078

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	27.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,461.6
2.618	6,287.8
1.618	6,181.3
1.000	6,115.5
0.618	6,074.8
HIGH	6,009.0
0.618	5,968.3
0.500	5,955.8
0.382	5,943.2
LOW	5,902.5
0.618	5,836.7
1.000	5,796.0
1.618	5,730.2
2.618	5,623.7
4.250	5,449.9

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	5,959.6	6,039.8
PP	5,957.7	6,013.7
S1	5,955.8	5,987.6

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