DAX Index Future September 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 5,848.5 5,902.5 54.0 0.9% 6,100.0
High 6,002.5 6,053.5 51.0 0.8% 6,177.0
Low 5,846.5 5,853.0 6.5 0.1% 5,805.0
Close 5,928.0 5,988.0 60.0 1.0% 5,841.5
Range 156.0 200.5 44.5 28.5% 372.0
ATR 135.0 139.7 4.7 3.5% 0.0
Volume 161,359 157,501 -3,858 -2.4% 807,041
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 6,566.3 6,477.7 6,098.3
R3 6,365.8 6,277.2 6,043.1
R2 6,165.3 6,165.3 6,024.8
R1 6,076.7 6,076.7 6,006.4 6,121.0
PP 5,964.8 5,964.8 5,964.8 5,987.0
S1 5,876.2 5,876.2 5,969.6 5,920.5
S2 5,764.3 5,764.3 5,951.2
S3 5,563.8 5,675.7 5,932.9
S4 5,363.3 5,475.2 5,877.7
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 7,057.2 6,821.3 6,046.1
R3 6,685.2 6,449.3 5,943.8
R2 6,313.2 6,313.2 5,909.7
R1 6,077.3 6,077.3 5,875.6 6,009.3
PP 5,941.2 5,941.2 5,941.2 5,907.1
S1 5,705.3 5,705.3 5,807.4 5,637.3
S2 5,569.2 5,569.2 5,773.3
S3 5,197.2 5,333.3 5,739.2
S4 4,825.2 4,961.3 5,636.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,053.5 5,805.0 248.5 4.1% 146.8 2.5% 74% True False 161,620
10 6,279.0 5,805.0 474.0 7.9% 135.9 2.3% 39% False False 159,242
20 6,359.5 5,805.0 554.5 9.3% 122.2 2.0% 33% False False 114,088
40 6,359.5 5,615.0 744.5 12.4% 135.7 2.3% 50% False False 57,575
60 6,359.5 5,593.5 766.0 12.8% 135.3 2.3% 52% False False 38,538
80 6,359.5 5,593.5 766.0 12.8% 116.5 1.9% 52% False False 29,262
100 6,359.5 5,528.0 831.5 13.9% 106.1 1.8% 55% False False 23,475
120 6,359.5 5,419.0 940.5 15.7% 102.5 1.7% 60% False False 19,577
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 31.5
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6,905.6
2.618 6,578.4
1.618 6,377.9
1.000 6,254.0
0.618 6,177.4
HIGH 6,053.5
0.618 5,976.9
0.500 5,953.3
0.382 5,929.6
LOW 5,853.0
0.618 5,729.1
1.000 5,652.5
1.618 5,528.6
2.618 5,328.1
4.250 5,000.9
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 5,976.4 5,968.4
PP 5,964.8 5,948.8
S1 5,953.3 5,929.3

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

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