DAX Index Future September 2010

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	6,120.5	6,185.5	65.0	1.1%	6,213.0
High	6,190.0	6,310.0	120.0	1.9%	6,259.0
Low	6,063.0	6,185.5	122.5	2.0%	6,063.0
Close	6,167.0	6,284.0	117.0	1.9%	6,167.0
Range	127.0	124.5	-2.5	-2.0%	196.0
ATR	123.6	125.0	1.4	1.1%	0.0
Volume	145,877	110,205	-35,672	-24.5%	608,880

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,633.3	6,583.2	6,352.5
R3	6,508.8	6,458.7	6,318.2
R2	6,384.3	6,384.3	6,306.8
R1	6,334.2	6,334.2	6,295.4	6,359.3
PP	6,259.8	6,259.8	6,259.8	6,272.4
S1	6,209.7	6,209.7	6,272.6	6,234.8
S2	6,135.3	6,135.3	6,261.2
S3	6,010.8	6,085.2	6,249.8
S4	5,886.3	5,960.7	6,215.5

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,751.0	6,655.0	6,274.8
R3	6,555.0	6,459.0	6,220.9
R2	6,359.0	6,359.0	6,202.9
R1	6,263.0	6,263.0	6,185.0	6,213.0
PP	6,163.0	6,163.0	6,163.0	6,138.0
S1	6,067.0	6,067.0	6,149.0	6,017.0
S2	5,967.0	5,967.0	6,131.1
S3	5,771.0	5,871.0	6,113.1
S4	5,575.0	5,675.0	6,059.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,310.0	6,063.0	247.0	3.9%	116.6	1.9%	89%	True	False	123,179
10	6,310.0	5,911.5	398.5	6.3%	121.8	1.9%	93%	True	False	130,578
20	6,310.0	5,846.5	463.5	7.4%	120.0	1.9%	94%	True	False	130,640
40	6,359.5	5,805.0	554.5	8.8%	118.5	1.9%	86%	False	False	114,555
60	6,359.5	5,615.0	744.5	11.8%	129.9	2.1%	90%	False	False	76,638
80	6,359.5	5,593.5	766.0	12.2%	128.6	2.0%	90%	False	False	57,584
100	6,359.5	5,593.5	766.0	12.2%	114.6	1.8%	90%	False	False	46,372
120	6,359.5	5,480.0	879.5	14.0%	106.9	1.7%	91%	False	False	38,680

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	26.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,839.1
2.618	6,635.9
1.618	6,511.4
1.000	6,434.5
0.618	6,386.9
HIGH	6,310.0
0.618	6,262.4
0.500	6,247.8
0.382	6,233.1
LOW	6,185.5
0.618	6,108.6
1.000	6,061.0
1.618	5,984.1
2.618	5,859.6
4.250	5,656.4

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	6,271.9	6,251.5
PP	6,259.8	6,219.0
S1	6,247.8	6,186.5

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