DAX Index Future September 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 6,185.5 6,295.5 110.0 1.8% 6,213.0
High 6,310.0 6,318.0 8.0 0.1% 6,259.0
Low 6,185.5 6,270.5 85.0 1.4% 6,063.0
Close 6,284.0 6,304.0 20.0 0.3% 6,167.0
Range 124.5 47.5 -77.0 -61.8% 196.0
ATR 125.0 119.5 -5.5 -4.4% 0.0
Volume 110,205 96,147 -14,058 -12.8% 608,880
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,440.0 6,419.5 6,330.1
R3 6,392.5 6,372.0 6,317.1
R2 6,345.0 6,345.0 6,312.7
R1 6,324.5 6,324.5 6,308.4 6,334.8
PP 6,297.5 6,297.5 6,297.5 6,302.6
S1 6,277.0 6,277.0 6,299.6 6,287.3
S2 6,250.0 6,250.0 6,295.3
S3 6,202.5 6,229.5 6,290.9
S4 6,155.0 6,182.0 6,277.9
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 6,318.0 6,063.0 255.0 4.0% 111.8 1.8% 95% True False 118,319
10 6,318.0 5,944.5 373.5 5.9% 112.2 1.8% 96% True False 124,918
20 6,318.0 5,853.0 465.0 7.4% 114.6 1.8% 97% True False 127,379
40 6,359.5 5,805.0 554.5 8.8% 116.6 1.8% 90% False False 116,836
60 6,359.5 5,615.0 744.5 11.8% 128.3 2.0% 93% False False 78,227
80 6,359.5 5,593.5 766.0 12.2% 128.3 2.0% 93% False False 58,782
100 6,359.5 5,593.5 766.0 12.2% 114.6 1.8% 93% False False 47,319
120 6,359.5 5,487.5 872.0 13.8% 106.6 1.7% 94% False False 39,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 26.7
Narrowest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 6,519.9
2.618 6,442.4
1.618 6,394.9
1.000 6,365.5
0.618 6,347.4
HIGH 6,318.0
0.618 6,299.9
0.500 6,294.3
0.382 6,288.6
LOW 6,270.5
0.618 6,241.1
1.000 6,223.0
1.618 6,193.6
2.618 6,146.1
4.250 6,068.6
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 6,300.8 6,266.2
PP 6,297.5 6,228.3
S1 6,294.3 6,190.5

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

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