DAX Index Future September 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 6,289.0 6,348.0 59.0 0.9% 6,213.0
High 6,376.5 6,387.5 11.0 0.2% 6,259.0
Low 6,267.5 6,324.0 56.5 0.9% 6,063.0
Close 6,342.5 6,342.0 -0.5 0.0% 6,167.0
Range 109.0 63.5 -45.5 -41.7% 196.0
ATR 118.7 114.8 -3.9 -3.3% 0.0
Volume 121,221 101,154 -20,067 -16.6% 608,880
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,541.7 6,505.3 6,376.9
R3 6,478.2 6,441.8 6,359.5
R2 6,414.7 6,414.7 6,353.6
R1 6,378.3 6,378.3 6,347.8 6,364.8
PP 6,351.2 6,351.2 6,351.2 6,344.4
S1 6,314.8 6,314.8 6,336.2 6,301.3
S2 6,287.7 6,287.7 6,330.4
S3 6,224.2 6,251.3 6,324.5
S4 6,160.7 6,187.8 6,307.1
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 6,387.5 6,063.0 324.5 5.1% 94.3 1.5% 86% True False 114,920
10 6,387.5 6,063.0 324.5 5.1% 97.1 1.5% 86% True False 116,872
20 6,387.5 5,911.5 476.0 7.5% 109.8 1.7% 90% True False 124,667
40 6,387.5 5,805.0 582.5 9.2% 113.7 1.8% 92% True False 122,287
60 6,387.5 5,615.0 772.5 12.2% 124.6 2.0% 94% True False 81,916
80 6,387.5 5,593.5 794.0 12.5% 129.1 2.0% 94% True False 61,552
100 6,387.5 5,593.5 794.0 12.5% 115.3 1.8% 94% True False 49,517
120 6,387.5 5,536.5 851.0 13.4% 107.0 1.7% 95% True False 41,333
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 23.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,657.4
2.618 6,553.7
1.618 6,490.2
1.000 6,451.0
0.618 6,426.7
HIGH 6,387.5
0.618 6,363.2
0.500 6,355.8
0.382 6,348.3
LOW 6,324.0
0.618 6,284.8
1.000 6,260.5
1.618 6,221.3
2.618 6,157.8
4.250 6,054.1
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 6,355.8 6,337.2
PP 6,351.2 6,332.3
S1 6,346.6 6,327.5

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

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