DAX Index Future September 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 5,932.0 6,057.0 125.0 2.1% 6,020.0
High 6,088.5 6,109.0 20.5 0.3% 6,057.0
Low 5,876.0 6,052.5 176.5 3.0% 5,836.5
Close 6,076.0 6,086.0 10.0 0.2% 5,955.0
Range 212.5 56.5 -156.0 -73.4% 220.5
ATR 119.3 114.9 -4.5 -3.8% 0.0
Volume 187,157 110,836 -76,321 -40.8% 738,049
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,252.0 6,225.5 6,117.1
R3 6,195.5 6,169.0 6,101.5
R2 6,139.0 6,139.0 6,096.4
R1 6,112.5 6,112.5 6,091.2 6,125.8
PP 6,082.5 6,082.5 6,082.5 6,089.1
S1 6,056.0 6,056.0 6,080.8 6,069.3
S2 6,026.0 6,026.0 6,075.6
S3 5,969.5 5,999.5 6,070.5
S4 5,913.0 5,943.0 6,054.9
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,611.0 6,503.5 6,076.3
R3 6,390.5 6,283.0 6,015.6
R2 6,170.0 6,170.0 5,995.4
R1 6,062.5 6,062.5 5,975.2 6,006.0
PP 5,949.5 5,949.5 5,949.5 5,921.3
S1 5,842.0 5,842.0 5,934.8 5,785.5
S2 5,729.0 5,729.0 5,914.6
S3 5,508.5 5,621.5 5,894.4
S4 5,288.0 5,401.0 5,833.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,109.0 5,816.0 293.0 4.8% 126.3 2.1% 92% True False 123,925
10 6,109.0 5,816.0 293.0 4.8% 112.5 1.8% 92% True False 119,105
20 6,391.5 5,816.0 575.5 9.5% 108.2 1.8% 47% False False 124,474
40 6,391.5 5,816.0 575.5 9.5% 109.0 1.8% 47% False False 124,570
60 6,391.5 5,805.0 586.5 9.6% 111.9 1.8% 48% False False 123,016
80 6,391.5 5,615.0 776.5 12.8% 120.5 2.0% 61% False False 92,556
100 6,391.5 5,593.5 798.0 13.1% 125.0 2.1% 62% False False 74,136
120 6,391.5 5,593.5 798.0 13.1% 114.1 1.9% 62% False False 62,010
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 False
Bear Hook False
Bull Hook False
Stretch 28.5
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 6,349.1
2.618 6,256.9
1.618 6,200.4
1.000 6,165.5
0.618 6,143.9
HIGH 6,109.0
0.618 6,087.4
0.500 6,080.8
0.382 6,074.1
LOW 6,052.5
0.618 6,017.6
1.000 5,996.0
1.618 5,961.1
2.618 5,904.6
4.250 5,812.4
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 6,084.3 6,044.8
PP 6,082.5 6,003.7
S1 6,080.8 5,962.5

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

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