DAX Index Future September 2010

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	6,057.0	6,097.0	40.0	0.7%	5,977.0
High	6,109.0	6,179.5	70.5	1.2%	6,179.5
Low	6,052.5	6,087.5	35.0	0.6%	5,816.0
Close	6,086.0	6,129.0	43.0	0.7%	6,129.0
Range	56.5	92.0	35.5	62.8%	363.5
ATR	114.9	113.3	-1.5	-1.3%	0.0
Volume	110,836	132,324	21,488	19.4%	585,325

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,408.0	6,360.5	6,179.6
R3	6,316.0	6,268.5	6,154.3
R2	6,224.0	6,224.0	6,145.9
R1	6,176.5	6,176.5	6,137.4	6,200.3
PP	6,132.0	6,132.0	6,132.0	6,143.9
S1	6,084.5	6,084.5	6,120.6	6,108.3
S2	6,040.0	6,040.0	6,112.1
S3	5,948.0	5,992.5	6,103.7
S4	5,856.0	5,900.5	6,078.4

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,132.0	6,994.0	6,328.9
R3	6,768.5	6,630.5	6,229.0
R2	6,405.0	6,405.0	6,195.6
R1	6,267.0	6,267.0	6,162.3	6,336.0
PP	6,041.5	6,041.5	6,041.5	6,076.0
S1	5,903.5	5,903.5	6,095.7	5,972.5
S2	5,678.0	5,678.0	6,062.4
S3	5,314.5	5,540.0	6,029.0
S4	4,951.0	5,176.5	5,929.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,179.5	5,816.0	363.5	5.9%	117.7	1.9%	86%	True	False	117,065
10	6,179.5	5,816.0	363.5	5.9%	110.7	1.8%	86%	True	False	132,337
20	6,374.0	5,816.0	558.0	9.1%	105.6	1.7%	56%	False	False	123,871
40	6,391.5	5,816.0	575.5	9.4%	109.8	1.8%	54%	False	False	125,513
60	6,391.5	5,805.0	586.5	9.6%	110.7	1.8%	55%	False	False	125,130
80	6,391.5	5,615.0	776.5	12.7%	120.7	2.0%	66%	False	False	94,207
100	6,391.5	5,593.5	798.0	13.0%	125.4	2.0%	67%	False	False	75,451
120	6,391.5	5,593.5	798.0	13.0%	114.4	1.9%	67%	False	False	63,077

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	26.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,570.5
2.618	6,420.4
1.618	6,328.4
1.000	6,271.5
0.618	6,236.4
HIGH	6,179.5
0.618	6,144.4
0.500	6,133.5
0.382	6,122.6
LOW	6,087.5
0.618	6,030.6
1.000	5,995.5
1.618	5,938.6
2.618	5,846.6
4.250	5,696.5

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	6,133.5	6,095.3
PP	6,132.0	6,061.5
S1	6,130.5	6,027.8

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