DAX Index Future September 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 6,104.0 6,144.0 40.0 0.7% 5,977.0
High 6,182.0 6,234.5 52.5 0.8% 6,179.5
Low 6,063.0 6,132.5 69.5 1.1% 5,816.0
Close 6,169.0 6,214.0 45.0 0.7% 6,129.0
Range 119.0 102.0 -17.0 -14.3% 363.5
ATR 106.8 106.5 -0.3 -0.3% 0.0
Volume 160,586 131,092 -29,494 -18.4% 585,325
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,499.7 6,458.8 6,270.1
R3 6,397.7 6,356.8 6,242.1
R2 6,295.7 6,295.7 6,232.7
R1 6,254.8 6,254.8 6,223.4 6,275.3
PP 6,193.7 6,193.7 6,193.7 6,203.9
S1 6,152.8 6,152.8 6,204.7 6,173.3
S2 6,091.7 6,091.7 6,195.3
S3 5,989.7 6,050.8 6,186.0
S4 5,887.7 5,948.8 6,157.9
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 6,234.5 6,063.0 171.5 2.8% 83.5 1.3% 88% True False 94,256
10 6,234.5 5,816.0 418.5 6.7% 104.9 1.7% 95% True False 109,090
20 6,234.5 5,816.0 418.5 6.7% 104.1 1.7% 95% True False 117,840
40 6,391.5 5,816.0 575.5 9.3% 107.7 1.7% 69% False False 121,403
60 6,391.5 5,805.0 586.5 9.4% 109.7 1.8% 70% False False 127,696
80 6,391.5 5,615.0 776.5 12.5% 117.0 1.9% 77% False False 98,419
100 6,391.5 5,593.5 798.0 12.8% 125.2 2.0% 78% False False 78,827
120 6,391.5 5,593.5 798.0 12.8% 114.9 1.8% 78% False False 65,770
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 21.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,668.0
2.618 6,501.5
1.618 6,399.5
1.000 6,336.5
0.618 6,297.5
HIGH 6,234.5
0.618 6,195.5
0.500 6,183.5
0.382 6,171.5
LOW 6,132.5
0.618 6,069.5
1.000 6,030.5
1.618 5,967.5
2.618 5,865.5
4.250 5,699.0
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 6,203.8 6,192.3
PP 6,193.7 6,170.5
S1 6,183.5 6,148.8

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

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