DAX Index Future September 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 6,202.0 6,268.5 66.5 1.1% 6,175.0
High 6,226.0 6,293.0 67.0 1.1% 6,234.5
Low 6,183.5 6,232.0 48.5 0.8% 6,063.0
Close 6,217.5 6,264.5 47.0 0.8% 6,217.5
Range 42.5 61.0 18.5 43.5% 171.5
ATR 101.9 100.0 -1.9 -1.9% 0.0
Volume 107,641 146,012 38,371 35.6% 446,600
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,446.2 6,416.3 6,298.1
R3 6,385.2 6,355.3 6,281.3
R2 6,324.2 6,324.2 6,275.7
R1 6,294.3 6,294.3 6,270.1 6,278.8
PP 6,263.2 6,263.2 6,263.2 6,255.4
S1 6,233.3 6,233.3 6,258.9 6,217.8
S2 6,202.2 6,202.2 6,253.3
S3 6,141.2 6,172.3 6,247.7
S4 6,080.2 6,111.3 6,231.0
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,686.2 6,623.3 6,311.8
R3 6,514.7 6,451.8 6,264.7
R2 6,343.2 6,343.2 6,248.9
R1 6,280.3 6,280.3 6,233.2 6,311.8
PP 6,171.7 6,171.7 6,171.7 6,187.4
S1 6,108.8 6,108.8 6,201.8 6,140.3
S2 6,000.2 6,000.2 6,186.1
S3 5,828.7 5,937.3 6,170.3
S4 5,657.2 5,765.8 6,123.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,293.0 6,063.0 230.0 3.7% 79.0 1.3% 88% True False 109,066
10 6,293.0 5,816.0 477.0 7.6% 91.0 1.5% 94% True False 117,793
20 6,293.0 5,816.0 477.0 7.6% 99.1 1.6% 94% True False 118,550
40 6,391.5 5,816.0 575.5 9.2% 103.1 1.6% 78% False False 120,968
60 6,391.5 5,805.0 586.5 9.4% 109.0 1.7% 78% False False 128,110
80 6,391.5 5,615.0 776.5 12.4% 112.8 1.8% 84% False False 101,554
100 6,391.5 5,593.5 798.0 12.7% 123.6 2.0% 84% False False 81,360
120 6,391.5 5,593.5 798.0 12.7% 114.6 1.8% 84% False False 67,872
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 True
Bear Hook False
Bull Hook False
Stretch 20.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,552.3
2.618 6,452.7
1.618 6,391.7
1.000 6,354.0
0.618 6,330.7
HIGH 6,293.0
0.618 6,269.7
0.500 6,262.5
0.382 6,255.3
LOW 6,232.0
0.618 6,194.3
1.000 6,171.0
1.618 6,133.3
2.618 6,072.3
4.250 5,972.8
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 6,263.8 6,247.3
PP 6,263.2 6,230.0
S1 6,262.5 6,212.8

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

View Archives - Comment on this page... - Back to Index of Symbols