DAX Index Future September 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 6,280.5 6,254.5 -26.0 -0.4% 6,175.0
High 6,288.5 6,282.0 -6.5 -0.1% 6,234.5
Low 6,228.5 6,232.0 3.5 0.1% 6,063.0
Close 6,268.0 6,251.5 -16.5 -0.3% 6,217.5
Range 60.0 50.0 -10.0 -16.7% 171.5
ATR 94.4 91.3 -3.2 -3.4% 0.0
Volume 217,171 148,947 -68,224 -31.4% 446,600
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,405.2 6,378.3 6,279.0
R3 6,355.2 6,328.3 6,265.3
R2 6,305.2 6,305.2 6,260.7
R1 6,278.3 6,278.3 6,256.1 6,266.8
PP 6,255.2 6,255.2 6,255.2 6,249.4
S1 6,228.3 6,228.3 6,246.9 6,216.8
S2 6,205.2 6,205.2 6,242.3
S3 6,155.2 6,178.3 6,237.8
S4 6,105.2 6,128.3 6,224.0
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 6,183.5 109.5 1.8% 54.5 0.9% 62% False False 163,833
10 6,293.0 6,063.0 230.0 3.7% 69.0 1.1% 82% False False 129,045
20 6,293.0 5,816.0 477.0 7.6% 90.7 1.5% 91% False False 124,075
40 6,391.5 5,816.0 575.5 9.2% 95.6 1.5% 76% False False 123,716
60 6,391.5 5,805.0 586.5 9.4% 106.4 1.7% 76% False False 130,495
80 6,391.5 5,765.5 626.0 10.0% 110.2 1.8% 78% False False 108,584
100 6,391.5 5,593.5 798.0 12.8% 121.2 1.9% 82% False False 86,995
120 6,391.5 5,593.5 798.0 12.8% 114.6 1.8% 82% False False 72,561
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 15.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,494.5
2.618 6,412.9
1.618 6,362.9
1.000 6,332.0
0.618 6,312.9
HIGH 6,282.0
0.618 6,262.9
0.500 6,257.0
0.382 6,251.1
LOW 6,232.0
0.618 6,201.1
1.000 6,182.0
1.618 6,151.1
2.618 6,101.1
4.250 6,019.5
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 6,257.0 6,259.3
PP 6,255.2 6,256.7
S1 6,253.3 6,254.1

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

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