DAX Index Future December 2010


Trading Metrics calculated at close of trading on 05-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 05-Jul-2010 Change Change % Previous Week
Open 5,900.0 5,861.0 -39.0 -0.7% 6,112.5
High 5,948.5 5,876.5 -72.0 -1.2% 6,183.5
Low 5,818.0 5,823.0 5.0 0.1% 5,818.0
Close 5,850.5 5,839.0 -11.5 -0.2% 5,850.5
Range 130.5 53.5 -77.0 -59.0% 365.5
ATR 123.0 118.0 -5.0 -4.0% 0.0
Volume 280 376 96 34.3% 1,290
Daily Pivots for day following 05-Jul-2010
Classic Woodie Camarilla DeMark
R4 6,006.7 5,976.3 5,868.4
R3 5,953.2 5,922.8 5,853.7
R2 5,899.7 5,899.7 5,848.8
R1 5,869.3 5,869.3 5,843.9 5,857.8
PP 5,846.2 5,846.2 5,846.2 5,840.4
S1 5,815.8 5,815.8 5,834.1 5,804.3
S2 5,792.7 5,792.7 5,829.2
S3 5,739.2 5,762.3 5,824.3
S4 5,685.7 5,708.8 5,809.6
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 7,047.2 6,814.3 6,051.5
R3 6,681.7 6,448.8 5,951.0
R2 6,316.2 6,316.2 5,917.5
R1 6,083.3 6,083.3 5,884.0 6,017.0
PP 5,950.7 5,950.7 5,950.7 5,917.5
S1 5,717.8 5,717.8 5,817.0 5,651.5
S2 5,585.2 5,585.2 5,783.5
S3 5,219.7 5,352.3 5,750.0
S4 4,854.2 4,986.8 5,649.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,090.0 5,818.0 272.0 4.7% 104.9 1.8% 8% False False 301
10 6,308.5 5,818.0 490.5 8.4% 102.7 1.8% 4% False False 312
20 6,364.0 5,814.5 549.5 9.4% 104.9 1.8% 4% False False 2,596
40 6,364.0 5,625.0 739.0 12.7% 119.4 2.0% 29% False False 1,554
60 6,364.0 5,602.5 761.5 13.0% 116.8 2.0% 31% False False 1,127
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.3
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 6,103.9
2.618 6,016.6
1.618 5,963.1
1.000 5,930.0
0.618 5,909.6
HIGH 5,876.5
0.618 5,856.1
0.500 5,849.8
0.382 5,843.4
LOW 5,823.0
0.618 5,789.9
1.000 5,769.5
1.618 5,736.4
2.618 5,682.9
4.250 5,595.6
Fisher Pivots for day following 05-Jul-2010
Pivot 1 day 3 day
R1 5,849.8 5,889.3
PP 5,846.2 5,872.5
S1 5,842.6 5,855.8

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

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