DAX Index Future December 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 6,287.5 6,265.0 -22.5 -0.4% 6,181.0
High 6,296.0 6,291.0 -5.0 -0.1% 6,242.0
Low 6,236.5 6,241.0 4.5 0.1% 6,074.5
Close 6,277.5 6,260.5 -17.0 -0.3% 6,225.0
Range 59.5 50.0 -9.5 -16.0% 167.5
ATR 88.7 85.9 -2.8 -3.1% 0.0
Volume 106,017 65,748 -40,269 -38.0% 47,527
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,414.2 6,387.3 6,288.0
R3 6,364.2 6,337.3 6,274.3
R2 6,314.2 6,314.2 6,269.7
R1 6,287.3 6,287.3 6,265.1 6,275.8
PP 6,264.2 6,264.2 6,264.2 6,258.4
S1 6,237.3 6,237.3 6,255.9 6,225.8
S2 6,214.2 6,214.2 6,251.3
S3 6,164.2 6,187.3 6,246.8
S4 6,114.2 6,137.3 6,233.0
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,683.0 6,621.5 6,317.1
R3 6,515.5 6,454.0 6,271.1
R2 6,348.0 6,348.0 6,255.7
R1 6,286.5 6,286.5 6,240.4 6,317.3
PP 6,180.5 6,180.5 6,180.5 6,195.9
S1 6,119.0 6,119.0 6,209.6 6,149.8
S2 6,013.0 6,013.0 6,194.3
S3 5,845.5 5,951.5 6,178.9
S4 5,678.0 5,784.0 6,132.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,300.5 6,194.0 106.5 1.7% 52.8 0.8% 62% False False 56,101
10 6,300.5 6,074.5 226.0 3.6% 66.3 1.1% 82% False False 30,758
20 6,300.5 5,830.0 470.5 7.5% 84.4 1.3% 91% False False 15,786
40 6,394.5 5,830.0 564.5 9.0% 87.4 1.4% 76% False False 8,048
60 6,394.5 5,818.0 576.5 9.2% 95.6 1.5% 77% False False 5,511
80 6,394.5 5,814.5 580.0 9.3% 98.9 1.6% 77% False False 4,822
100 6,394.5 5,602.5 792.0 12.7% 109.9 1.8% 83% False False 3,939
120 6,394.5 5,602.5 792.0 12.7% 102.2 1.6% 83% False False 3,308
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 15.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,503.5
2.618 6,421.9
1.618 6,371.9
1.000 6,341.0
0.618 6,321.9
HIGH 6,291.0
0.618 6,271.9
0.500 6,266.0
0.382 6,260.1
LOW 6,241.0
0.618 6,210.1
1.000 6,191.0
1.618 6,160.1
2.618 6,110.1
4.250 6,028.5
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 6,266.0 6,266.8
PP 6,264.2 6,264.7
S1 6,262.3 6,262.6

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

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