DAX Index Future December 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 6,265.0 6,323.0 58.0 0.9% 6,274.0
High 6,291.0 6,338.0 47.0 0.7% 6,338.0
Low 6,241.0 6,193.5 -47.5 -0.8% 6,193.5
Close 6,260.5 6,222.0 -38.5 -0.6% 6,222.0
Range 50.0 144.5 94.5 189.0% 144.5
ATR 85.9 90.1 4.2 4.9% 0.0
Volume 65,748 189,296 123,548 187.9% 448,868
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,684.7 6,597.8 6,301.5
R3 6,540.2 6,453.3 6,261.7
R2 6,395.7 6,395.7 6,248.5
R1 6,308.8 6,308.8 6,235.2 6,280.0
PP 6,251.2 6,251.2 6,251.2 6,236.8
S1 6,164.3 6,164.3 6,208.8 6,135.5
S2 6,106.7 6,106.7 6,195.5
S3 5,962.2 6,019.8 6,182.3
S4 5,817.7 5,875.3 6,142.5
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,684.7 6,597.8 6,301.5
R3 6,540.2 6,453.3 6,261.7
R2 6,395.7 6,395.7 6,248.5
R1 6,308.8 6,308.8 6,235.2 6,280.0
PP 6,251.2 6,251.2 6,251.2 6,236.8
S1 6,164.3 6,164.3 6,208.8 6,135.5
S2 6,106.7 6,106.7 6,195.5
S3 5,962.2 6,019.8 6,182.3
S4 5,817.7 5,875.3 6,142.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,338.0 6,193.5 144.5 2.3% 74.5 1.2% 20% True True 89,773
10 6,338.0 6,074.5 263.5 4.2% 72.0 1.2% 56% True False 49,639
20 6,338.0 5,830.0 508.0 8.2% 86.8 1.4% 77% True False 25,234
40 6,394.5 5,830.0 564.5 9.1% 89.4 1.4% 69% False False 12,766
60 6,394.5 5,818.0 576.5 9.3% 96.5 1.6% 70% False False 8,661
80 6,394.5 5,814.5 580.0 9.3% 99.8 1.6% 70% False False 7,176
100 6,394.5 5,602.5 792.0 12.7% 110.5 1.8% 78% False False 5,829
120 6,394.5 5,602.5 792.0 12.7% 103.1 1.7% 78% False False 4,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.5
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,952.1
2.618 6,716.3
1.618 6,571.8
1.000 6,482.5
0.618 6,427.3
HIGH 6,338.0
0.618 6,282.8
0.500 6,265.8
0.382 6,248.7
LOW 6,193.5
0.618 6,104.2
1.000 6,049.0
1.618 5,959.7
2.618 5,815.2
4.250 5,579.4
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 6,265.8 6,265.8
PP 6,251.2 6,251.2
S1 6,236.6 6,236.6

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

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