DAX Index Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 6,323.0 6,248.0 -75.0 -1.2% 6,274.0
High 6,338.0 6,327.5 -10.5 -0.2% 6,338.0
Low 6,193.5 6,227.5 34.0 0.5% 6,193.5
Close 6,222.0 6,299.0 77.0 1.2% 6,222.0
Range 144.5 100.0 -44.5 -30.8% 144.5
ATR 90.1 91.2 1.1 1.2% 0.0
Volume 189,296 128,101 -61,195 -32.3% 448,868
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,584.7 6,541.8 6,354.0
R3 6,484.7 6,441.8 6,326.5
R2 6,384.7 6,384.7 6,317.3
R1 6,341.8 6,341.8 6,308.2 6,363.3
PP 6,284.7 6,284.7 6,284.7 6,295.4
S1 6,241.8 6,241.8 6,289.8 6,263.3
S2 6,184.7 6,184.7 6,280.7
S3 6,084.7 6,141.8 6,271.5
S4 5,984.7 6,041.8 6,244.0
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% 82.4 1.3% 73% False False 109,681
10 6,338.0 6,074.5 263.5 4.2% 78.8 1.3% 85% False False 61,889
20 6,338.0 5,830.0 508.0 8.1% 89.1 1.4% 92% False False 31,627
40 6,394.5 5,830.0 564.5 9.0% 90.5 1.4% 83% False False 15,967
60 6,394.5 5,818.0 576.5 9.2% 96.5 1.5% 83% False False 10,793
80 6,394.5 5,814.5 580.0 9.2% 100.3 1.6% 84% False False 8,777
100 6,394.5 5,602.5 792.0 12.6% 110.5 1.8% 88% False False 7,109
120 6,394.5 5,602.5 792.0 12.6% 103.8 1.6% 88% False False 5,952
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 18.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,752.5
2.618 6,589.3
1.618 6,489.3
1.000 6,427.5
0.618 6,389.3
HIGH 6,327.5
0.618 6,289.3
0.500 6,277.5
0.382 6,265.7
LOW 6,227.5
0.618 6,165.7
1.000 6,127.5
1.618 6,065.7
2.618 5,965.7
4.250 5,802.5
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 6,291.8 6,287.9
PP 6,284.7 6,276.8
S1 6,277.5 6,265.8

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

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