DAX Index Future December 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 6,313.0 6,263.5 -49.5 -0.8% 6,274.0
High 6,314.0 6,274.0 -40.0 -0.6% 6,338.0
Low 6,201.5 6,136.5 -65.0 -1.0% 6,193.5
Close 6,221.0 6,186.0 -35.0 -0.6% 6,222.0
Range 112.5 137.5 25.0 22.2% 144.5
ATR 91.6 94.9 3.3 3.6% 0.0
Volume 162,934 179,326 16,392 10.1% 448,868
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,611.3 6,536.2 6,261.6
R3 6,473.8 6,398.7 6,223.8
R2 6,336.3 6,336.3 6,211.2
R1 6,261.2 6,261.2 6,198.6 6,230.0
PP 6,198.8 6,198.8 6,198.8 6,183.3
S1 6,123.7 6,123.7 6,173.4 6,092.5
S2 6,061.3 6,061.3 6,160.8
S3 5,923.8 5,986.2 6,148.2
S4 5,786.3 5,848.7 6,110.4
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 6,349.5 6,136.5 213.0 3.4% 113.8 1.8% 23% False True 160,800
10 6,349.5 6,136.5 213.0 3.4% 83.3 1.3% 23% False True 108,450
20 6,349.5 5,830.0 519.5 8.4% 91.0 1.5% 69% False False 55,839
40 6,394.5 5,830.0 564.5 9.1% 91.3 1.5% 63% False False 28,081
60 6,394.5 5,818.0 576.5 9.3% 96.2 1.6% 64% False False 18,889
80 6,394.5 5,814.5 580.0 9.4% 99.8 1.6% 64% False False 14,831
100 6,394.5 5,625.0 769.5 12.4% 106.6 1.7% 73% False False 11,962
120 6,394.5 5,602.5 792.0 12.8% 105.5 1.7% 74% False False 10,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,858.4
2.618 6,634.0
1.618 6,496.5
1.000 6,411.5
0.618 6,359.0
HIGH 6,274.0
0.618 6,221.5
0.500 6,205.3
0.382 6,189.0
LOW 6,136.5
0.618 6,051.5
1.000 5,999.0
1.618 5,914.0
2.618 5,776.5
4.250 5,552.1
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 6,205.3 6,243.0
PP 6,198.8 6,224.0
S1 6,192.4 6,205.0

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

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