DAX Index Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 6,250.0 6,217.0 -33.0 -0.5% 6,332.5
High 6,304.0 6,234.0 -70.0 -1.1% 6,348.0
Low 6,195.0 6,118.5 -76.5 -1.2% 6,193.5
Close 6,212.0 6,147.0 -65.0 -1.0% 6,212.0
Range 109.0 115.5 6.5 6.0% 154.5
ATR 103.7 104.5 0.8 0.8% 0.0
Volume 198,160 144,925 -53,235 -26.9% 669,545
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,513.0 6,445.5 6,210.5
R3 6,397.5 6,330.0 6,178.8
R2 6,282.0 6,282.0 6,168.2
R1 6,214.5 6,214.5 6,157.6 6,190.5
PP 6,166.5 6,166.5 6,166.5 6,154.5
S1 6,099.0 6,099.0 6,136.4 6,075.0
S2 6,051.0 6,051.0 6,125.8
S3 5,935.5 5,983.5 6,115.2
S4 5,820.0 5,868.0 6,083.5
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,714.7 6,617.8 6,297.0
R3 6,560.2 6,463.3 6,254.5
R2 6,405.7 6,405.7 6,240.3
R1 6,308.8 6,308.8 6,226.2 6,280.0
PP 6,251.2 6,251.2 6,251.2 6,236.8
S1 6,154.3 6,154.3 6,197.8 6,125.5
S2 6,096.7 6,096.7 6,183.7
S3 5,942.2 5,999.8 6,169.5
S4 5,787.7 5,845.3 6,127.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,348.0 6,118.5 229.5 3.7% 120.5 2.0% 12% False True 142,810
10 6,349.5 6,118.5 231.0 3.8% 115.7 1.9% 12% False True 146,993
20 6,349.5 6,074.5 275.0 4.5% 97.2 1.6% 26% False False 104,441
40 6,353.0 5,830.0 523.0 8.5% 97.2 1.6% 61% False False 52,624
60 6,394.5 5,830.0 564.5 9.2% 98.4 1.6% 56% False False 35,202
80 6,394.5 5,818.0 576.5 9.4% 99.0 1.6% 57% False False 26,954
100 6,394.5 5,625.0 769.5 12.5% 105.1 1.7% 68% False False 21,766
120 6,394.5 5,602.5 792.0 12.9% 109.3 1.8% 69% False False 18,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 26.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,724.9
2.618 6,536.4
1.618 6,420.9
1.000 6,349.5
0.618 6,305.4
HIGH 6,234.0
0.618 6,189.9
0.500 6,176.3
0.382 6,162.6
LOW 6,118.5
0.618 6,047.1
1.000 6,003.0
1.618 5,931.6
2.618 5,816.1
4.250 5,627.6
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 6,176.3 6,233.3
PP 6,166.5 6,204.5
S1 6,156.8 6,175.8

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

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