DAX Index Future December 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 6,516.5 6,499.5 -17.0 -0.3% 6,305.0
High 6,556.0 6,546.5 -9.5 -0.1% 6,523.5
Low 6,463.0 6,471.0 8.0 0.1% 6,230.0
Close 6,497.5 6,537.0 39.5 0.6% 6,490.5
Range 93.0 75.5 -17.5 -18.8% 293.5
ATR 96.3 94.8 -1.5 -1.5% 0.0
Volume 0 125,105 125,105 354,393
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,744.7 6,716.3 6,578.5
R3 6,669.2 6,640.8 6,557.8
R2 6,593.7 6,593.7 6,550.8
R1 6,565.3 6,565.3 6,543.9 6,579.5
PP 6,518.2 6,518.2 6,518.2 6,525.3
S1 6,489.8 6,489.8 6,530.1 6,504.0
S2 6,442.7 6,442.7 6,523.2
S3 6,367.2 6,414.3 6,516.2
S4 6,291.7 6,338.8 6,495.5
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 7,295.2 7,186.3 6,651.9
R3 7,001.7 6,892.8 6,571.2
R2 6,708.2 6,708.2 6,544.3
R1 6,599.3 6,599.3 6,517.4 6,653.8
PP 6,414.7 6,414.7 6,414.7 6,441.9
S1 6,305.8 6,305.8 6,463.6 6,360.3
S2 6,121.2 6,121.2 6,436.7
S3 5,827.7 6,012.3 6,409.8
S4 5,534.2 5,718.8 6,329.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,561.5 6,447.0 114.5 1.8% 76.7 1.2% 79% False False 76,244
10 6,561.5 6,230.0 331.5 5.1% 83.1 1.3% 93% False False 74,068
20 6,561.5 6,118.5 443.0 6.8% 99.8 1.5% 94% False False 103,114
40 6,561.5 5,830.0 731.5 11.2% 93.8 1.4% 97% False False 75,000
60 6,561.5 5,830.0 731.5 11.2% 94.2 1.4% 97% False False 50,107
80 6,561.5 5,818.0 743.5 11.4% 96.8 1.5% 97% False False 37,711
100 6,561.5 5,814.5 747.0 11.4% 99.1 1.5% 97% False False 30,709
120 6,561.5 5,602.5 959.0 14.7% 107.9 1.6% 97% False False 25,662
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,867.4
2.618 6,744.2
1.618 6,668.7
1.000 6,622.0
0.618 6,593.2
HIGH 6,546.5
0.618 6,517.7
0.500 6,508.8
0.382 6,499.8
LOW 6,471.0
0.618 6,424.3
1.000 6,395.5
1.618 6,348.8
2.618 6,273.3
4.250 6,150.1
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 6,527.6 6,528.8
PP 6,518.2 6,520.5
S1 6,508.8 6,512.3

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

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