DAX Index Future December 2010


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 6,525.0 6,614.0 89.0 1.4% 6,476.0
High 6,631.5 6,633.0 1.5 0.0% 6,633.0
Low 6,514.0 6,595.5 81.5 1.3% 6,463.0
Close 6,613.0 6,614.0 1.0 0.0% 6,614.0
Range 117.5 37.5 -80.0 -68.1% 170.0
ATR 96.4 92.2 -4.2 -4.4% 0.0
Volume 161,219 95,191 -66,028 -41.0% 500,792
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,726.7 6,707.8 6,634.6
R3 6,689.2 6,670.3 6,624.3
R2 6,651.7 6,651.7 6,620.9
R1 6,632.8 6,632.8 6,617.4 6,632.8
PP 6,614.2 6,614.2 6,614.2 6,614.1
S1 6,595.3 6,595.3 6,610.6 6,595.3
S2 6,576.7 6,576.7 6,607.1
S3 6,539.2 6,557.8 6,603.7
S4 6,501.7 6,520.3 6,593.4
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 7,080.0 7,017.0 6,707.5
R3 6,910.0 6,847.0 6,660.8
R2 6,740.0 6,740.0 6,645.2
R1 6,677.0 6,677.0 6,629.6 6,708.5
PP 6,570.0 6,570.0 6,570.0 6,585.8
S1 6,507.0 6,507.0 6,598.4 6,538.5
S2 6,400.0 6,400.0 6,582.8
S3 6,230.0 6,337.0 6,567.3
S4 6,060.0 6,167.0 6,520.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,633.0 6,463.0 170.0 2.6% 83.6 1.3% 89% True False 100,158
10 6,633.0 6,230.0 403.0 6.1% 82.7 1.3% 95% True False 85,518
20 6,633.0 6,118.5 514.5 7.8% 92.2 1.4% 96% True False 98,525
40 6,633.0 5,830.0 803.0 12.1% 92.9 1.4% 98% True False 81,360
60 6,633.0 5,830.0 803.0 12.1% 92.6 1.4% 98% True False 54,374
80 6,633.0 5,823.0 810.0 12.2% 95.7 1.4% 98% True False 40,906
100 6,633.0 5,814.5 818.5 12.4% 97.8 1.5% 98% True False 33,255
120 6,633.0 5,625.0 1,008.0 15.2% 103.7 1.6% 98% True False 27,791
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 21.2
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 6,792.4
2.618 6,731.2
1.618 6,693.7
1.000 6,670.5
0.618 6,656.2
HIGH 6,633.0
0.618 6,618.7
0.500 6,614.3
0.382 6,609.8
LOW 6,595.5
0.618 6,572.3
1.000 6,558.0
1.618 6,534.8
2.618 6,497.3
4.250 6,436.1
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 6,614.3 6,593.3
PP 6,614.2 6,572.7
S1 6,614.1 6,552.0

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

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