DAX Index Future December 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 6,649.5 6,613.0 -36.5 -0.5% 6,476.0
High 6,656.0 6,639.0 -17.0 -0.3% 6,633.0
Low 6,588.0 6,562.5 -25.5 -0.4% 6,463.0
Close 6,633.0 6,580.0 -53.0 -0.8% 6,614.0
Range 68.0 76.5 8.5 12.5% 170.0
ATR 89.0 88.1 -0.9 -1.0% 0.0
Volume 126,350 145,073 18,723 14.8% 500,792
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,823.3 6,778.2 6,622.1
R3 6,746.8 6,701.7 6,601.0
R2 6,670.3 6,670.3 6,594.0
R1 6,625.2 6,625.2 6,587.0 6,609.5
PP 6,593.8 6,593.8 6,593.8 6,586.0
S1 6,548.7 6,548.7 6,573.0 6,533.0
S2 6,517.3 6,517.3 6,566.0
S3 6,440.8 6,472.2 6,559.0
S4 6,364.3 6,395.7 6,537.9
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 6,684.0 6,514.0 170.0 2.6% 69.7 1.1% 39% False False 126,615
10 6,684.0 6,447.0 237.0 3.6% 73.2 1.1% 56% False False 101,430
20 6,684.0 6,118.5 565.5 8.6% 87.7 1.3% 82% False False 103,631
40 6,684.0 6,063.5 620.5 9.4% 87.3 1.3% 83% False False 90,712
60 6,684.0 5,830.0 854.0 13.0% 91.5 1.4% 88% False False 60,642
80 6,684.0 5,830.0 854.0 13.0% 93.1 1.4% 88% False False 45,601
100 6,684.0 5,818.0 866.0 13.2% 96.1 1.5% 88% False False 36,969
120 6,684.0 5,625.0 1,059.0 16.1% 102.2 1.6% 90% False False 30,918
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 20.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,964.1
2.618 6,839.3
1.618 6,762.8
1.000 6,715.5
0.618 6,686.3
HIGH 6,639.0
0.618 6,609.8
0.500 6,600.8
0.382 6,591.7
LOW 6,562.5
0.618 6,515.2
1.000 6,486.0
1.618 6,438.7
2.618 6,362.2
4.250 6,237.4
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 6,600.8 6,623.3
PP 6,593.8 6,608.8
S1 6,586.9 6,594.4

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

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