DAX Index Future December 2010


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 6,681.0 6,710.0 29.0 0.4% 6,753.5
High 6,767.5 6,820.5 53.0 0.8% 6,818.5
Low 6,625.5 6,685.0 59.5 0.9% 6,625.5
Close 6,739.5 6,790.0 50.5 0.7% 6,739.5
Range 142.0 135.5 -6.5 -4.6% 193.0
ATR 89.2 92.5 3.3 3.7% 0.0
Volume 0 146,251 146,251 415,453
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 7,171.7 7,116.3 6,864.5
R3 7,036.2 6,980.8 6,827.3
R2 6,900.7 6,900.7 6,814.8
R1 6,845.3 6,845.3 6,802.4 6,873.0
PP 6,765.2 6,765.2 6,765.2 6,779.0
S1 6,709.8 6,709.8 6,777.6 6,737.5
S2 6,629.7 6,629.7 6,765.2
S3 6,494.2 6,574.3 6,752.7
S4 6,358.7 6,438.8 6,715.5
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 7,306.8 7,216.2 6,845.7
R3 7,113.8 7,023.2 6,792.6
R2 6,920.8 6,920.8 6,774.9
R1 6,830.2 6,830.2 6,757.2 6,779.0
PP 6,727.8 6,727.8 6,727.8 6,702.3
S1 6,637.2 6,637.2 6,721.8 6,586.0
S2 6,534.8 6,534.8 6,704.1
S3 6,341.8 6,444.2 6,686.4
S4 6,148.8 6,251.2 6,633.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,820.5 6,625.5 195.0 2.9% 103.4 1.5% 84% True False 112,340
10 6,820.5 6,603.0 217.5 3.2% 89.1 1.3% 86% True False 94,218
20 6,820.5 6,463.0 357.5 5.3% 82.9 1.2% 91% True False 104,892
40 6,820.5 6,118.5 702.0 10.3% 91.8 1.4% 96% True False 108,557
60 6,820.5 5,830.0 990.5 14.6% 90.9 1.3% 97% True False 82,914
80 6,820.5 5,830.0 990.5 14.6% 91.2 1.3% 97% True False 62,262
100 6,820.5 5,818.0 1,002.5 14.8% 94.6 1.4% 97% True False 49,899
120 6,820.5 5,814.5 1,006.0 14.8% 97.5 1.4% 97% True False 42,037
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 19.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,396.4
2.618 7,175.2
1.618 7,039.7
1.000 6,956.0
0.618 6,904.2
HIGH 6,820.5
0.618 6,768.7
0.500 6,752.8
0.382 6,736.8
LOW 6,685.0
0.618 6,601.3
1.000 6,549.5
1.618 6,465.8
2.618 6,330.3
4.250 6,109.1
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 6,777.6 6,767.7
PP 6,765.2 6,745.3
S1 6,752.8 6,723.0

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

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