DAX Index Future December 2010


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 6,850.0 6,861.5 11.5 0.2% 6,887.5
High 6,875.0 6,910.5 35.5 0.5% 6,907.5
Low 6,781.5 6,687.0 -94.5 -1.4% 6,703.5
Close 6,857.0 6,720.5 -136.5 -2.0% 6,857.0
Range 93.5 223.5 130.0 139.0% 204.0
ATR 100.7 109.4 8.8 8.7% 0.0
Volume 151,127 233,240 82,113 54.3% 471,477
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 7,443.2 7,305.3 6,843.4
R3 7,219.7 7,081.8 6,782.0
R2 6,996.2 6,996.2 6,761.5
R1 6,858.3 6,858.3 6,741.0 6,815.5
PP 6,772.7 6,772.7 6,772.7 6,751.3
S1 6,634.8 6,634.8 6,700.0 6,592.0
S2 6,549.2 6,549.2 6,679.5
S3 6,325.7 6,411.3 6,659.0
S4 6,102.2 6,187.8 6,597.6
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 7,434.7 7,349.8 6,969.2
R3 7,230.7 7,145.8 6,913.1
R2 7,026.7 7,026.7 6,894.4
R1 6,941.8 6,941.8 6,875.7 6,882.3
PP 6,822.7 6,822.7 6,822.7 6,792.9
S1 6,737.8 6,737.8 6,838.3 6,678.3
S2 6,618.7 6,618.7 6,819.6
S3 6,414.7 6,533.8 6,800.9
S4 6,210.7 6,329.8 6,744.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,910.5 6,687.0 223.5 3.3% 140.0 2.1% 15% True True 140,943
10 6,910.5 6,654.5 256.0 3.8% 117.2 1.7% 26% True False 113,236
20 6,910.5 6,565.5 345.0 5.1% 102.1 1.5% 45% True False 103,607
40 6,910.5 6,118.5 792.0 11.8% 91.7 1.4% 76% True False 100,085
60 6,910.5 6,074.5 836.0 12.4% 92.1 1.4% 77% True False 99,215
80 6,910.5 5,830.0 1,080.5 16.1% 93.5 1.4% 82% True False 74,546
100 6,910.5 5,830.0 1,080.5 16.1% 95.1 1.4% 82% True False 59,707
120 6,910.5 5,818.0 1,092.5 16.3% 96.1 1.4% 83% True False 50,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.4
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 7,860.4
2.618 7,495.6
1.618 7,272.1
1.000 7,134.0
0.618 7,048.6
HIGH 6,910.5
0.618 6,825.1
0.500 6,798.8
0.382 6,772.4
LOW 6,687.0
0.618 6,548.9
1.000 6,463.5
1.618 6,325.4
2.618 6,101.9
4.250 5,737.1
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 6,798.8 6,798.8
PP 6,772.7 6,772.7
S1 6,746.6 6,746.6

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

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