DAX Index Future December 2010

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	7,006.0	7,012.0	6.0	0.1%	6,969.0
High	7,031.5	7,035.0	3.5	0.0%	7,043.5
Low	6,964.5	6,990.0	25.5	0.4%	6,927.5
Close	7,023.0	7,023.0	0.0	0.0%	7,002.5
Range	67.0	45.0	-22.0	-32.8%	116.0
ATR	88.3	85.2	-3.1	-3.5%	0.0
Volume	235,531	176,805	-58,726	-24.9%	574,101

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,151.0	7,132.0	7,047.8
R3	7,106.0	7,087.0	7,035.4
R2	7,061.0	7,061.0	7,031.3
R1	7,042.0	7,042.0	7,027.1	7,051.5
PP	7,016.0	7,016.0	7,016.0	7,020.8
S1	6,997.0	6,997.0	7,018.9	7,006.5
S2	6,971.0	6,971.0	7,014.8
S3	6,926.0	6,952.0	7,010.6
S4	6,881.0	6,907.0	6,998.3

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,339.2	7,286.8	7,066.3
R3	7,223.2	7,170.8	7,034.4
R2	7,107.2	7,107.2	7,023.8
R1	7,054.8	7,054.8	7,013.1	7,081.0
PP	6,991.2	6,991.2	6,991.2	7,004.3
S1	6,938.8	6,938.8	6,991.9	6,965.0
S2	6,875.2	6,875.2	6,981.2
S3	6,759.2	6,822.8	6,970.6
S4	6,643.2	6,706.8	6,938.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,046.0	6,964.5	81.5	1.2%	45.1	0.6%	72%	False	False	166,472
10	7,046.0	6,916.5	129.5	1.8%	56.2	0.8%	82%	False	False	143,230
20	7,046.0	6,660.5	385.5	5.5%	90.8	1.3%	94%	False	False	135,033
40	7,046.0	6,514.0	532.0	7.6%	87.0	1.2%	96%	False	False	120,128
60	7,046.0	6,118.5	927.5	13.2%	91.3	1.3%	98%	False	False	114,456
80	7,046.0	5,830.0	1,216.0	17.3%	90.4	1.3%	98%	False	False	97,564
100	7,046.0	5,830.0	1,216.0	17.3%	91.3	1.3%	98%	False	False	78,115
120	7,046.0	5,818.0	1,228.0	17.5%	93.6	1.3%	98%	False	False	65,183

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	17.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,226.3
2.618	7,152.8
1.618	7,107.8
1.000	7,080.0
0.618	7,062.8
HIGH	7,035.0
0.618	7,017.8
0.500	7,012.5
0.382	7,007.2
LOW	6,990.0
0.618	6,962.2
1.000	6,945.0
1.618	6,917.2
2.618	6,872.2
4.250	6,798.8

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	7,019.5	7,015.8
PP	7,016.0	7,008.5
S1	7,012.5	7,001.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols