DAX Index Future March 2011

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	5,958.5	5,939.0	-19.5	-0.3%	6,034.5
High	5,958.5	5,996.5	38.0	0.6%	6,066.5
Low	5,908.5	5,877.0	-31.5	-0.5%	5,877.0
Close	5,927.0	5,974.5	47.5	0.8%	5,974.5
Range	50.0	119.5	69.5	139.0%	189.5
ATR	84.9	87.4	2.5	2.9%	0.0
Volume	23	421	398	1,730.4%	1,590

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,307.8	6,260.7	6,040.2
R3	6,188.3	6,141.2	6,007.4
R2	6,068.8	6,068.8	5,996.4
R1	6,021.7	6,021.7	5,985.5	6,045.3
PP	5,949.3	5,949.3	5,949.3	5,961.1
S1	5,902.2	5,902.2	5,963.5	5,925.8
S2	5,829.8	5,829.8	5,952.6
S3	5,710.3	5,782.7	5,941.6
S4	5,590.8	5,663.2	5,908.8

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,541.2	6,447.3	6,078.7
R3	6,351.7	6,257.8	6,026.6
R2	6,162.2	6,162.2	6,009.2
R1	6,068.3	6,068.3	5,991.9	6,020.5
PP	5,972.7	5,972.7	5,972.7	5,948.8
S1	5,878.8	5,878.8	5,957.1	5,831.0
S2	5,783.2	5,783.2	5,939.8
S3	5,593.7	5,689.3	5,922.4
S4	5,404.2	5,499.8	5,870.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,066.5	5,877.0	189.5	3.2%	70.0	1.2%	51%	False	True	318
10	6,241.0	5,877.0	364.0	6.1%	80.4	1.3%	27%	False	True	249
20	6,409.0	5,877.0	532.0	8.9%	73.1	1.2%	18%	False	True	168
40	6,409.0	5,844.0	565.0	9.5%	76.7	1.3%	23%	False	False	134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,504.4
2.618	6,309.4
1.618	6,189.9
1.000	6,116.0
0.618	6,070.4
HIGH	5,996.5
0.618	5,950.9
0.500	5,936.8
0.382	5,922.6
LOW	5,877.0
0.618	5,803.1
1.000	5,757.5
1.618	5,683.6
2.618	5,564.1
4.250	5,369.1

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	5,961.9	5,961.9
PP	5,949.3	5,949.3
S1	5,936.8	5,936.8

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