DAX Index Future March 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 5,740.0 5,720.5 -19.5 -0.3% 5,565.0
High 5,752.0 5,757.0 5.0 0.1% 5,757.0
Low 5,699.5 5,706.0 6.5 0.1% 5,538.5
Close 5,740.5 5,719.5 -21.0 -0.4% 5,719.5
Range 52.5 51.0 -1.5 -2.9% 218.5
ATR 94.3 91.2 -3.1 -3.3% 0.0
Volume 14,858 3,055 -11,803 -79.4% 28,964
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,880.5 5,851.0 5,747.6
R3 5,829.5 5,800.0 5,733.5
R2 5,778.5 5,778.5 5,728.9
R1 5,749.0 5,749.0 5,724.2 5,738.3
PP 5,727.5 5,727.5 5,727.5 5,722.1
S1 5,698.0 5,698.0 5,714.8 5,687.3
S2 5,676.5 5,676.5 5,710.2
S3 5,625.5 5,647.0 5,705.5
S4 5,574.5 5,596.0 5,691.5
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,327.2 6,241.8 5,839.7
R3 6,108.7 6,023.3 5,779.6
R2 5,890.2 5,890.2 5,759.6
R1 5,804.8 5,804.8 5,739.5 5,847.5
PP 5,671.7 5,671.7 5,671.7 5,693.0
S1 5,586.3 5,586.3 5,699.5 5,629.0
S2 5,453.2 5,453.2 5,679.4
S3 5,234.7 5,367.8 5,659.4
S4 5,016.2 5,149.3 5,599.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,757.0 5,538.5 218.5 3.8% 72.4 1.3% 83% True False 5,792
10 5,757.0 5,424.0 333.0 5.8% 71.3 1.2% 89% True False 3,628
20 5,757.0 5,275.0 482.0 8.4% 80.6 1.4% 92% True False 1,970
40 5,757.0 5,166.5 590.5 10.3% 92.5 1.6% 94% True False 1,089
60 5,757.0 4,558.0 1,199.0 21.0% 87.7 1.5% 97% True False 760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,973.8
2.618 5,890.5
1.618 5,839.5
1.000 5,808.0
0.618 5,788.5
HIGH 5,757.0
0.618 5,737.5
0.500 5,731.5
0.382 5,725.5
LOW 5,706.0
0.618 5,674.5
1.000 5,655.0
1.618 5,623.5
2.618 5,572.5
4.250 5,489.3
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 5,731.5 5,713.6
PP 5,727.5 5,707.7
S1 5,723.5 5,701.8

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

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