DAX Index Future March 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 5,868.5 5,831.0 -37.5 -0.6% 5,742.5
High 5,895.0 5,865.0 -30.0 -0.5% 5,880.5
Low 5,792.5 5,748.5 -44.0 -0.8% 5,702.0
Close 5,824.0 5,845.0 21.0 0.4% 5,766.5
Range 102.5 116.5 14.0 13.7% 178.5
ATR 100.4 101.6 1.1 1.1% 0.0
Volume 263 632 369 140.3% 4,074
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,169.0 6,123.5 5,909.1
R3 6,052.5 6,007.0 5,877.0
R2 5,936.0 5,936.0 5,866.4
R1 5,890.5 5,890.5 5,855.7 5,913.3
PP 5,819.5 5,819.5 5,819.5 5,830.9
S1 5,774.0 5,774.0 5,834.3 5,796.8
S2 5,703.0 5,703.0 5,823.6
S3 5,586.5 5,657.5 5,813.0
S4 5,470.0 5,541.0 5,780.9
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,318.5 6,221.0 5,864.7
R3 6,140.0 6,042.5 5,815.6
R2 5,961.5 5,961.5 5,799.2
R1 5,864.0 5,864.0 5,782.9 5,912.8
PP 5,783.0 5,783.0 5,783.0 5,807.4
S1 5,685.5 5,685.5 5,750.1 5,734.3
S2 5,604.5 5,604.5 5,733.8
S3 5,426.0 5,507.0 5,717.4
S4 5,247.5 5,328.5 5,668.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,895.0 5,744.5 150.5 2.6% 101.3 1.7% 67% False False 489
10 5,895.0 5,685.0 210.0 3.6% 85.9 1.5% 76% False False 934
20 5,895.0 5,450.0 445.0 7.6% 100.0 1.7% 89% False False 666
40 5,895.0 5,275.0 620.0 10.6% 90.2 1.5% 92% False False 1,376
60 5,895.0 5,171.0 724.0 12.4% 92.9 1.6% 93% False False 986
80 5,895.0 4,558.0 1,337.0 22.9% 91.2 1.6% 96% False False 768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,360.1
2.618 6,170.0
1.618 6,053.5
1.000 5,981.5
0.618 5,937.0
HIGH 5,865.0
0.618 5,820.5
0.500 5,806.8
0.382 5,793.0
LOW 5,748.5
0.618 5,676.5
1.000 5,632.0
1.618 5,560.0
2.618 5,443.5
4.250 5,253.4
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 5,832.3 5,837.3
PP 5,819.5 5,829.5
S1 5,806.8 5,821.8

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

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