DAX Index Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 5,470.0 5,600.0 130.0 2.4% 5,779.0
High 5,617.5 5,607.0 -10.5 -0.2% 5,804.0
Low 5,470.0 5,392.0 -78.0 -1.4% 5,392.0
Close 5,597.5 5,408.0 -189.5 -3.4% 5,408.0
Range 147.5 215.0 67.5 45.8% 412.0
ATR 113.6 120.9 7.2 6.4% 0.0
Volume 784 1,606 822 104.8% 3,975
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,114.0 5,976.0 5,526.3
R3 5,899.0 5,761.0 5,467.1
R2 5,684.0 5,684.0 5,447.4
R1 5,546.0 5,546.0 5,427.7 5,507.5
PP 5,469.0 5,469.0 5,469.0 5,449.8
S1 5,331.0 5,331.0 5,388.3 5,292.5
S2 5,254.0 5,254.0 5,368.6
S3 5,039.0 5,116.0 5,348.9
S4 4,824.0 4,901.0 5,289.8
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,770.7 6,501.3 5,634.6
R3 6,358.7 6,089.3 5,521.3
R2 5,946.7 5,946.7 5,483.5
R1 5,677.3 5,677.3 5,445.8 5,606.0
PP 5,534.7 5,534.7 5,534.7 5,499.0
S1 5,265.3 5,265.3 5,370.2 5,194.0
S2 5,122.7 5,122.7 5,332.5
S3 4,710.7 4,853.3 5,294.7
S4 4,298.7 4,441.3 5,181.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,804.0 5,392.0 412.0 7.6% 154.1 2.8% 4% False True 795
10 5,895.0 5,392.0 503.0 9.3% 130.2 2.4% 3% False True 612
20 5,895.0 5,392.0 503.0 9.3% 107.2 2.0% 3% False True 747
40 5,895.0 5,392.0 503.0 9.3% 98.1 1.8% 3% False True 1,435
60 5,895.0 5,171.0 724.0 13.4% 98.1 1.8% 33% False False 1,042
80 5,895.0 4,558.0 1,337.0 24.7% 98.7 1.8% 64% False False 824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.4
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 6,520.8
2.618 6,169.9
1.618 5,954.9
1.000 5,822.0
0.618 5,739.9
HIGH 5,607.0
0.618 5,524.9
0.500 5,499.5
0.382 5,474.1
LOW 5,392.0
0.618 5,259.1
1.000 5,177.0
1.618 5,044.1
2.618 4,829.1
4.250 4,478.3
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 5,499.5 5,513.5
PP 5,469.0 5,478.3
S1 5,438.5 5,443.2

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

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