DAX Index Future March 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 5,527.0 5,654.5 127.5 2.3% 5,420.0
High 5,650.0 5,654.5 4.5 0.1% 5,530.0
Low 5,527.0 5,604.0 77.0 1.4% 5,324.0
Close 5,624.5 5,623.0 -1.5 0.0% 5,493.5
Range 123.0 50.5 -72.5 -58.9% 206.0
ATR 123.0 117.8 -5.2 -4.2% 0.0
Volume 838 156 -682 -81.4% 1,740
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,778.7 5,751.3 5,650.8
R3 5,728.2 5,700.8 5,636.9
R2 5,677.7 5,677.7 5,632.3
R1 5,650.3 5,650.3 5,627.6 5,638.8
PP 5,627.2 5,627.2 5,627.2 5,621.4
S1 5,599.8 5,599.8 5,618.4 5,588.3
S2 5,576.7 5,576.7 5,613.7
S3 5,526.2 5,549.3 5,609.1
S4 5,475.7 5,498.8 5,595.2
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,067.2 5,986.3 5,606.8
R3 5,861.2 5,780.3 5,550.2
R2 5,655.2 5,655.2 5,531.3
R1 5,574.3 5,574.3 5,512.4 5,614.8
PP 5,449.2 5,449.2 5,449.2 5,469.4
S1 5,368.3 5,368.3 5,474.6 5,408.8
S2 5,243.2 5,243.2 5,455.7
S3 5,037.2 5,162.3 5,436.9
S4 4,831.2 4,956.3 5,380.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,654.5 5,367.5 287.0 5.1% 103.3 1.8% 89% True False 414
10 5,654.5 5,324.0 330.5 5.9% 124.7 2.2% 90% True False 590
20 5,895.0 5,324.0 571.0 10.2% 115.1 2.0% 52% False False 622
40 5,895.0 5,324.0 571.0 10.2% 103.1 1.8% 52% False False 1,178
60 5,895.0 5,171.0 724.0 12.9% 97.9 1.7% 62% False False 1,067
80 5,895.0 5,065.0 830.0 14.8% 99.4 1.8% 67% False False 849
100 5,895.0 4,558.0 1,337.0 23.8% 93.8 1.7% 80% False False 697
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 True
Stretch 14.1
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5,869.1
2.618 5,786.7
1.618 5,736.2
1.000 5,705.0
0.618 5,685.7
HIGH 5,654.5
0.618 5,635.2
0.500 5,629.3
0.382 5,623.3
LOW 5,604.0
0.618 5,572.8
1.000 5,553.5
1.618 5,522.3
2.618 5,471.8
4.250 5,389.4
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 5,629.3 5,593.9
PP 5,627.2 5,564.8
S1 5,625.1 5,535.8

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

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