DAX Index Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 5,654.5 5,660.0 5.5 0.1% 5,420.0
High 5,654.5 5,704.0 49.5 0.9% 5,530.0
Low 5,604.0 5,660.0 56.0 1.0% 5,324.0
Close 5,623.0 5,674.0 51.0 0.9% 5,493.5
Range 50.5 44.0 -6.5 -12.9% 206.0
ATR 117.8 115.2 -2.6 -2.2% 0.0
Volume 156 2,303 2,147 1,376.3% 1,740
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,811.3 5,786.7 5,698.2
R3 5,767.3 5,742.7 5,686.1
R2 5,723.3 5,723.3 5,682.1
R1 5,698.7 5,698.7 5,678.0 5,711.0
PP 5,679.3 5,679.3 5,679.3 5,685.5
S1 5,654.7 5,654.7 5,670.0 5,667.0
S2 5,635.3 5,635.3 5,665.9
S3 5,591.3 5,610.7 5,661.9
S4 5,547.3 5,566.7 5,649.8
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 5,704.0 5,367.5 336.5 5.9% 95.6 1.7% 91% True False 829
10 5,704.0 5,324.0 380.0 6.7% 112.6 2.0% 92% True False 742
20 5,895.0 5,324.0 571.0 10.1% 112.9 2.0% 61% False False 623
40 5,895.0 5,324.0 571.0 10.1% 102.0 1.8% 61% False False 1,102
60 5,895.0 5,275.0 620.0 10.9% 97.1 1.7% 64% False False 1,103
80 5,895.0 5,117.0 778.0 13.7% 99.0 1.7% 72% False False 877
100 5,895.0 4,558.0 1,337.0 23.6% 93.1 1.6% 83% False False 720
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 False
Stretch 13.7
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 5,891.0
2.618 5,819.2
1.618 5,775.2
1.000 5,748.0
0.618 5,731.2
HIGH 5,704.0
0.618 5,687.2
0.500 5,682.0
0.382 5,676.8
LOW 5,660.0
0.618 5,632.8
1.000 5,616.0
1.618 5,588.8
2.618 5,544.8
4.250 5,473.0
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 5,682.0 5,654.5
PP 5,679.3 5,635.0
S1 5,676.7 5,615.5

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

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