DAX Index Future March 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 5,674.5 5,733.0 58.5 1.0% 5,527.0
High 5,705.0 5,815.0 110.0 1.9% 5,725.5
Low 5,624.5 5,733.0 108.5 1.9% 5,527.0
Close 5,694.5 5,807.0 112.5 2.0% 5,694.5
Range 80.5 82.0 1.5 1.9% 198.5
ATR 110.4 111.1 0.7 0.7% 0.0
Volume 3,244 371 -2,873 -88.6% 7,794
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,031.0 6,001.0 5,852.1
R3 5,949.0 5,919.0 5,829.6
R2 5,867.0 5,867.0 5,822.0
R1 5,837.0 5,837.0 5,814.5 5,852.0
PP 5,785.0 5,785.0 5,785.0 5,792.5
S1 5,755.0 5,755.0 5,799.5 5,770.0
S2 5,703.0 5,703.0 5,792.0
S3 5,621.0 5,673.0 5,784.5
S4 5,539.0 5,591.0 5,761.9
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,244.5 6,168.0 5,803.7
R3 6,046.0 5,969.5 5,749.1
R2 5,847.5 5,847.5 5,730.9
R1 5,771.0 5,771.0 5,712.7 5,809.3
PP 5,649.0 5,649.0 5,649.0 5,668.1
S1 5,572.5 5,572.5 5,676.3 5,610.8
S2 5,450.5 5,450.5 5,658.1
S3 5,252.0 5,374.0 5,639.9
S4 5,053.5 5,175.5 5,585.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,815.0 5,604.0 211.0 3.6% 67.6 1.2% 96% True False 1,465
10 5,815.0 5,324.0 491.0 8.5% 87.7 1.5% 98% True False 964
20 5,895.0 5,324.0 571.0 9.8% 110.7 1.9% 85% False False 789
40 5,895.0 5,324.0 571.0 9.8% 103.3 1.8% 85% False False 770
60 5,895.0 5,275.0 620.0 10.7% 96.2 1.7% 86% False False 1,171
80 5,895.0 5,166.5 728.5 12.5% 98.0 1.7% 88% False False 931
100 5,895.0 4,558.0 1,337.0 23.0% 94.6 1.6% 93% False False 766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,163.5
2.618 6,029.7
1.618 5,947.7
1.000 5,897.0
0.618 5,865.7
HIGH 5,815.0
0.618 5,783.7
0.500 5,774.0
0.382 5,764.3
LOW 5,733.0
0.618 5,682.3
1.000 5,651.0
1.618 5,600.3
2.618 5,518.3
4.250 5,384.5
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 5,796.0 5,777.9
PP 5,785.0 5,748.8
S1 5,774.0 5,719.8

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

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