DAX Index Future March 2010


Trading Metrics calculated at close of trading on 26-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 26-Nov-2009 Change Change % Previous Week
Open 5,834.0 5,782.5 -51.5 -0.9% 5,733.0
High 5,836.5 5,782.5 -54.0 -0.9% 5,850.0
Low 5,775.0 5,613.0 -162.0 -2.8% 5,646.0
Close 5,808.5 5,635.0 -173.5 -3.0% 5,668.5
Range 61.5 169.5 108.0 175.6% 204.0
ATR 101.9 108.6 6.7 6.6% 0.0
Volume 385 450 65 16.9% 1,181
Daily Pivots for day following 26-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,185.3 6,079.7 5,728.2
R3 6,015.8 5,910.2 5,681.6
R2 5,846.3 5,846.3 5,666.1
R1 5,740.7 5,740.7 5,650.5 5,708.8
PP 5,676.8 5,676.8 5,676.8 5,660.9
S1 5,571.2 5,571.2 5,619.5 5,539.3
S2 5,507.3 5,507.3 5,603.9
S3 5,337.8 5,401.7 5,588.4
S4 5,168.3 5,232.2 5,541.8
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,333.5 6,205.0 5,780.7
R3 6,129.5 6,001.0 5,724.6
R2 5,925.5 5,925.5 5,705.9
R1 5,797.0 5,797.0 5,687.2 5,759.3
PP 5,721.5 5,721.5 5,721.5 5,702.6
S1 5,593.0 5,593.0 5,649.8 5,555.3
S2 5,517.5 5,517.5 5,631.1
S3 5,313.5 5,389.0 5,612.4
S4 5,109.5 5,185.0 5,556.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,836.5 5,613.0 223.5 4.0% 102.0 1.8% 10% False True 969
10 5,850.0 5,613.0 237.0 4.2% 89.9 1.6% 9% False True 914
20 5,850.0 5,324.0 526.0 9.3% 97.9 1.7% 59% False False 852
40 5,895.0 5,324.0 571.0 10.1% 99.3 1.8% 54% False False 771
60 5,895.0 5,324.0 571.0 10.1% 96.3 1.7% 54% False False 1,218
80 5,895.0 5,171.0 724.0 12.8% 97.3 1.7% 64% False False 977
100 5,895.0 4,558.0 1,337.0 23.7% 96.9 1.7% 81% False False 814
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 10.4
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6,502.9
2.618 6,226.3
1.618 6,056.8
1.000 5,952.0
0.618 5,887.3
HIGH 5,782.5
0.618 5,717.8
0.500 5,697.8
0.382 5,677.7
LOW 5,613.0
0.618 5,508.2
1.000 5,443.5
1.618 5,338.7
2.618 5,169.2
4.250 4,892.6
Fisher Pivots for day following 26-Nov-2009
Pivot 1 day 3 day
R1 5,697.8 5,724.8
PP 5,676.8 5,694.8
S1 5,655.9 5,664.9

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

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