DAX Index Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 5,679.5 5,771.5 92.0 1.6% 5,717.0
High 5,796.5 5,821.0 24.5 0.4% 5,836.5
Low 5,679.5 5,764.0 84.5 1.5% 5,519.0
Close 5,776.5 5,782.5 6.0 0.1% 5,700.5
Range 117.0 57.0 -60.0 -51.3% 317.5
ATR 117.5 113.2 -4.3 -3.7% 0.0
Volume 543 192 -351 -64.6% 5,315
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,960.2 5,928.3 5,813.9
R3 5,903.2 5,871.3 5,798.2
R2 5,846.2 5,846.2 5,793.0
R1 5,814.3 5,814.3 5,787.7 5,830.3
PP 5,789.2 5,789.2 5,789.2 5,797.1
S1 5,757.3 5,757.3 5,777.3 5,773.3
S2 5,732.2 5,732.2 5,772.1
S3 5,675.2 5,700.3 5,766.8
S4 5,618.2 5,643.3 5,751.2
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,637.8 6,486.7 5,875.1
R3 6,320.3 6,169.2 5,787.8
R2 6,002.8 6,002.8 5,758.7
R1 5,851.7 5,851.7 5,729.6 5,768.5
PP 5,685.3 5,685.3 5,685.3 5,643.8
S1 5,534.2 5,534.2 5,671.4 5,451.0
S2 5,367.8 5,367.8 5,642.3
S3 5,050.3 5,216.7 5,613.2
S4 4,732.8 4,899.2 5,525.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,821.0 5,519.0 302.0 5.2% 130.4 2.3% 87% True False 472
10 5,836.5 5,519.0 317.5 5.5% 110.4 1.9% 83% False False 695
20 5,850.0 5,367.5 482.5 8.3% 97.0 1.7% 86% False False 822
40 5,895.0 5,324.0 571.0 9.9% 101.8 1.8% 80% False False 792
60 5,895.0 5,324.0 571.0 9.9% 98.8 1.7% 80% False False 1,207
80 5,895.0 5,171.0 724.0 12.5% 97.1 1.7% 84% False False 994
100 5,895.0 4,925.0 970.0 16.8% 97.5 1.7% 88% False False 830
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 11.1
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,063.3
2.618 5,970.2
1.618 5,913.2
1.000 5,878.0
0.618 5,856.2
HIGH 5,821.0
0.618 5,799.2
0.500 5,792.5
0.382 5,785.8
LOW 5,764.0
0.618 5,728.8
1.000 5,707.0
1.618 5,671.8
2.618 5,614.8
4.250 5,521.8
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 5,792.5 5,761.8
PP 5,789.2 5,741.2
S1 5,785.8 5,720.5

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

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