DAX Index Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 5,771.5 5,832.5 61.0 1.1% 5,717.0
High 5,821.0 5,856.0 35.0 0.6% 5,836.5
Low 5,764.0 5,735.0 -29.0 -0.5% 5,519.0
Close 5,782.5 5,777.5 -5.0 -0.1% 5,700.5
Range 57.0 121.0 64.0 112.3% 317.5
ATR 113.2 113.7 0.6 0.5% 0.0
Volume 192 1,682 1,490 776.0% 5,315
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,152.5 6,086.0 5,844.1
R3 6,031.5 5,965.0 5,810.8
R2 5,910.5 5,910.5 5,799.7
R1 5,844.0 5,844.0 5,788.6 5,816.8
PP 5,789.5 5,789.5 5,789.5 5,775.9
S1 5,723.0 5,723.0 5,766.4 5,695.8
S2 5,668.5 5,668.5 5,755.3
S3 5,547.5 5,602.0 5,744.2
S4 5,426.5 5,481.0 5,711.0
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 5,856.0 5,519.0 337.0 5.8% 120.7 2.1% 77% True False 719
10 5,856.0 5,519.0 337.0 5.8% 111.4 1.9% 77% True False 844
20 5,856.0 5,417.0 439.0 7.6% 95.7 1.7% 82% True False 892
40 5,895.0 5,324.0 571.0 9.9% 103.6 1.8% 79% False False 761
60 5,895.0 5,324.0 571.0 9.9% 99.5 1.7% 79% False False 1,174
80 5,895.0 5,171.0 724.0 12.5% 97.4 1.7% 84% False False 1,013
100 5,895.0 4,975.0 920.0 15.9% 97.6 1.7% 87% False False 846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,370.3
2.618 6,172.8
1.618 6,051.8
1.000 5,977.0
0.618 5,930.8
HIGH 5,856.0
0.618 5,809.8
0.500 5,795.5
0.382 5,781.2
LOW 5,735.0
0.618 5,660.2
1.000 5,614.0
1.618 5,539.2
2.618 5,418.2
4.250 5,220.8
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 5,795.5 5,774.3
PP 5,789.5 5,771.0
S1 5,783.5 5,767.8

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

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