DAX Index Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 5,803.0 5,790.0 -13.0 -0.2% 5,697.5
High 5,818.5 5,817.0 -1.5 0.0% 5,865.0
Low 5,751.0 5,664.0 -87.0 -1.5% 5,620.0
Close 5,790.0 5,701.0 -89.0 -1.5% 5,823.0
Range 67.5 153.0 85.5 126.7% 245.0
ATR 111.8 114.8 2.9 2.6% 0.0
Volume 1,854 4,282 2,428 131.0% 4,294
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,186.3 6,096.7 5,785.2
R3 6,033.3 5,943.7 5,743.1
R2 5,880.3 5,880.3 5,729.1
R1 5,790.7 5,790.7 5,715.0 5,759.0
PP 5,727.3 5,727.3 5,727.3 5,711.5
S1 5,637.7 5,637.7 5,687.0 5,606.0
S2 5,574.3 5,574.3 5,673.0
S3 5,421.3 5,484.7 5,658.9
S4 5,268.3 5,331.7 5,616.9
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,504.3 6,408.7 5,957.8
R3 6,259.3 6,163.7 5,890.4
R2 6,014.3 6,014.3 5,867.9
R1 5,918.7 5,918.7 5,845.5 5,966.5
PP 5,769.3 5,769.3 5,769.3 5,793.3
S1 5,673.7 5,673.7 5,800.5 5,721.5
S2 5,524.3 5,524.3 5,778.1
S3 5,279.3 5,428.7 5,755.6
S4 5,034.3 5,183.7 5,688.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,865.0 5,664.0 201.0 3.5% 105.7 1.9% 18% False True 1,860
10 5,865.0 5,519.0 346.0 6.1% 118.5 2.1% 53% False False 1,185
20 5,865.0 5,519.0 346.0 6.1% 98.9 1.7% 53% False False 1,186
40 5,895.0 5,324.0 571.0 10.0% 107.0 1.9% 66% False False 904
60 5,895.0 5,324.0 571.0 10.0% 101.7 1.8% 66% False False 1,180
80 5,895.0 5,171.0 724.0 12.7% 98.2 1.7% 73% False False 1,097
100 5,895.0 5,065.0 830.0 14.6% 99.3 1.7% 77% False False 916
120 5,895.0 4,558.0 1,337.0 23.5% 94.7 1.7% 85% False False 778
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 17.0
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,467.3
2.618 6,217.6
1.618 6,064.6
1.000 5,970.0
0.618 5,911.6
HIGH 5,817.0
0.618 5,758.6
0.500 5,740.5
0.382 5,722.4
LOW 5,664.0
0.618 5,569.4
1.000 5,511.0
1.618 5,416.4
2.618 5,263.4
4.250 5,013.8
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 5,740.5 5,764.5
PP 5,727.3 5,743.3
S1 5,714.2 5,722.2

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

View Archives - Comment on this page... - Back to Index of Symbols