DAX Index Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 5,790.0 5,674.0 -116.0 -2.0% 5,697.5
High 5,817.0 5,720.0 -97.0 -1.7% 5,865.0
Low 5,664.0 5,611.0 -53.0 -0.9% 5,620.0
Close 5,701.0 5,663.0 -38.0 -0.7% 5,823.0
Range 153.0 109.0 -44.0 -28.8% 245.0
ATR 114.8 114.3 -0.4 -0.4% 0.0
Volume 4,282 4,689 407 9.5% 4,294
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,991.7 5,936.3 5,723.0
R3 5,882.7 5,827.3 5,693.0
R2 5,773.7 5,773.7 5,683.0
R1 5,718.3 5,718.3 5,673.0 5,691.5
PP 5,664.7 5,664.7 5,664.7 5,651.3
S1 5,609.3 5,609.3 5,653.0 5,582.5
S2 5,555.7 5,555.7 5,643.0
S3 5,446.7 5,500.3 5,633.0
S4 5,337.7 5,391.3 5,603.1
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 5,611.0 254.0 4.5% 116.1 2.1% 20% False True 2,759
10 5,865.0 5,519.0 346.0 6.1% 123.3 2.2% 42% False False 1,616
20 5,865.0 5,519.0 346.0 6.1% 102.2 1.8% 42% False False 1,305
40 5,895.0 5,324.0 571.0 10.1% 107.5 1.9% 59% False False 964
60 5,895.0 5,324.0 571.0 10.1% 102.0 1.8% 59% False False 1,170
80 5,895.0 5,275.0 620.0 10.9% 98.4 1.7% 63% False False 1,154
100 5,895.0 5,117.0 778.0 13.7% 99.6 1.8% 70% False False 962
120 5,895.0 4,558.0 1,337.0 23.6% 94.6 1.7% 83% False False 817
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 21.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,183.3
2.618 6,005.4
1.618 5,896.4
1.000 5,829.0
0.618 5,787.4
HIGH 5,720.0
0.618 5,678.4
0.500 5,665.5
0.382 5,652.6
LOW 5,611.0
0.618 5,543.6
1.000 5,502.0
1.618 5,434.6
2.618 5,325.6
4.250 5,147.8
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 5,665.5 5,714.8
PP 5,664.7 5,697.5
S1 5,663.8 5,680.3

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

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