DAX Index Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 5,823.0 5,870.0 47.0 0.8% 5,803.0
High 5,938.0 5,900.0 -38.0 -0.6% 5,818.5
Low 5,810.0 5,830.5 20.5 0.4% 5,611.0
Close 5,901.0 5,864.0 -37.0 -0.6% 5,766.5
Range 128.0 69.5 -58.5 -45.7% 207.5
ATR 108.4 105.7 -2.7 -2.5% 0.0
Volume 60,948 69,800 8,852 14.5% 23,935
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,073.3 6,038.2 5,902.2
R3 6,003.8 5,968.7 5,883.1
R2 5,934.3 5,934.3 5,876.7
R1 5,899.2 5,899.2 5,870.4 5,882.0
PP 5,864.8 5,864.8 5,864.8 5,856.3
S1 5,829.7 5,829.7 5,857.6 5,812.5
S2 5,795.3 5,795.3 5,851.3
S3 5,725.8 5,760.2 5,844.9
S4 5,656.3 5,690.7 5,825.8
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,354.5 6,268.0 5,880.6
R3 6,147.0 6,060.5 5,823.6
R2 5,939.5 5,939.5 5,804.5
R1 5,853.0 5,853.0 5,785.5 5,792.5
PP 5,732.0 5,732.0 5,732.0 5,701.8
S1 5,645.5 5,645.5 5,747.5 5,585.0
S2 5,524.5 5,524.5 5,728.5
S3 5,317.0 5,438.0 5,709.4
S4 5,109.5 5,230.5 5,652.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,938.0 5,724.0 214.0 3.6% 81.8 1.4% 65% False False 42,464
10 5,938.0 5,611.0 327.0 5.6% 97.0 1.7% 77% False False 23,182
20 5,938.0 5,519.0 419.0 7.1% 104.2 1.8% 82% False False 12,013
40 5,938.0 5,324.0 614.0 10.5% 105.1 1.8% 88% False False 6,380
60 5,938.0 5,324.0 614.0 10.5% 102.6 1.7% 88% False False 4,481
80 5,938.0 5,275.0 663.0 11.3% 97.7 1.7% 89% False False 3,883
100 5,938.0 5,171.0 767.0 13.1% 97.8 1.7% 90% False False 3,148
120 5,938.0 4,558.0 1,380.0 23.5% 95.9 1.6% 95% False False 2,644
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,195.4
2.618 6,082.0
1.618 6,012.5
1.000 5,969.5
0.618 5,943.0
HIGH 5,900.0
0.618 5,873.5
0.500 5,865.3
0.382 5,857.0
LOW 5,830.5
0.618 5,787.5
1.000 5,761.0
1.618 5,718.0
2.618 5,648.5
4.250 5,535.1
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 5,865.3 5,858.9
PP 5,864.8 5,853.8
S1 5,864.4 5,848.8

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

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