DAX Index Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 6,037.0 6,014.0 -23.0 -0.4% 5,941.5
High 6,040.0 6,017.5 -22.5 -0.4% 5,998.5
Low 6,007.0 5,956.5 -50.5 -0.8% 5,934.5
Close 6,009.0 5,959.5 -49.5 -0.8% 5,958.0
Range 33.0 61.0 28.0 84.8% 64.0
ATR 97.1 94.5 -2.6 -2.7% 0.0
Volume 42,721 26,500 -16,221 -38.0% 161,551
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,160.8 6,121.2 5,993.1
R3 6,099.8 6,060.2 5,976.3
R2 6,038.8 6,038.8 5,970.7
R1 5,999.2 5,999.2 5,965.1 5,988.5
PP 5,977.8 5,977.8 5,977.8 5,972.5
S1 5,938.2 5,938.2 5,953.9 5,927.5
S2 5,916.8 5,916.8 5,948.3
S3 5,855.8 5,877.2 5,942.7
S4 5,794.8 5,816.2 5,926.0
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,155.7 6,120.8 5,993.2
R3 6,091.7 6,056.8 5,975.6
R2 6,027.7 6,027.7 5,969.7
R1 5,992.8 5,992.8 5,963.9 6,010.3
PP 5,963.7 5,963.7 5,963.7 5,972.4
S1 5,928.8 5,928.8 5,952.1 5,946.3
S2 5,899.7 5,899.7 5,946.3
S3 5,835.7 5,864.8 5,940.4
S4 5,771.7 5,800.8 5,922.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,040.0 5,934.5 105.5 1.8% 50.9 0.9% 24% False False 53,577
10 6,040.0 5,759.5 280.5 4.7% 67.3 1.1% 71% False False 62,644
20 6,040.0 5,611.0 429.0 7.2% 85.5 1.4% 81% False False 32,733
40 6,040.0 5,324.0 716.0 12.0% 91.4 1.5% 89% False False 16,767
60 6,040.0 5,324.0 716.0 12.0% 96.7 1.6% 89% False False 11,427
80 6,040.0 5,324.0 716.0 12.0% 94.8 1.6% 89% False False 9,101
100 6,040.0 5,171.0 869.0 14.6% 95.4 1.6% 91% False False 7,332
120 6,040.0 4,558.0 1,482.0 24.9% 96.3 1.6% 95% False False 6,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,276.8
2.618 6,177.2
1.618 6,116.2
1.000 6,078.5
0.618 6,055.2
HIGH 6,017.5
0.618 5,994.2
0.500 5,987.0
0.382 5,979.8
LOW 5,956.5
0.618 5,918.8
1.000 5,895.5
1.618 5,857.8
2.618 5,796.8
4.250 5,697.3
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 5,987.0 5,998.3
PP 5,977.8 5,985.3
S1 5,968.7 5,972.4

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

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