DAX Index Future March 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 6,056.0 5,945.5 -110.5 -1.8% 6,003.0
High 6,061.5 6,010.0 -51.5 -0.8% 6,064.5
Low 5,922.5 5,931.0 8.5 0.1% 5,966.0
Close 5,952.5 5,970.5 18.0 0.3% 6,045.5
Range 139.0 79.0 -60.0 -43.2% 98.5
ATR 90.1 89.3 -0.8 -0.9% 0.0
Volume 179,036 108,014 -71,022 -39.7% 557,400
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,207.5 6,168.0 6,014.0
R3 6,128.5 6,089.0 5,992.2
R2 6,049.5 6,049.5 5,985.0
R1 6,010.0 6,010.0 5,977.7 6,029.8
PP 5,970.5 5,970.5 5,970.5 5,980.4
S1 5,931.0 5,931.0 5,963.3 5,950.8
S2 5,891.5 5,891.5 5,956.0
S3 5,812.5 5,852.0 5,948.8
S4 5,733.5 5,773.0 5,927.1
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,320.8 6,281.7 6,099.7
R3 6,222.3 6,183.2 6,072.6
R2 6,123.8 6,123.8 6,063.6
R1 6,084.7 6,084.7 6,054.5 6,104.3
PP 6,025.3 6,025.3 6,025.3 6,035.1
S1 5,986.2 5,986.2 6,036.5 6,005.8
S2 5,926.8 5,926.8 6,027.4
S3 5,828.3 5,887.7 6,018.4
S4 5,729.8 5,789.2 5,991.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,100.5 5,922.5 178.0 3.0% 90.0 1.5% 27% False False 131,508
10 6,100.5 5,922.5 178.0 3.0% 72.4 1.2% 27% False False 102,185
20 6,100.5 5,644.0 456.5 7.6% 74.0 1.2% 72% False False 79,609
40 6,100.5 5,519.0 581.5 9.7% 88.1 1.5% 78% False False 40,457
60 6,100.5 5,324.0 776.5 13.0% 96.3 1.6% 83% False False 27,179
80 6,100.5 5,324.0 776.5 13.0% 95.0 1.6% 83% False False 20,779
100 6,100.5 5,275.0 825.5 13.8% 93.5 1.6% 84% False False 16,845
120 6,100.5 5,117.0 983.5 16.5% 95.3 1.6% 87% False False 14,070
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 12.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,345.8
2.618 6,216.8
1.618 6,137.8
1.000 6,089.0
0.618 6,058.8
HIGH 6,010.0
0.618 5,979.8
0.500 5,970.5
0.382 5,961.2
LOW 5,931.0
0.618 5,882.2
1.000 5,852.0
1.618 5,803.2
2.618 5,724.2
4.250 5,595.3
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 5,970.5 6,011.5
PP 5,970.5 5,997.8
S1 5,970.5 5,984.2

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

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