DAX Index Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 6,011.5 5,995.5 -16.0 -0.3% 6,085.0
High 6,016.5 6,033.0 16.5 0.3% 6,100.5
Low 5,955.0 5,864.0 -91.0 -1.5% 5,864.0
Close 5,990.0 5,877.0 -113.0 -1.9% 5,877.0
Range 61.5 169.0 107.5 174.8% 236.5
ATR 87.4 93.2 5.8 6.7% 0.0
Volume 125,657 180,279 54,622 43.5% 701,167
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,431.7 6,323.3 5,970.0
R3 6,262.7 6,154.3 5,923.5
R2 6,093.7 6,093.7 5,908.0
R1 5,985.3 5,985.3 5,892.5 5,955.0
PP 5,924.7 5,924.7 5,924.7 5,909.5
S1 5,816.3 5,816.3 5,861.5 5,786.0
S2 5,755.7 5,755.7 5,846.0
S3 5,586.7 5,647.3 5,830.5
S4 5,417.7 5,478.3 5,784.1
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,656.7 6,503.3 6,007.1
R3 6,420.2 6,266.8 5,942.0
R2 6,183.7 6,183.7 5,920.4
R1 6,030.3 6,030.3 5,898.7 5,988.8
PP 5,947.2 5,947.2 5,947.2 5,926.4
S1 5,793.8 5,793.8 5,855.3 5,752.3
S2 5,710.7 5,710.7 5,833.6
S3 5,474.2 5,557.3 5,812.0
S4 5,237.7 5,320.8 5,746.9
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 5,864.0 236.5 4.0% 102.6 1.7% 5% False True 140,233
10 6,100.5 5,864.0 236.5 4.0% 86.0 1.5% 5% False True 125,856
20 6,100.5 5,759.5 341.0 5.8% 76.6 1.3% 34% False False 94,250
40 6,100.5 5,519.0 581.5 9.9% 89.8 1.5% 62% False False 47,993
60 6,100.5 5,324.0 776.5 13.2% 97.0 1.6% 71% False False 32,256
80 6,100.5 5,324.0 776.5 13.2% 96.6 1.6% 71% False False 24,380
100 6,100.5 5,275.0 825.5 14.0% 93.4 1.6% 73% False False 19,898
120 6,100.5 5,166.5 934.0 15.9% 95.2 1.6% 76% False False 16,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.6
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 6,751.3
2.618 6,475.4
1.618 6,306.4
1.000 6,202.0
0.618 6,137.4
HIGH 6,033.0
0.618 5,968.4
0.500 5,948.5
0.382 5,928.6
LOW 5,864.0
0.618 5,759.6
1.000 5,695.0
1.618 5,590.6
2.618 5,421.6
4.250 5,145.8
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 5,948.5 5,948.5
PP 5,924.7 5,924.7
S1 5,900.8 5,900.8

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

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