DAX Index Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 5,995.5 5,905.0 -90.5 -1.5% 6,085.0
High 6,033.0 6,004.5 -28.5 -0.5% 6,100.5
Low 5,864.0 5,852.0 -12.0 -0.2% 5,864.0
Close 5,877.0 5,977.5 100.5 1.7% 5,877.0
Range 169.0 152.5 -16.5 -9.8% 236.5
ATR 93.2 97.4 4.2 4.5% 0.0
Volume 180,279 160,023 -20,256 -11.2% 701,167
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,402.2 6,342.3 6,061.4
R3 6,249.7 6,189.8 6,019.4
R2 6,097.2 6,097.2 6,005.5
R1 6,037.3 6,037.3 5,991.5 6,067.3
PP 5,944.7 5,944.7 5,944.7 5,959.6
S1 5,884.8 5,884.8 5,963.5 5,914.8
S2 5,792.2 5,792.2 5,949.5
S3 5,639.7 5,732.3 5,935.6
S4 5,487.2 5,579.8 5,893.6
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 6,061.5 5,852.0 209.5 3.5% 120.2 2.0% 60% False True 150,601
10 6,100.5 5,852.0 248.5 4.2% 93.0 1.6% 51% False True 131,763
20 6,100.5 5,759.5 341.0 5.7% 81.3 1.4% 64% False False 101,128
40 6,100.5 5,519.0 581.5 9.7% 91.5 1.5% 79% False False 51,984
60 6,100.5 5,324.0 776.5 13.0% 97.9 1.6% 84% False False 34,919
80 6,100.5 5,324.0 776.5 13.0% 97.4 1.6% 84% False False 26,377
100 6,100.5 5,275.0 825.5 13.8% 94.4 1.6% 85% False False 21,497
120 6,100.5 5,166.5 934.0 15.6% 95.8 1.6% 87% False False 17,949
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 18.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,652.6
2.618 6,403.7
1.618 6,251.2
1.000 6,157.0
0.618 6,098.7
HIGH 6,004.5
0.618 5,946.2
0.500 5,928.3
0.382 5,910.3
LOW 5,852.0
0.618 5,757.8
1.000 5,699.5
1.618 5,605.3
2.618 5,452.8
4.250 5,203.9
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 5,961.1 5,965.8
PP 5,944.7 5,954.2
S1 5,928.3 5,942.5

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

View Archives - Comment on this page... - Back to Index of Symbols