DAX Index Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 5,966.0 5,906.0 -60.0 -1.0% 6,085.0
High 5,977.5 5,914.0 -63.5 -1.1% 6,100.5
Low 5,834.5 5,689.5 -145.0 -2.5% 5,864.0
Close 5,853.0 5,749.0 -104.0 -1.8% 5,877.0
Range 143.0 224.5 81.5 57.0% 236.5
ATR 100.7 109.5 8.8 8.8% 0.0
Volume 188,210 242,265 54,055 28.7% 701,167
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,457.7 6,327.8 5,872.5
R3 6,233.2 6,103.3 5,810.7
R2 6,008.7 6,008.7 5,790.2
R1 5,878.8 5,878.8 5,769.6 5,831.5
PP 5,784.2 5,784.2 5,784.2 5,760.5
S1 5,654.3 5,654.3 5,728.4 5,607.0
S2 5,559.7 5,559.7 5,707.8
S3 5,335.2 5,429.8 5,687.3
S4 5,110.7 5,205.3 5,625.5
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 6,033.0 5,689.5 343.5 6.0% 150.1 2.6% 17% False True 179,286
10 6,100.5 5,689.5 411.0 7.1% 120.1 2.1% 14% False True 155,397
20 6,100.5 5,689.5 411.0 7.1% 89.5 1.6% 14% False True 116,935
40 6,100.5 5,519.0 581.5 10.1% 97.8 1.7% 40% False False 62,734
60 6,100.5 5,324.0 776.5 13.5% 100.4 1.7% 55% False False 42,079
80 6,100.5 5,324.0 776.5 13.5% 100.3 1.7% 55% False False 31,726
100 6,100.5 5,275.0 825.5 14.4% 96.3 1.7% 57% False False 25,798
120 6,100.5 5,171.0 929.5 16.2% 96.6 1.7% 62% False False 21,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.2
Widest range in 148 trading days
Fibonacci Retracements and Extensions
4.250 6,868.1
2.618 6,501.7
1.618 6,277.2
1.000 6,138.5
0.618 6,052.7
HIGH 5,914.0
0.618 5,828.2
0.500 5,801.8
0.382 5,775.3
LOW 5,689.5
0.618 5,550.8
1.000 5,465.0
1.618 5,326.3
2.618 5,101.8
4.250 4,735.4
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 5,801.8 5,847.0
PP 5,784.2 5,814.3
S1 5,766.6 5,781.7

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

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