DAX Index Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 5,906.0 5,726.0 -180.0 -3.0% 5,905.0
High 5,914.0 5,744.5 -169.5 -2.9% 6,004.5
Low 5,689.5 5,565.0 -124.5 -2.2% 5,565.0
Close 5,749.0 5,702.5 -46.5 -0.8% 5,702.5
Range 224.5 179.5 -45.0 -20.0% 439.5
ATR 109.5 114.8 5.3 4.9% 0.0
Volume 242,265 242,830 565 0.2% 833,328
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,209.2 6,135.3 5,801.2
R3 6,029.7 5,955.8 5,751.9
R2 5,850.2 5,850.2 5,735.4
R1 5,776.3 5,776.3 5,719.0 5,723.5
PP 5,670.7 5,670.7 5,670.7 5,644.3
S1 5,596.8 5,596.8 5,686.0 5,544.0
S2 5,491.2 5,491.2 5,669.6
S3 5,311.7 5,417.3 5,653.1
S4 5,132.2 5,237.8 5,603.8
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 7,075.8 6,828.7 5,944.2
R3 6,636.3 6,389.2 5,823.4
R2 6,196.8 6,196.8 5,783.1
R1 5,949.7 5,949.7 5,742.8 5,853.5
PP 5,757.3 5,757.3 5,757.3 5,709.3
S1 5,510.2 5,510.2 5,662.2 5,414.0
S2 5,317.8 5,317.8 5,621.9
S3 4,878.3 5,070.7 5,581.6
S4 4,438.8 4,631.2 5,460.8
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 5,565.0 468.0 8.2% 173.7 3.0% 29% False True 202,721
10 6,100.5 5,565.0 535.5 9.4% 130.0 2.3% 26% False True 166,950
20 6,100.5 5,565.0 535.5 9.4% 95.0 1.7% 26% False True 125,587
40 6,100.5 5,519.0 581.5 10.2% 99.6 1.7% 32% False False 68,800
60 6,100.5 5,324.0 776.5 13.6% 101.7 1.8% 49% False False 46,116
80 6,100.5 5,324.0 776.5 13.6% 100.7 1.8% 49% False False 34,757
100 6,100.5 5,275.0 825.5 14.5% 97.2 1.7% 52% False False 28,224
120 6,100.5 5,171.0 929.5 16.3% 97.3 1.7% 57% False False 23,554
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 17.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,507.4
2.618 6,214.4
1.618 6,034.9
1.000 5,924.0
0.618 5,855.4
HIGH 5,744.5
0.618 5,675.9
0.500 5,654.8
0.382 5,633.6
LOW 5,565.0
0.618 5,454.1
1.000 5,385.5
1.618 5,274.6
2.618 5,095.1
4.250 4,802.1
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 5,686.6 5,771.3
PP 5,670.7 5,748.3
S1 5,654.8 5,725.4

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

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