DAX Index Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 5,618.5 5,708.0 89.5 1.6% 5,905.0
High 5,690.0 5,729.0 39.0 0.7% 6,004.5
Low 5,590.5 5,536.0 -54.5 -1.0% 5,565.0
Close 5,643.0 5,570.5 -72.5 -1.3% 5,702.5
Range 99.5 193.0 93.5 94.0% 439.5
ATR 113.9 119.5 5.7 5.0% 0.0
Volume 204,734 239,533 34,799 17.0% 833,328
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,190.8 6,073.7 5,676.7
R3 5,997.8 5,880.7 5,623.6
R2 5,804.8 5,804.8 5,605.9
R1 5,687.7 5,687.7 5,588.2 5,649.8
PP 5,611.8 5,611.8 5,611.8 5,592.9
S1 5,494.7 5,494.7 5,552.8 5,456.8
S2 5,418.8 5,418.8 5,535.1
S3 5,225.8 5,301.7 5,517.4
S4 5,032.8 5,108.7 5,464.4
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 5,744.5 5,536.0 208.5 3.7% 139.2 2.5% 17% False True 204,386
10 6,033.0 5,536.0 497.0 8.9% 144.7 2.6% 7% False True 191,836
20 6,100.5 5,536.0 564.5 10.1% 108.5 1.9% 6% False True 147,011
40 6,100.5 5,519.0 581.5 10.4% 104.0 1.9% 9% False False 88,167
60 6,100.5 5,324.0 776.5 13.9% 101.6 1.8% 32% False False 59,068
80 6,100.5 5,324.0 776.5 13.9% 101.9 1.8% 32% False False 44,470
100 6,100.5 5,287.0 813.5 14.6% 98.4 1.8% 35% False False 36,005
120 6,100.5 5,171.0 929.5 16.7% 98.7 1.8% 43% False False 30,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,549.3
2.618 6,234.3
1.618 6,041.3
1.000 5,922.0
0.618 5,848.3
HIGH 5,729.0
0.618 5,655.3
0.500 5,632.5
0.382 5,609.7
LOW 5,536.0
0.618 5,416.7
1.000 5,343.0
1.618 5,223.7
2.618 5,030.7
4.250 4,715.8
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 5,632.5 5,632.5
PP 5,611.8 5,611.8
S1 5,591.2 5,591.2

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

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