DAX Index Future March 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 5,739.5 5,695.0 -44.5 -0.8% 5,618.0
High 5,740.0 5,698.0 -42.0 -0.7% 5,729.0
Low 5,656.5 5,507.0 -149.5 -2.6% 5,536.0
Close 5,672.0 5,533.5 -138.5 -2.4% 5,607.5
Range 83.5 191.0 107.5 128.7% 193.0
ATR 115.8 121.2 5.4 4.6% 0.0
Volume 163,607 228,063 64,456 39.4% 970,366
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 6,152.5 6,034.0 5,638.6
R3 5,961.5 5,843.0 5,586.0
R2 5,770.5 5,770.5 5,568.5
R1 5,652.0 5,652.0 5,551.0 5,615.8
PP 5,579.5 5,579.5 5,579.5 5,561.4
S1 5,461.0 5,461.0 5,516.0 5,424.8
S2 5,388.5 5,388.5 5,498.5
S3 5,197.5 5,270.0 5,481.0
S4 5,006.5 5,079.0 5,428.5
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,203.2 6,098.3 5,713.7
R3 6,010.2 5,905.3 5,660.6
R2 5,817.2 5,817.2 5,642.9
R1 5,712.3 5,712.3 5,625.2 5,668.3
PP 5,624.2 5,624.2 5,624.2 5,602.1
S1 5,519.3 5,519.3 5,589.8 5,475.3
S2 5,431.2 5,431.2 5,572.1
S3 5,238.2 5,326.3 5,554.4
S4 5,045.2 5,133.3 5,501.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,740.0 5,507.0 233.0 4.2% 123.0 2.2% 11% False True 174,681
10 5,744.5 5,507.0 237.5 4.3% 131.1 2.4% 11% False True 189,534
20 6,100.5 5,507.0 593.5 10.7% 125.6 2.3% 4% False True 172,465
40 6,100.5 5,507.0 593.5 10.7% 103.0 1.9% 4% False True 109,944
60 6,100.5 5,367.5 733.0 13.2% 101.0 1.8% 23% False False 73,570
80 6,100.5 5,324.0 776.5 14.0% 102.4 1.9% 27% False False 55,368
100 6,100.5 5,324.0 776.5 14.0% 100.5 1.8% 27% False False 44,702
120 6,100.5 5,171.0 929.5 16.8% 99.1 1.8% 39% False False 37,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,509.8
2.618 6,198.0
1.618 6,007.0
1.000 5,889.0
0.618 5,816.0
HIGH 5,698.0
0.618 5,625.0
0.500 5,602.5
0.382 5,580.0
LOW 5,507.0
0.618 5,389.0
1.000 5,316.0
1.618 5,198.0
2.618 5,007.0
4.250 4,695.3
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 5,602.5 5,623.5
PP 5,579.5 5,593.5
S1 5,556.5 5,563.5

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

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