DAX Index Future March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 5,775.0 5,815.0 40.0 0.7% 5,642.0
High 5,825.0 5,895.0 70.0 1.2% 5,895.0
Low 5,764.5 5,808.5 44.0 0.8% 5,637.5
Close 5,797.0 5,878.0 81.0 1.4% 5,878.0
Range 60.5 86.5 26.0 43.0% 257.5
ATR 104.3 103.9 -0.5 -0.4% 0.0
Volume 130,732 124,101 -6,631 -5.1% 692,142
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,120.0 6,085.5 5,925.6
R3 6,033.5 5,999.0 5,901.8
R2 5,947.0 5,947.0 5,893.9
R1 5,912.5 5,912.5 5,885.9 5,929.8
PP 5,860.5 5,860.5 5,860.5 5,869.1
S1 5,826.0 5,826.0 5,870.1 5,843.3
S2 5,774.0 5,774.0 5,862.1
S3 5,687.5 5,739.5 5,854.2
S4 5,601.0 5,653.0 5,830.4
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,576.0 6,484.5 6,019.6
R3 6,318.5 6,227.0 5,948.8
R2 6,061.0 6,061.0 5,925.2
R1 5,969.5 5,969.5 5,901.6 6,015.3
PP 5,803.5 5,803.5 5,803.5 5,826.4
S1 5,712.0 5,712.0 5,854.4 5,757.8
S2 5,546.0 5,546.0 5,830.8
S3 5,288.5 5,454.5 5,807.2
S4 5,031.0 5,197.0 5,736.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,895.0 5,637.5 257.5 4.4% 76.6 1.3% 93% True False 138,428
10 5,895.0 5,518.5 376.5 6.4% 90.6 1.5% 95% True False 149,966
20 5,895.0 5,383.0 512.0 8.7% 98.1 1.7% 97% True False 168,577
40 6,100.5 5,383.0 717.5 12.2% 111.9 1.9% 69% False False 170,521
60 6,100.5 5,383.0 717.5 12.2% 101.4 1.7% 69% False False 129,488
80 6,100.5 5,367.5 733.0 12.5% 100.3 1.7% 70% False False 97,322
100 6,100.5 5,324.0 776.5 13.2% 101.6 1.7% 71% False False 78,010
120 6,100.5 5,324.0 776.5 13.2% 100.1 1.7% 71% False False 65,348
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 20.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,262.6
2.618 6,121.5
1.618 6,035.0
1.000 5,981.5
0.618 5,948.5
HIGH 5,895.0
0.618 5,862.0
0.500 5,851.8
0.382 5,841.5
LOW 5,808.5
0.618 5,755.0
1.000 5,722.0
1.618 5,668.5
2.618 5,582.0
4.250 5,440.9
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 5,869.3 5,859.6
PP 5,860.5 5,841.2
S1 5,851.8 5,822.8

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

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