DAX Index Future March 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 5,896.0 5,920.0 24.0 0.4% 5,642.0
High 5,956.0 5,955.5 -0.5 0.0% 5,895.0
Low 5,874.0 5,907.0 33.0 0.6% 5,637.5
Close 5,936.0 5,929.5 -6.5 -0.1% 5,878.0
Range 82.0 48.5 -33.5 -40.9% 257.5
ATR 96.7 93.3 -3.4 -3.6% 0.0
Volume 133,730 130,225 -3,505 -2.6% 692,142
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,076.2 6,051.3 5,956.2
R3 6,027.7 6,002.8 5,942.8
R2 5,979.2 5,979.2 5,938.4
R1 5,954.3 5,954.3 5,933.9 5,966.8
PP 5,930.7 5,930.7 5,930.7 5,936.9
S1 5,905.8 5,905.8 5,925.1 5,918.3
S2 5,882.2 5,882.2 5,920.6
S3 5,833.7 5,857.3 5,916.2
S4 5,785.2 5,808.8 5,902.8
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 5,956.0 5,808.5 147.5 2.5% 67.2 1.1% 82% False False 126,129
10 5,956.0 5,530.5 425.5 7.2% 72.1 1.2% 94% False False 134,030
20 5,956.0 5,455.5 500.5 8.4% 88.8 1.5% 95% False False 151,547
40 6,033.0 5,383.0 650.0 11.0% 108.8 1.8% 84% False False 169,447
60 6,100.5 5,383.0 717.5 12.1% 97.7 1.6% 76% False False 137,779
80 6,100.5 5,383.0 717.5 12.1% 98.0 1.7% 76% False False 103,631
100 6,100.5 5,324.0 776.5 13.1% 101.4 1.7% 78% False False 83,029
120 6,100.5 5,324.0 776.5 13.1% 99.7 1.7% 78% False False 69,480
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,161.6
2.618 6,082.5
1.618 6,034.0
1.000 6,004.0
0.618 5,985.5
HIGH 5,955.5
0.618 5,937.0
0.500 5,931.3
0.382 5,925.5
LOW 5,907.0
0.618 5,877.0
1.000 5,858.5
1.618 5,828.5
2.618 5,780.0
4.250 5,700.9
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 5,931.3 5,918.8
PP 5,930.7 5,908.0
S1 5,930.1 5,897.3

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

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