DAX Index Future March 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 5,945.5 5,939.0 -6.5 -0.1% 5,910.0
High 5,991.0 5,954.0 -37.0 -0.6% 5,991.0
Low 5,934.0 5,898.0 -36.0 -0.6% 5,838.5
Close 5,946.0 5,909.5 -36.5 -0.6% 5,946.0
Range 57.0 56.0 -1.0 -1.8% 152.5
ATR 91.0 88.5 -2.5 -2.7% 0.0
Volume 135,214 127,949 -7,265 -5.4% 641,761
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,088.5 6,055.0 5,940.3
R3 6,032.5 5,999.0 5,924.9
R2 5,976.5 5,976.5 5,919.8
R1 5,943.0 5,943.0 5,914.6 5,931.8
PP 5,920.5 5,920.5 5,920.5 5,914.9
S1 5,887.0 5,887.0 5,904.4 5,875.8
S2 5,864.5 5,864.5 5,899.2
S3 5,808.5 5,831.0 5,894.1
S4 5,752.5 5,775.0 5,878.7
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,382.7 6,316.8 6,029.9
R3 6,230.2 6,164.3 5,987.9
R2 6,077.7 6,077.7 5,974.0
R1 6,011.8 6,011.8 5,960.0 6,044.8
PP 5,925.2 5,925.2 5,925.2 5,941.6
S1 5,859.3 5,859.3 5,932.0 5,892.3
S2 5,772.7 5,772.7 5,918.0
S3 5,620.2 5,706.8 5,904.1
S4 5,467.7 5,554.3 5,862.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,991.0 5,838.5 152.5 2.6% 62.9 1.1% 47% False False 134,482
10 5,991.0 5,711.0 280.0 4.7% 66.3 1.1% 71% False False 129,315
20 5,991.0 5,496.5 494.5 8.4% 82.5 1.4% 84% False False 144,833
40 6,033.0 5,383.0 650.0 11.0% 108.1 1.8% 81% False False 170,184
60 6,100.5 5,383.0 717.5 12.1% 96.1 1.6% 73% False False 141,964
80 6,100.5 5,383.0 717.5 12.1% 97.8 1.7% 73% False False 106,876
100 6,100.5 5,324.0 776.5 13.1% 101.1 1.7% 75% False False 85,634
120 6,100.5 5,324.0 776.5 13.1% 99.5 1.7% 75% False False 71,504
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,192.0
2.618 6,100.6
1.618 6,044.6
1.000 6,010.0
0.618 5,988.6
HIGH 5,954.0
0.618 5,932.6
0.500 5,926.0
0.382 5,919.4
LOW 5,898.0
0.618 5,863.4
1.000 5,842.0
1.618 5,807.4
2.618 5,751.4
4.250 5,660.0
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 5,926.0 5,944.5
PP 5,920.5 5,932.8
S1 5,915.0 5,921.2

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

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