DAX Index Future March 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 5,948.5 5,998.5 50.0 0.8% 5,910.0
High 5,992.0 6,037.0 45.0 0.8% 5,991.0
Low 5,929.0 5,990.5 61.5 1.0% 5,838.5
Close 5,972.0 6,021.5 49.5 0.8% 5,946.0
Range 63.0 46.5 -16.5 -26.2% 152.5
ATR 88.1 86.4 -1.6 -1.9% 0.0
Volume 169,887 184,205 14,318 8.4% 641,761
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,155.8 6,135.2 6,047.1
R3 6,109.3 6,088.7 6,034.3
R2 6,062.8 6,062.8 6,030.0
R1 6,042.2 6,042.2 6,025.8 6,052.5
PP 6,016.3 6,016.3 6,016.3 6,021.5
S1 5,995.7 5,995.7 6,017.2 6,006.0
S2 5,969.8 5,969.8 6,013.0
S3 5,923.3 5,949.2 6,008.7
S4 5,876.8 5,902.7 5,995.9
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 6,037.0 5,898.0 139.0 2.3% 54.2 0.9% 89% True False 149,496
10 6,037.0 5,764.5 272.5 4.5% 61.9 1.0% 94% True False 137,863
20 6,037.0 5,518.5 518.5 8.6% 78.5 1.3% 97% True False 146,596
40 6,037.0 5,383.0 654.0 10.9% 102.8 1.7% 98% True False 170,529
60 6,100.5 5,383.0 717.5 11.9% 95.7 1.6% 89% False False 147,395
80 6,100.5 5,383.0 717.5 11.9% 97.2 1.6% 89% False False 111,257
100 6,100.5 5,324.0 776.5 12.9% 99.9 1.7% 90% False False 89,163
120 6,100.5 5,324.0 776.5 12.9% 99.2 1.6% 90% False False 74,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.5
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 6,234.6
2.618 6,158.7
1.618 6,112.2
1.000 6,083.5
0.618 6,065.7
HIGH 6,037.0
0.618 6,019.2
0.500 6,013.8
0.382 6,008.3
LOW 5,990.5
0.618 5,961.8
1.000 5,944.0
1.618 5,915.3
2.618 5,868.8
4.250 5,792.9
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 6,018.9 6,003.5
PP 6,016.3 5,985.5
S1 6,013.8 5,967.5

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

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