DAX Index Future March 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 5,998.5 6,012.0 13.5 0.2% 5,910.0
High 6,037.0 6,041.0 4.0 0.1% 5,991.0
Low 5,990.5 5,996.0 5.5 0.1% 5,838.5
Close 6,021.5 6,013.0 -8.5 -0.1% 5,946.0
Range 46.5 45.0 -1.5 -3.2% 152.5
ATR 86.4 83.5 -3.0 -3.4% 0.0
Volume 184,205 142,254 -41,951 -22.8% 641,761
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,151.7 6,127.3 6,037.8
R3 6,106.7 6,082.3 6,025.4
R2 6,061.7 6,061.7 6,021.3
R1 6,037.3 6,037.3 6,017.1 6,049.5
PP 6,016.7 6,016.7 6,016.7 6,022.8
S1 5,992.3 5,992.3 6,008.9 6,004.5
S2 5,971.7 5,971.7 6,004.8
S3 5,926.7 5,947.3 6,000.6
S4 5,881.7 5,902.3 5,988.3
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 6,041.0 5,898.0 143.0 2.4% 53.5 0.9% 80% True False 151,901
10 6,041.0 5,808.5 232.5 3.9% 60.4 1.0% 88% True False 139,015
20 6,041.0 5,518.5 522.5 8.7% 76.4 1.3% 95% True False 146,082
40 6,041.0 5,383.0 658.0 10.9% 100.4 1.7% 96% True False 169,380
60 6,100.5 5,383.0 717.5 11.9% 95.1 1.6% 88% False False 148,876
80 6,100.5 5,383.0 717.5 11.9% 97.2 1.6% 88% False False 113,030
100 6,100.5 5,324.0 776.5 12.9% 99.3 1.7% 89% False False 90,583
120 6,100.5 5,324.0 776.5 12.9% 99.1 1.6% 89% False False 75,600
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.0
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 6,232.3
2.618 6,158.8
1.618 6,113.8
1.000 6,086.0
0.618 6,068.8
HIGH 6,041.0
0.618 6,023.8
0.500 6,018.5
0.382 6,013.2
LOW 5,996.0
0.618 5,968.2
1.000 5,951.0
1.618 5,923.2
2.618 5,878.2
4.250 5,804.8
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 6,018.5 6,003.7
PP 6,016.7 5,994.3
S1 6,014.8 5,985.0

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

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