DAX Index Future June 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 5,781.0 5,846.0 65.0 1.1% 5,822.5
High 5,833.0 5,862.0 29.0 0.5% 5,904.0
Low 5,731.0 5,746.0 15.0 0.3% 5,731.0
Close 5,787.5 5,764.0 -23.5 -0.4% 5,764.0
Range 102.0 116.0 14.0 13.7% 173.0
ATR 80.4 82.9 2.5 3.2% 0.0
Volume 199 210 11 5.5% 1,751
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,138.7 6,067.3 5,827.8
R3 6,022.7 5,951.3 5,795.9
R2 5,906.7 5,906.7 5,785.3
R1 5,835.3 5,835.3 5,774.6 5,813.0
PP 5,790.7 5,790.7 5,790.7 5,779.5
S1 5,719.3 5,719.3 5,753.4 5,697.0
S2 5,674.7 5,674.7 5,742.7
S3 5,558.7 5,603.3 5,732.1
S4 5,442.7 5,487.3 5,700.2
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,318.7 6,214.3 5,859.2
R3 6,145.7 6,041.3 5,811.6
R2 5,972.7 5,972.7 5,795.7
R1 5,868.3 5,868.3 5,779.9 5,834.0
PP 5,799.7 5,799.7 5,799.7 5,782.5
S1 5,695.3 5,695.3 5,748.1 5,661.0
S2 5,626.7 5,626.7 5,732.3
S3 5,453.7 5,522.3 5,716.4
S4 5,280.7 5,349.3 5,668.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,904.0 5,731.0 173.0 3.0% 96.7 1.7% 19% False False 350
10 5,904.0 5,731.0 173.0 3.0% 77.3 1.3% 19% False False 207
20 5,904.0 5,470.0 434.0 7.5% 62.1 1.1% 68% False False 203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.6
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,355.0
2.618 6,165.7
1.618 6,049.7
1.000 5,978.0
0.618 5,933.7
HIGH 5,862.0
0.618 5,817.7
0.500 5,804.0
0.382 5,790.3
LOW 5,746.0
0.618 5,674.3
1.000 5,630.0
1.618 5,558.3
2.618 5,442.3
4.250 5,253.0
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 5,804.0 5,800.5
PP 5,790.7 5,788.3
S1 5,777.3 5,776.2

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

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