DAX Index Future June 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 5,999.0 6,040.0 41.0 0.7% 5,904.5
High 6,002.5 6,040.0 37.5 0.6% 6,002.5
Low 5,953.0 6,000.0 47.0 0.8% 5,880.5
Close 5,968.0 6,020.0 52.0 0.9% 5,968.0
Range 49.5 40.0 -9.5 -19.2% 122.0
ATR 88.4 87.2 -1.2 -1.3% 0.0
Volume 421 224 -197 -46.8% 1,016
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,140.0 6,120.0 6,042.0
R3 6,100.0 6,080.0 6,031.0
R2 6,060.0 6,060.0 6,027.3
R1 6,040.0 6,040.0 6,023.7 6,030.0
PP 6,020.0 6,020.0 6,020.0 6,015.0
S1 6,000.0 6,000.0 6,016.3 5,990.0
S2 5,980.0 5,980.0 6,012.7
S3 5,940.0 5,960.0 6,009.0
S4 5,900.0 5,920.0 5,998.0
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,316.3 6,264.2 6,035.1
R3 6,194.3 6,142.2 6,001.6
R2 6,072.3 6,072.3 5,990.4
R1 6,020.2 6,020.2 5,979.2 6,046.3
PP 5,950.3 5,950.3 5,950.3 5,963.4
S1 5,898.2 5,898.2 5,956.8 5,924.3
S2 5,828.3 5,828.3 5,945.6
S3 5,706.3 5,776.2 5,934.5
S4 5,584.3 5,654.2 5,900.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,040.0 5,835.0 205.0 3.4% 58.1 1.0% 90% True False 668
10 6,040.0 5,733.5 306.5 5.1% 62.9 1.0% 93% True False 1,980
20 6,040.0 5,524.5 515.5 8.6% 78.0 1.3% 96% True False 1,243
40 6,040.0 5,330.5 709.5 11.8% 76.1 1.3% 97% True False 688
60 6,040.0 5,330.5 709.5 11.8% 73.7 1.2% 97% True False 514
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.3
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,210.0
2.618 6,144.7
1.618 6,104.7
1.000 6,080.0
0.618 6,064.7
HIGH 6,040.0
0.618 6,024.7
0.500 6,020.0
0.382 6,015.3
LOW 6,000.0
0.618 5,975.3
1.000 5,960.0
1.618 5,935.3
2.618 5,895.3
4.250 5,830.0
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 6,020.0 6,012.2
PP 6,020.0 6,004.3
S1 6,020.0 5,996.5

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

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