DAX Index Future June 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 5,948.5 5,962.5 14.0 0.2% 5,915.5
High 5,961.0 5,999.5 38.5 0.6% 5,997.0
Low 5,907.0 5,936.0 29.0 0.5% 5,846.5
Close 5,917.0 5,979.5 62.5 1.1% 5,953.5
Range 54.0 63.5 9.5 17.6% 150.5
ATR 82.2 82.2 0.0 0.0% 0.0
Volume 23,485 58,427 34,942 148.8% 42,028
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,162.2 6,134.3 6,014.4
R3 6,098.7 6,070.8 5,997.0
R2 6,035.2 6,035.2 5,991.1
R1 6,007.3 6,007.3 5,985.3 6,021.3
PP 5,971.7 5,971.7 5,971.7 5,978.6
S1 5,943.8 5,943.8 5,973.7 5,957.8
S2 5,908.2 5,908.2 5,967.9
S3 5,844.7 5,880.3 5,962.0
S4 5,781.2 5,816.8 5,944.6
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,383.8 6,319.2 6,036.3
R3 6,233.3 6,168.7 5,994.9
R2 6,082.8 6,082.8 5,981.1
R1 6,018.2 6,018.2 5,967.3 6,050.5
PP 5,932.3 5,932.3 5,932.3 5,948.5
S1 5,867.7 5,867.7 5,939.7 5,900.0
S2 5,781.8 5,781.8 5,925.9
S3 5,631.3 5,717.2 5,912.1
S4 5,480.8 5,566.7 5,870.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,999.5 5,883.5 116.0 1.9% 59.5 1.0% 83% True False 22,265
10 5,999.5 5,761.5 238.0 4.0% 62.3 1.0% 92% True False 12,732
20 5,999.5 5,527.0 472.5 7.9% 75.3 1.3% 96% True False 6,635
40 5,999.5 5,400.0 599.5 10.0% 96.2 1.6% 97% True False 3,559
60 6,107.5 5,400.0 707.5 11.8% 86.8 1.5% 82% False False 2,563
80 6,107.5 5,400.0 707.5 11.8% 86.0 1.4% 82% False False 2,169
100 6,107.5 5,330.5 777.0 13.0% 85.5 1.4% 84% False False 1,754
120 6,107.5 5,330.5 777.0 13.0% 81.1 1.4% 84% False False 1,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 15.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,269.4
2.618 6,165.7
1.618 6,102.2
1.000 6,063.0
0.618 6,038.7
HIGH 5,999.5
0.618 5,975.2
0.500 5,967.8
0.382 5,960.3
LOW 5,936.0
0.618 5,896.8
1.000 5,872.5
1.618 5,833.3
2.618 5,769.8
4.250 5,666.1
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 5,975.6 5,970.8
PP 5,971.7 5,962.0
S1 5,967.8 5,953.3

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

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