DAX Index Future June 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 5,943.0 6,025.0 82.0 1.4% 6,112.5
High 6,096.0 6,226.0 130.0 2.1% 6,207.5
Low 5,912.0 6,006.5 94.5 1.6% 5,557.0
Close 6,042.5 6,196.0 153.5 2.5% 5,722.0
Range 184.0 219.5 35.5 19.3% 650.5
ATR 157.5 161.9 4.4 2.8% 0.0
Volume 203,062 244,323 41,261 20.3% 1,395,948
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 6,801.3 6,718.2 6,316.7
R3 6,581.8 6,498.7 6,256.4
R2 6,362.3 6,362.3 6,236.2
R1 6,279.2 6,279.2 6,216.1 6,320.8
PP 6,142.8 6,142.8 6,142.8 6,163.6
S1 6,059.7 6,059.7 6,175.9 6,101.3
S2 5,923.3 5,923.3 6,155.8
S3 5,703.8 5,840.2 6,135.6
S4 5,484.3 5,620.7 6,075.3
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 7,780.3 7,401.7 6,079.8
R3 7,129.8 6,751.2 5,900.9
R2 6,479.3 6,479.3 5,841.3
R1 6,100.7 6,100.7 5,781.6 5,964.8
PP 5,828.8 5,828.8 5,828.8 5,760.9
S1 5,450.2 5,450.2 5,662.4 5,314.3
S2 5,178.3 5,178.3 5,602.7
S3 4,527.8 4,799.7 5,543.1
S4 3,877.3 4,149.2 5,364.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,226.0 5,557.0 669.0 10.8% 256.8 4.1% 96% True False 284,870
10 6,226.0 5,557.0 669.0 10.8% 192.3 3.1% 96% True False 249,109
20 6,347.0 5,557.0 790.0 12.8% 152.2 2.5% 81% False False 222,319
40 6,347.0 5,557.0 790.0 12.8% 108.9 1.8% 81% False False 170,713
60 6,347.0 5,514.0 833.0 13.4% 98.5 1.6% 82% False False 115,052
80 6,347.0 5,400.0 947.0 15.3% 103.6 1.7% 84% False False 86,408
100 6,347.0 5,400.0 947.0 15.3% 95.9 1.5% 84% False False 69,267
120 6,347.0 5,400.0 947.0 15.3% 93.5 1.5% 84% False False 57,863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 31.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,158.9
2.618 6,800.7
1.618 6,581.2
1.000 6,445.5
0.618 6,361.7
HIGH 6,226.0
0.618 6,142.2
0.500 6,116.3
0.382 6,090.3
LOW 6,006.5
0.618 5,870.8
1.000 5,787.0
1.618 5,651.3
2.618 5,431.8
4.250 5,073.6
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 6,169.4 6,143.3
PP 6,142.8 6,090.7
S1 6,116.3 6,038.0

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

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