DAX Index Future June 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 6,238.0 5,997.5 -240.5 -3.9% 5,852.0
High 6,239.5 6,156.0 -83.5 -1.3% 6,280.0
Low 6,016.5 5,982.0 -34.5 -0.6% 5,850.0
Close 6,035.0 6,067.0 32.0 0.5% 6,035.0
Range 223.0 174.0 -49.0 -22.0% 430.0
ATR 162.5 163.3 0.8 0.5% 0.0
Volume 249,499 245,918 -3,581 -1.4% 1,128,439
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 6,590.3 6,502.7 6,162.7
R3 6,416.3 6,328.7 6,114.9
R2 6,242.3 6,242.3 6,098.9
R1 6,154.7 6,154.7 6,083.0 6,198.5
PP 6,068.3 6,068.3 6,068.3 6,090.3
S1 5,980.7 5,980.7 6,051.1 6,024.5
S2 5,894.3 5,894.3 6,035.1
S3 5,720.3 5,806.7 6,019.2
S4 5,546.3 5,632.7 5,971.3
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 7,345.0 7,120.0 6,271.5
R3 6,915.0 6,690.0 6,153.3
R2 6,485.0 6,485.0 6,113.8
R1 6,260.0 6,260.0 6,074.4 6,372.5
PP 6,055.0 6,055.0 6,055.0 6,111.3
S1 5,830.0 5,830.0 5,995.6 5,942.5
S2 5,625.0 5,625.0 5,956.2
S3 5,195.0 5,400.0 5,916.8
S4 4,765.0 4,970.0 5,798.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,280.0 5,912.0 368.0 6.1% 176.1 2.9% 42% False False 218,800
10 6,280.0 5,557.0 723.0 11.9% 206.8 3.4% 71% False False 263,390
20 6,347.0 5,557.0 790.0 13.0% 162.9 2.7% 65% False False 228,170
40 6,347.0 5,557.0 790.0 13.0% 116.9 1.9% 65% False False 181,737
60 6,347.0 5,527.0 820.0 13.5% 102.2 1.7% 66% False False 125,816
80 6,347.0 5,400.0 947.0 15.6% 103.5 1.7% 70% False False 94,480
100 6,347.0 5,400.0 947.0 15.6% 98.3 1.6% 70% False False 75,652
120 6,347.0 5,400.0 947.0 15.6% 95.7 1.6% 70% False False 63,251
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 27.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,895.5
2.618 6,611.5
1.618 6,437.5
1.000 6,330.0
0.618 6,263.5
HIGH 6,156.0
0.618 6,089.5
0.500 6,069.0
0.382 6,048.5
LOW 5,982.0
0.618 5,874.5
1.000 5,808.0
1.618 5,700.5
2.618 5,526.5
4.250 5,242.5
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 6,069.0 6,131.0
PP 6,068.3 6,109.7
S1 6,067.7 6,088.3

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

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