DAX Index Future June 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 5,722.0 5,752.5 30.5 0.5% 5,997.5
High 5,830.0 5,974.0 144.0 2.5% 6,187.0
Low 5,695.5 5,752.0 56.5 1.0% 5,688.0
Close 5,763.0 5,948.5 185.5 3.2% 5,823.0
Range 134.5 222.0 87.5 65.1% 499.0
ATR 169.1 172.9 3.8 2.2% 0.0
Volume 190,581 211,678 21,097 11.1% 1,347,967
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 6,557.5 6,475.0 6,070.6
R3 6,335.5 6,253.0 6,009.6
R2 6,113.5 6,113.5 5,989.2
R1 6,031.0 6,031.0 5,968.9 6,072.3
PP 5,891.5 5,891.5 5,891.5 5,912.1
S1 5,809.0 5,809.0 5,928.2 5,850.3
S2 5,669.5 5,669.5 5,907.8
S3 5,447.5 5,587.0 5,887.5
S4 5,225.5 5,365.0 5,826.4
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 7,396.3 7,108.7 6,097.5
R3 6,897.3 6,609.7 5,960.2
R2 6,398.3 6,398.3 5,914.5
R1 6,110.7 6,110.7 5,868.7 6,005.0
PP 5,899.3 5,899.3 5,899.3 5,846.5
S1 5,611.7 5,611.7 5,777.3 5,506.0
S2 5,400.3 5,400.3 5,731.5
S3 4,901.3 5,112.7 5,685.8
S4 4,402.3 4,613.7 5,548.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,974.0 5,608.0 366.0 6.2% 164.3 2.8% 93% True False 217,861
10 6,239.5 5,608.0 631.5 10.6% 174.3 2.9% 54% False False 237,886
20 6,280.0 5,557.0 723.0 12.2% 182.8 3.1% 54% False False 242,464
40 6,347.0 5,557.0 790.0 13.3% 135.7 2.3% 50% False False 201,132
60 6,347.0 5,557.0 790.0 13.3% 112.3 1.9% 50% False False 157,125
80 6,347.0 5,400.0 947.0 15.9% 108.0 1.8% 58% False False 117,984
100 6,347.0 5,400.0 947.0 15.9% 107.9 1.8% 58% False False 94,465
120 6,347.0 5,400.0 947.0 15.9% 101.7 1.7% 58% False False 78,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,917.5
2.618 6,555.2
1.618 6,333.2
1.000 6,196.0
0.618 6,111.2
HIGH 5,974.0
0.618 5,889.2
0.500 5,863.0
0.382 5,836.8
LOW 5,752.0
0.618 5,614.8
1.000 5,530.0
1.618 5,392.8
2.618 5,170.8
4.250 4,808.5
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 5,920.0 5,896.0
PP 5,891.5 5,843.5
S1 5,863.0 5,791.0

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

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