DAX Index Future September 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 5,827.0 5,842.0 15.0 0.3% 6,005.0
High 5,872.5 5,870.5 -2.0 0.0% 6,190.0
Low 5,697.5 5,740.0 42.5 0.7% 5,697.5
Close 5,828.0 5,806.0 -22.0 -0.4% 5,828.0
Range 175.0 130.5 -44.5 -25.4% 492.5
ATR 164.3 161.9 -2.4 -1.5% 0.0
Volume 914 722 -192 -21.0% 4,649
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 6,197.0 6,132.0 5,877.8
R3 6,066.5 6,001.5 5,841.9
R2 5,936.0 5,936.0 5,829.9
R1 5,871.0 5,871.0 5,818.0 5,838.3
PP 5,805.5 5,805.5 5,805.5 5,789.1
S1 5,740.5 5,740.5 5,794.0 5,707.8
S2 5,675.0 5,675.0 5,782.1
S3 5,544.5 5,610.0 5,770.1
S4 5,414.0 5,479.5 5,734.2
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 7,382.7 7,097.8 6,098.9
R3 6,890.2 6,605.3 5,963.4
R2 6,397.7 6,397.7 5,918.3
R1 6,112.8 6,112.8 5,873.1 6,009.0
PP 5,905.2 5,905.2 5,905.2 5,853.3
S1 5,620.3 5,620.3 5,782.9 5,516.5
S2 5,412.7 5,412.7 5,737.7
S3 4,920.2 5,127.8 5,692.6
S4 4,427.7 4,635.3 5,557.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,190.0 5,697.5 492.5 8.5% 162.4 2.8% 22% False False 976
10 6,285.0 5,697.5 587.5 10.1% 165.9 2.9% 18% False False 675
20 6,343.0 5,593.5 749.5 12.9% 170.7 2.9% 28% False False 603
40 6,348.5 5,593.5 755.0 13.0% 118.9 2.0% 28% False False 490
60 6,348.5 5,554.0 794.5 13.7% 100.2 1.7% 32% False False 818
80 6,348.5 5,419.0 929.5 16.0% 93.7 1.6% 42% False False 653
100 6,348.5 5,419.0 929.5 16.0% 86.1 1.5% 42% False False 532
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,425.1
2.618 6,212.1
1.618 6,081.6
1.000 6,001.0
0.618 5,951.1
HIGH 5,870.5
0.618 5,820.6
0.500 5,805.3
0.382 5,789.9
LOW 5,740.0
0.618 5,659.4
1.000 5,609.5
1.618 5,528.9
2.618 5,398.4
4.250 5,185.4
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 5,805.8 5,873.8
PP 5,805.5 5,851.2
S1 5,805.3 5,828.6

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

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