DAX Index Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 6,235.0 6,142.0 -93.0 -1.5% 6,304.0
High 6,252.0 6,157.5 -94.5 -1.5% 6,359.5
Low 6,102.0 6,046.0 -56.0 -0.9% 6,046.0
Close 6,123.0 6,080.0 -43.0 -0.7% 6,080.0
Range 150.0 111.5 -38.5 -25.7% 313.5
ATR 129.8 128.5 -1.3 -1.0% 0.0
Volume 158,233 153,175 -5,058 -3.2% 733,827
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6,429.0 6,366.0 6,141.3
R3 6,317.5 6,254.5 6,110.7
R2 6,206.0 6,206.0 6,100.4
R1 6,143.0 6,143.0 6,090.2 6,118.8
PP 6,094.5 6,094.5 6,094.5 6,082.4
S1 6,031.5 6,031.5 6,069.8 6,007.3
S2 5,983.0 5,983.0 6,059.6
S3 5,871.5 5,920.0 6,049.3
S4 5,760.0 5,808.5 6,018.7
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 7,102.3 6,904.7 6,252.4
R3 6,788.8 6,591.2 6,166.2
R2 6,475.3 6,475.3 6,137.5
R1 6,277.7 6,277.7 6,108.7 6,219.8
PP 6,161.8 6,161.8 6,161.8 6,132.9
S1 5,964.2 5,964.2 6,051.3 5,906.3
S2 5,848.3 5,848.3 6,022.5
S3 5,534.8 5,650.7 5,993.8
S4 5,221.3 5,337.2 5,907.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,359.5 6,046.0 313.5 5.2% 117.3 1.9% 11% False True 146,765
10 6,359.5 6,046.0 313.5 5.2% 101.7 1.7% 11% False True 112,617
20 6,359.5 5,807.0 552.5 9.1% 120.1 2.0% 49% False False 58,303
40 6,359.5 5,593.5 766.0 12.6% 145.0 2.4% 64% False False 29,516
60 6,359.5 5,593.5 766.0 12.6% 125.2 2.1% 64% False False 19,808
80 6,359.5 5,593.5 766.0 12.6% 108.8 1.8% 64% False False 15,242
100 6,359.5 5,419.0 940.5 15.5% 102.2 1.7% 70% False False 12,227
120 6,359.5 5,419.0 940.5 15.5% 96.0 1.6% 70% False False 10,200
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 False
Bull Hook False
Stretch 27.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,631.4
2.618 6,449.4
1.618 6,337.9
1.000 6,269.0
0.618 6,226.4
HIGH 6,157.5
0.618 6,114.9
0.500 6,101.8
0.382 6,088.6
LOW 6,046.0
0.618 5,977.1
1.000 5,934.5
1.618 5,865.6
2.618 5,754.1
4.250 5,572.1
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 6,101.8 6,162.5
PP 6,094.5 6,135.0
S1 6,087.3 6,107.5

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

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