DAX Index Future September 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 6,142.0 6,100.0 -42.0 -0.7% 6,304.0
High 6,157.5 6,177.0 19.5 0.3% 6,359.5
Low 6,046.0 6,065.0 19.0 0.3% 6,046.0
Close 6,080.0 6,161.0 81.0 1.3% 6,080.0
Range 111.5 112.0 0.5 0.4% 313.5
ATR 128.5 127.3 -1.2 -0.9% 0.0
Volume 153,175 141,541 -11,634 -7.6% 733,827
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 6,470.3 6,427.7 6,222.6
R3 6,358.3 6,315.7 6,191.8
R2 6,246.3 6,246.3 6,181.5
R1 6,203.7 6,203.7 6,171.3 6,225.0
PP 6,134.3 6,134.3 6,134.3 6,145.0
S1 6,091.7 6,091.7 6,150.7 6,113.0
S2 6,022.3 6,022.3 6,140.5
S3 5,910.3 5,979.7 6,130.2
S4 5,798.3 5,867.7 6,099.4
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 6,302.5 6,046.0 256.5 4.2% 114.2 1.9% 45% False False 150,061
10 6,359.5 6,046.0 313.5 5.1% 106.6 1.7% 37% False False 123,326
20 6,359.5 5,807.0 552.5 9.0% 122.7 2.0% 64% False False 65,368
40 6,359.5 5,593.5 766.0 12.4% 145.2 2.4% 74% False False 33,051
60 6,359.5 5,593.5 766.0 12.4% 126.1 2.0% 74% False False 22,160
80 6,359.5 5,593.5 766.0 12.4% 109.7 1.8% 74% False False 17,008
100 6,359.5 5,419.0 940.5 15.3% 102.2 1.7% 79% False False 13,641
120 6,359.5 5,419.0 940.5 15.3% 96.9 1.6% 79% False False 11,380
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 28.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,653.0
2.618 6,470.2
1.618 6,358.2
1.000 6,289.0
0.618 6,246.2
HIGH 6,177.0
0.618 6,134.2
0.500 6,121.0
0.382 6,107.8
LOW 6,065.0
0.618 5,995.8
1.000 5,953.0
1.618 5,883.8
2.618 5,771.8
4.250 5,589.0
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 6,147.7 6,157.0
PP 6,134.3 6,153.0
S1 6,121.0 6,149.0

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

View Archives - Comment on this page... - Back to Index of Symbols