DAX Index Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 6,089.0 5,967.0 -122.0 -2.0% 6,304.0
High 6,089.0 6,009.0 -80.0 -1.3% 6,359.5
Low 5,932.5 5,902.5 -30.0 -0.5% 6,046.0
Close 5,971.5 5,961.5 -10.0 -0.2% 6,080.0
Range 156.5 106.5 -50.0 -31.9% 313.5
ATR 134.5 132.5 -2.0 -1.5% 0.0
Volume 176,257 147,551 -28,706 -16.3% 733,827
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 6,277.2 6,225.8 6,020.1
R3 6,170.7 6,119.3 5,990.8
R2 6,064.2 6,064.2 5,981.0
R1 6,012.8 6,012.8 5,971.3 5,985.3
PP 5,957.7 5,957.7 5,957.7 5,943.9
S1 5,906.3 5,906.3 5,951.7 5,878.8
S2 5,851.2 5,851.2 5,942.0
S3 5,744.7 5,799.8 5,932.2
S4 5,638.2 5,693.3 5,902.9
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 6,252.0 5,902.5 349.5 5.9% 127.3 2.1% 17% False True 155,351
10 6,359.5 5,902.5 457.0 7.7% 110.9 1.9% 13% False True 142,797
20 6,359.5 5,807.0 552.5 9.3% 119.0 2.0% 28% False False 81,477
40 6,359.5 5,593.5 766.0 12.8% 144.4 2.4% 48% False False 41,119
60 6,359.5 5,593.5 766.0 12.8% 128.8 2.2% 48% False False 27,549
80 6,359.5 5,593.5 766.0 12.8% 111.7 1.9% 48% False False 21,047
100 6,359.5 5,480.0 879.5 14.8% 103.0 1.7% 55% False False 16,873
120 6,359.5 5,419.0 940.5 15.8% 98.7 1.7% 58% False False 14,078
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 27.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,461.6
2.618 6,287.8
1.618 6,181.3
1.000 6,115.5
0.618 6,074.8
HIGH 6,009.0
0.618 5,968.3
0.500 5,955.8
0.382 5,943.2
LOW 5,902.5
0.618 5,836.7
1.000 5,796.0
1.618 5,730.2
2.618 5,623.7
4.250 5,449.9
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 5,959.6 6,039.8
PP 5,957.7 6,013.7
S1 5,955.8 5,987.6

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

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