DAX Index Future September 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 5,883.0 5,890.5 7.5 0.1% 6,100.0
High 5,962.0 5,947.0 -15.0 -0.3% 6,177.0
Low 5,833.0 5,805.0 -28.0 -0.5% 5,805.0
Close 5,868.5 5,841.5 -27.0 -0.5% 5,841.5
Range 129.0 142.0 13.0 10.1% 372.0
ATR 132.3 133.0 0.7 0.5% 0.0
Volume 198,842 142,850 -55,992 -28.2% 807,041
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6,290.5 6,208.0 5,919.6
R3 6,148.5 6,066.0 5,880.6
R2 6,006.5 6,006.5 5,867.5
R1 5,924.0 5,924.0 5,854.5 5,894.3
PP 5,864.5 5,864.5 5,864.5 5,849.6
S1 5,782.0 5,782.0 5,828.5 5,752.3
S2 5,722.5 5,722.5 5,815.5
S3 5,580.5 5,640.0 5,802.5
S4 5,438.5 5,498.0 5,763.4
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 7,057.2 6,821.3 6,046.1
R3 6,685.2 6,449.3 5,943.8
R2 6,313.2 6,313.2 5,909.7
R1 6,077.3 6,077.3 5,875.6 6,009.3
PP 5,941.2 5,941.2 5,941.2 5,907.1
S1 5,705.3 5,705.3 5,807.4 5,637.3
S2 5,569.2 5,569.2 5,773.3
S3 5,197.2 5,333.3 5,739.2
S4 4,825.2 4,961.3 5,636.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,177.0 5,805.0 372.0 6.4% 129.2 2.2% 10% False True 161,408
10 6,359.5 5,805.0 554.5 9.5% 123.3 2.1% 7% False True 154,086
20 6,359.5 5,805.0 554.5 9.5% 117.0 2.0% 7% False True 98,470
40 6,359.5 5,615.0 744.5 12.7% 134.9 2.3% 30% False False 49,637
60 6,359.5 5,593.5 766.0 13.1% 131.4 2.2% 32% False False 33,232
80 6,359.5 5,593.5 766.0 13.1% 113.3 1.9% 32% False False 25,305
100 6,359.5 5,480.0 879.5 15.1% 104.2 1.8% 41% False False 20,288
120 6,359.5 5,419.0 940.5 16.1% 100.3 1.7% 45% False False 16,925
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 34.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,550.5
2.618 6,318.8
1.618 6,176.8
1.000 6,089.0
0.618 6,034.8
HIGH 5,947.0
0.618 5,892.8
0.500 5,876.0
0.382 5,859.2
LOW 5,805.0
0.618 5,717.2
1.000 5,663.0
1.618 5,575.2
2.618 5,433.2
4.250 5,201.5
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 5,876.0 5,907.0
PP 5,864.5 5,885.2
S1 5,853.0 5,863.3

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

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