DAX Index Future September 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 5,970.0 6,140.0 170.0 2.8% 6,050.5
High 6,154.5 6,199.5 45.0 0.7% 6,199.5
Low 5,954.5 6,116.0 161.5 2.7% 5,911.5
Close 6,143.0 6,173.0 30.0 0.5% 6,173.0
Range 200.0 83.5 -116.5 -58.3% 288.0
ATR 132.8 129.2 -3.5 -2.7% 0.0
Volume 157,177 131,114 -26,063 -16.6% 697,633
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 6,413.3 6,376.7 6,218.9
R3 6,329.8 6,293.2 6,196.0
R2 6,246.3 6,246.3 6,188.3
R1 6,209.7 6,209.7 6,180.7 6,228.0
PP 6,162.8 6,162.8 6,162.8 6,172.0
S1 6,126.2 6,126.2 6,165.3 6,144.5
S2 6,079.3 6,079.3 6,157.7
S3 5,995.8 6,042.7 6,150.0
S4 5,912.3 5,959.2 6,127.1
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 6,958.7 6,853.8 6,331.4
R3 6,670.7 6,565.8 6,252.2
R2 6,382.7 6,382.7 6,225.8
R1 6,277.8 6,277.8 6,199.4 6,330.3
PP 6,094.7 6,094.7 6,094.7 6,120.9
S1 5,989.8 5,989.8 6,146.6 6,042.3
S2 5,806.7 5,806.7 6,120.2
S3 5,518.7 5,701.8 6,093.8
S4 5,230.7 5,413.8 6,014.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,199.5 5,911.5 288.0 4.7% 128.4 2.1% 91% True False 139,526
10 6,264.5 5,911.5 353.0 5.7% 124.7 2.0% 74% False False 136,110
20 6,264.5 5,805.0 459.5 7.4% 124.5 2.0% 80% False False 142,697
40 6,359.5 5,805.0 554.5 9.0% 121.7 2.0% 66% False False 96,705
60 6,359.5 5,593.5 766.0 12.4% 138.4 2.2% 76% False False 64,695
80 6,359.5 5,593.5 766.0 12.4% 124.3 2.0% 76% False False 48,618
100 6,359.5 5,593.5 766.0 12.4% 111.5 1.8% 76% False False 39,202
120 6,359.5 5,419.0 940.5 15.2% 105.2 1.7% 80% False False 32,696
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 29.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,554.4
2.618 6,418.1
1.618 6,334.6
1.000 6,283.0
0.618 6,251.1
HIGH 6,199.5
0.618 6,167.6
0.500 6,157.8
0.382 6,147.9
LOW 6,116.0
0.618 6,064.4
1.000 6,032.5
1.618 5,980.9
2.618 5,897.4
4.250 5,761.1
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 6,167.9 6,139.3
PP 6,162.8 6,105.7
S1 6,157.8 6,072.0

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

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