DAX Index Future September 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 6,190.0 6,120.5 -69.5 -1.1% 6,213.0
High 6,249.5 6,190.0 -59.5 -1.0% 6,259.0
Low 6,092.0 6,063.0 -29.0 -0.5% 6,063.0
Close 6,131.5 6,167.0 35.5 0.6% 6,167.0
Range 157.5 127.0 -30.5 -19.4% 196.0
ATR 123.4 123.6 0.3 0.2% 0.0
Volume 130,607 145,877 15,270 11.7% 608,880
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 6,521.0 6,471.0 6,236.9
R3 6,394.0 6,344.0 6,201.9
R2 6,267.0 6,267.0 6,190.3
R1 6,217.0 6,217.0 6,178.6 6,242.0
PP 6,140.0 6,140.0 6,140.0 6,152.5
S1 6,090.0 6,090.0 6,155.4 6,115.0
S2 6,013.0 6,013.0 6,143.7
S3 5,886.0 5,963.0 6,132.1
S4 5,759.0 5,836.0 6,097.2
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 6,751.0 6,655.0 6,274.8
R3 6,555.0 6,459.0 6,220.9
R2 6,359.0 6,359.0 6,202.9
R1 6,263.0 6,263.0 6,185.0 6,213.0
PP 6,163.0 6,163.0 6,163.0 6,138.0
S1 6,067.0 6,067.0 6,149.0 6,017.0
S2 5,967.0 5,967.0 6,131.1
S3 5,771.0 5,871.0 6,113.1
S4 5,575.0 5,675.0 6,059.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,259.0 6,063.0 196.0 3.2% 108.6 1.8% 53% False True 121,776
10 6,259.0 5,911.5 347.5 5.6% 118.5 1.9% 74% False False 130,651
20 6,264.5 5,805.0 459.5 7.5% 120.9 2.0% 79% False False 132,272
40 6,359.5 5,805.0 554.5 9.0% 121.5 2.0% 65% False False 111,825
60 6,359.5 5,615.0 744.5 12.1% 131.6 2.1% 74% False False 74,809
80 6,359.5 5,593.5 766.0 12.4% 127.5 2.1% 75% False False 56,214
100 6,359.5 5,593.5 766.0 12.4% 114.2 1.9% 75% False False 45,275
120 6,359.5 5,480.0 879.5 14.3% 106.4 1.7% 78% False False 37,762
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 30.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,729.8
2.618 6,522.5
1.618 6,395.5
1.000 6,317.0
0.618 6,268.5
HIGH 6,190.0
0.618 6,141.5
0.500 6,126.5
0.382 6,111.5
LOW 6,063.0
0.618 5,984.5
1.000 5,936.0
1.618 5,857.5
2.618 5,730.5
4.250 5,523.3
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 6,153.5 6,164.2
PP 6,140.0 6,161.3
S1 6,126.5 6,158.5

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

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