DAX Index Future September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 6,120.5 6,185.5 65.0 1.1% 6,213.0
High 6,190.0 6,310.0 120.0 1.9% 6,259.0
Low 6,063.0 6,185.5 122.5 2.0% 6,063.0
Close 6,167.0 6,284.0 117.0 1.9% 6,167.0
Range 127.0 124.5 -2.5 -2.0% 196.0
ATR 123.6 125.0 1.4 1.1% 0.0
Volume 145,877 110,205 -35,672 -24.5% 608,880
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,633.3 6,583.2 6,352.5
R3 6,508.8 6,458.7 6,318.2
R2 6,384.3 6,384.3 6,306.8
R1 6,334.2 6,334.2 6,295.4 6,359.3
PP 6,259.8 6,259.8 6,259.8 6,272.4
S1 6,209.7 6,209.7 6,272.6 6,234.8
S2 6,135.3 6,135.3 6,261.2
S3 6,010.8 6,085.2 6,249.8
S4 5,886.3 5,960.7 6,215.5
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 6,310.0 6,063.0 247.0 3.9% 116.6 1.9% 89% True False 123,179
10 6,310.0 5,911.5 398.5 6.3% 121.8 1.9% 93% True False 130,578
20 6,310.0 5,846.5 463.5 7.4% 120.0 1.9% 94% True False 130,640
40 6,359.5 5,805.0 554.5 8.8% 118.5 1.9% 86% False False 114,555
60 6,359.5 5,615.0 744.5 11.8% 129.9 2.1% 90% False False 76,638
80 6,359.5 5,593.5 766.0 12.2% 128.6 2.0% 90% False False 57,584
100 6,359.5 5,593.5 766.0 12.2% 114.6 1.8% 90% False False 46,372
120 6,359.5 5,480.0 879.5 14.0% 106.9 1.7% 91% False False 38,680
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 26.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,839.1
2.618 6,635.9
1.618 6,511.4
1.000 6,434.5
0.618 6,386.9
HIGH 6,310.0
0.618 6,262.4
0.500 6,247.8
0.382 6,233.1
LOW 6,185.5
0.618 6,108.6
1.000 6,061.0
1.618 5,984.1
2.618 5,859.6
4.250 5,656.4
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 6,271.9 6,251.5
PP 6,259.8 6,219.0
S1 6,247.8 6,186.5

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

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