DAX Index Future September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 6,127.0 6,143.0 16.0 0.3% 6,329.5
High 6,159.0 6,219.5 60.5 1.0% 6,374.0
Low 6,063.5 6,125.5 62.0 1.0% 6,071.0
Close 6,107.0 6,210.0 103.0 1.7% 6,113.5
Range 95.5 94.0 -1.5 -1.6% 303.0
ATR 112.4 112.4 0.0 0.0% 0.0
Volume 110,517 123,999 13,482 12.2% 588,509
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,467.0 6,432.5 6,261.7
R3 6,373.0 6,338.5 6,235.9
R2 6,279.0 6,279.0 6,227.2
R1 6,244.5 6,244.5 6,218.6 6,261.8
PP 6,185.0 6,185.0 6,185.0 6,193.6
S1 6,150.5 6,150.5 6,201.4 6,167.8
S2 6,091.0 6,091.0 6,192.8
S3 5,997.0 6,056.5 6,184.2
S4 5,903.0 5,962.5 6,158.3
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 7,095.2 6,907.3 6,280.2
R3 6,792.2 6,604.3 6,196.8
R2 6,489.2 6,489.2 6,169.1
R1 6,301.3 6,301.3 6,141.3 6,243.8
PP 6,186.2 6,186.2 6,186.2 6,157.4
S1 5,998.3 5,998.3 6,085.7 5,940.8
S2 5,883.2 5,883.2 6,058.0
S3 5,580.2 5,695.3 6,030.2
S4 5,277.2 5,392.3 5,946.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,277.0 6,063.5 213.5 3.4% 101.5 1.6% 69% False False 126,756
10 6,391.5 6,063.5 328.0 5.3% 96.9 1.6% 45% False False 118,979
20 6,391.5 5,944.5 447.0 7.2% 104.5 1.7% 59% False False 121,948
40 6,391.5 5,805.0 586.5 9.4% 113.0 1.8% 69% False False 132,863
60 6,391.5 5,615.0 776.5 12.5% 116.8 1.9% 77% False False 97,944
80 6,391.5 5,593.5 798.0 12.9% 130.3 2.1% 77% False False 73,609
100 6,391.5 5,593.5 798.0 12.9% 117.6 1.9% 77% False False 58,962
120 6,391.5 5,554.0 837.5 13.5% 108.5 1.7% 78% False False 49,381
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 18.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,619.0
2.618 6,465.6
1.618 6,371.6
1.000 6,313.5
0.618 6,277.6
HIGH 6,219.5
0.618 6,183.6
0.500 6,172.5
0.382 6,161.4
LOW 6,125.5
0.618 6,067.4
1.000 6,031.5
1.618 5,973.4
2.618 5,879.4
4.250 5,726.0
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 6,197.5 6,187.2
PP 6,185.0 6,164.3
S1 6,172.5 6,141.5

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

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