DAX Index Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 6,175.5 6,200.5 25.0 0.4% 6,329.5
High 6,220.0 6,233.5 13.5 0.2% 6,374.0
Low 6,157.0 6,053.5 -103.5 -1.7% 6,071.0
Close 6,193.5 6,083.5 -110.0 -1.8% 6,113.5
Range 63.0 180.0 117.0 185.7% 303.0
ATR 108.9 114.0 5.1 4.7% 0.0
Volume 124,706 206,317 81,611 65.4% 588,509
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,663.5 6,553.5 6,182.5
R3 6,483.5 6,373.5 6,133.0
R2 6,303.5 6,303.5 6,116.5
R1 6,193.5 6,193.5 6,100.0 6,158.5
PP 6,123.5 6,123.5 6,123.5 6,106.0
S1 6,013.5 6,013.5 6,067.0 5,978.5
S2 5,943.5 5,943.5 6,050.5
S3 5,763.5 5,833.5 6,034.0
S4 5,583.5 5,653.5 5,984.5
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 6,233.5 6,053.5 180.0 3.0% 108.0 1.8% 17% True True 138,896
10 6,391.5 6,053.5 338.0 5.6% 104.0 1.7% 9% False True 129,844
20 6,391.5 6,053.5 338.0 5.6% 100.5 1.7% 9% False True 123,358
40 6,391.5 5,805.0 586.5 9.6% 114.2 1.9% 47% False False 133,705
60 6,391.5 5,765.5 626.0 10.3% 116.6 1.9% 51% False False 103,421
80 6,391.5 5,593.5 798.0 13.1% 128.9 2.1% 61% False False 77,725
100 6,391.5 5,593.5 798.0 13.1% 119.4 2.0% 61% False False 62,258
120 6,391.5 5,593.5 798.0 13.1% 109.6 1.8% 61% False False 52,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.5
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6,998.5
2.618 6,704.7
1.618 6,524.7
1.000 6,413.5
0.618 6,344.7
HIGH 6,233.5
0.618 6,164.7
0.500 6,143.5
0.382 6,122.3
LOW 6,053.5
0.618 5,942.3
1.000 5,873.5
1.618 5,762.3
2.618 5,582.3
4.250 5,288.5
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 6,143.5 6,143.5
PP 6,123.5 6,123.5
S1 6,103.5 6,103.5

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

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