DAX Index Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 6,020.0 5,991.5 -28.5 -0.5% 6,127.0
High 6,057.0 5,992.0 -65.0 -1.1% 6,233.5
Low 5,996.5 5,870.5 -126.0 -2.1% 5,990.0
Close 6,006.5 5,937.0 -69.5 -1.2% 6,011.5
Range 60.5 121.5 61.0 100.8% 243.5
ATR 109.9 111.8 1.9 1.7% 0.0
Volume 107,625 171,489 63,864 59.3% 565,539
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,297.7 6,238.8 6,003.8
R3 6,176.2 6,117.3 5,970.4
R2 6,054.7 6,054.7 5,959.3
R1 5,995.8 5,995.8 5,948.1 5,964.5
PP 5,933.2 5,933.2 5,933.2 5,917.5
S1 5,874.3 5,874.3 5,925.9 5,843.0
S2 5,811.7 5,811.7 5,914.7
S3 5,690.2 5,752.8 5,903.6
S4 5,568.7 5,631.3 5,870.2
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,808.8 6,653.7 6,145.4
R3 6,565.3 6,410.2 6,078.5
R2 6,321.8 6,321.8 6,056.1
R1 6,166.7 6,166.7 6,033.8 6,122.5
PP 6,078.3 6,078.3 6,078.3 6,056.3
S1 5,923.2 5,923.2 5,989.2 5,879.0
S2 5,834.8 5,834.8 5,966.9
S3 5,591.3 5,679.7 5,944.5
S4 5,347.8 5,436.2 5,877.6
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 5,870.5 363.0 6.1% 107.0 1.8% 18% False True 122,027
10 6,277.0 5,870.5 406.5 6.8% 104.3 1.8% 16% False True 124,391
20 6,391.5 5,870.5 521.0 8.8% 103.2 1.7% 13% False True 119,576
40 6,391.5 5,805.0 586.5 9.9% 112.1 1.9% 23% False False 129,359
60 6,391.5 5,805.0 586.5 9.9% 115.6 1.9% 23% False False 108,029
80 6,391.5 5,593.5 798.0 13.4% 128.7 2.2% 43% False False 81,205
100 6,391.5 5,593.5 798.0 13.4% 120.5 2.0% 43% False False 65,040
120 6,391.5 5,593.5 798.0 13.4% 110.5 1.9% 43% False False 54,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,508.4
2.618 6,310.1
1.618 6,188.6
1.000 6,113.5
0.618 6,067.1
HIGH 5,992.0
0.618 5,945.6
0.500 5,931.3
0.382 5,916.9
LOW 5,870.5
0.618 5,795.4
1.000 5,749.0
1.618 5,673.9
2.618 5,552.4
4.250 5,354.1
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 5,935.1 5,985.3
PP 5,933.2 5,969.2
S1 5,931.3 5,953.1

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

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