DAX Index Future September 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 5,923.0 5,895.5 -27.5 -0.5% 6,020.0
High 5,952.0 5,980.0 28.0 0.5% 6,057.0
Low 5,872.0 5,845.0 -27.0 -0.5% 5,836.5
Close 5,907.0 5,955.0 48.0 0.8% 5,955.0
Range 80.0 135.0 55.0 68.8% 220.5
ATR 110.1 111.9 1.8 1.6% 0.0
Volume 128,758 166,624 37,866 29.4% 738,049
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,331.7 6,278.3 6,029.3
R3 6,196.7 6,143.3 5,992.1
R2 6,061.7 6,061.7 5,979.8
R1 6,008.3 6,008.3 5,967.4 6,035.0
PP 5,926.7 5,926.7 5,926.7 5,940.0
S1 5,873.3 5,873.3 5,942.6 5,900.0
S2 5,791.7 5,791.7 5,930.3
S3 5,656.7 5,738.3 5,917.9
S4 5,521.7 5,603.3 5,880.8
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,611.0 6,503.5 6,076.3
R3 6,390.5 6,283.0 6,015.6
R2 6,170.0 6,170.0 5,995.4
R1 6,062.5 6,062.5 5,975.2 6,006.0
PP 5,949.5 5,949.5 5,949.5 5,921.3
S1 5,842.0 5,842.0 5,934.8 5,785.5
S2 5,729.0 5,729.0 5,914.6
S3 5,508.5 5,621.5 5,894.4
S4 5,288.0 5,401.0 5,833.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,057.0 5,836.5 220.5 3.7% 103.6 1.7% 54% False False 147,609
10 6,233.5 5,836.5 397.0 6.7% 106.1 1.8% 30% False False 130,358
20 6,391.5 5,836.5 555.0 9.3% 100.6 1.7% 21% False False 123,260
40 6,391.5 5,805.0 586.5 9.8% 110.7 1.9% 26% False False 127,766
60 6,391.5 5,805.0 586.5 9.8% 114.6 1.9% 26% False False 115,637
80 6,391.5 5,615.0 776.5 13.0% 123.9 2.1% 44% False False 86,922
100 6,391.5 5,593.5 798.0 13.4% 122.2 2.1% 45% False False 69,623
120 6,391.5 5,593.5 798.0 13.4% 111.9 1.9% 45% False False 58,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,553.8
2.618 6,333.4
1.618 6,198.4
1.000 6,115.0
0.618 6,063.4
HIGH 5,980.0
0.618 5,928.4
0.500 5,912.5
0.382 5,896.6
LOW 5,845.0
0.618 5,761.6
1.000 5,710.0
1.618 5,626.6
2.618 5,491.6
4.250 5,271.3
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 5,940.8 5,939.4
PP 5,926.7 5,923.8
S1 5,912.5 5,908.3

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

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