DAX Index Future September 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 5,850.5 5,932.0 81.5 1.4% 6,020.0
High 5,936.0 6,088.5 152.5 2.6% 6,057.0
Low 5,816.0 5,876.0 60.0 1.0% 5,836.5
Close 5,909.5 6,076.0 166.5 2.8% 5,955.0
Range 120.0 212.5 92.5 77.1% 220.5
ATR 112.2 119.3 7.2 6.4% 0.0
Volume 155,008 187,157 32,149 20.7% 738,049
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,651.0 6,576.0 6,192.9
R3 6,438.5 6,363.5 6,134.4
R2 6,226.0 6,226.0 6,115.0
R1 6,151.0 6,151.0 6,095.5 6,188.5
PP 6,013.5 6,013.5 6,013.5 6,032.3
S1 5,938.5 5,938.5 6,056.5 5,976.0
S2 5,801.0 5,801.0 6,037.0
S3 5,588.5 5,726.0 6,017.6
S4 5,376.0 5,513.5 5,959.1
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 6,088.5 5,816.0 272.5 4.5% 131.0 2.2% 95% True False 127,509
10 6,233.5 5,816.0 417.5 6.9% 124.8 2.1% 62% False False 128,653
20 6,391.5 5,816.0 575.5 9.5% 108.6 1.8% 45% False False 123,990
40 6,391.5 5,816.0 575.5 9.5% 109.3 1.8% 45% False False 124,778
60 6,391.5 5,805.0 586.5 9.7% 113.6 1.9% 46% False False 121,215
80 6,391.5 5,615.0 776.5 12.8% 122.5 2.0% 59% False False 91,177
100 6,391.5 5,593.5 798.0 13.1% 124.9 2.1% 60% False False 73,034
120 6,391.5 5,593.5 798.0 13.1% 114.1 1.9% 60% False False 61,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.3
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 6,991.6
2.618 6,644.8
1.618 6,432.3
1.000 6,301.0
0.618 6,219.8
HIGH 6,088.5
0.618 6,007.3
0.500 5,982.3
0.382 5,957.2
LOW 5,876.0
0.618 5,744.7
1.000 5,663.5
1.618 5,532.2
2.618 5,319.7
4.250 4,972.9
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 6,044.8 6,034.8
PP 6,013.5 5,993.5
S1 5,982.3 5,952.3

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

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