DAX Index Future September 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 6,057.0 6,097.0 40.0 0.7% 5,977.0
High 6,109.0 6,179.5 70.5 1.2% 6,179.5
Low 6,052.5 6,087.5 35.0 0.6% 5,816.0
Close 6,086.0 6,129.0 43.0 0.7% 6,129.0
Range 56.5 92.0 35.5 62.8% 363.5
ATR 114.9 113.3 -1.5 -1.3% 0.0
Volume 110,836 132,324 21,488 19.4% 585,325
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,408.0 6,360.5 6,179.6
R3 6,316.0 6,268.5 6,154.3
R2 6,224.0 6,224.0 6,145.9
R1 6,176.5 6,176.5 6,137.4 6,200.3
PP 6,132.0 6,132.0 6,132.0 6,143.9
S1 6,084.5 6,084.5 6,120.6 6,108.3
S2 6,040.0 6,040.0 6,112.1
S3 5,948.0 5,992.5 6,103.7
S4 5,856.0 5,900.5 6,078.4
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 7,132.0 6,994.0 6,328.9
R3 6,768.5 6,630.5 6,229.0
R2 6,405.0 6,405.0 6,195.6
R1 6,267.0 6,267.0 6,162.3 6,336.0
PP 6,041.5 6,041.5 6,041.5 6,076.0
S1 5,903.5 5,903.5 6,095.7 5,972.5
S2 5,678.0 5,678.0 6,062.4
S3 5,314.5 5,540.0 6,029.0
S4 4,951.0 5,176.5 5,929.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,179.5 5,816.0 363.5 5.9% 117.7 1.9% 86% True False 117,065
10 6,179.5 5,816.0 363.5 5.9% 110.7 1.8% 86% True False 132,337
20 6,374.0 5,816.0 558.0 9.1% 105.6 1.7% 56% False False 123,871
40 6,391.5 5,816.0 575.5 9.4% 109.8 1.8% 54% False False 125,513
60 6,391.5 5,805.0 586.5 9.6% 110.7 1.8% 55% False False 125,130
80 6,391.5 5,615.0 776.5 12.7% 120.7 2.0% 66% False False 94,207
100 6,391.5 5,593.5 798.0 13.0% 125.4 2.0% 67% False False 75,451
120 6,391.5 5,593.5 798.0 13.0% 114.4 1.9% 67% False False 63,077
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 26.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,570.5
2.618 6,420.4
1.618 6,328.4
1.000 6,271.5
0.618 6,236.4
HIGH 6,179.5
0.618 6,144.4
0.500 6,133.5
0.382 6,122.6
LOW 6,087.5
0.618 6,030.6
1.000 5,995.5
1.618 5,938.6
2.618 5,846.6
4.250 5,696.5
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 6,133.5 6,095.3
PP 6,132.0 6,061.5
S1 6,130.5 6,027.8

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

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