DAX Index Future September 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
06-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 6,175.0 6,152.5 -22.5 -0.4% 5,977.0
High 6,176.0 6,152.5 -23.5 -0.4% 6,179.5
Low 6,142.0 6,082.0 -60.0 -1.0% 5,816.0
Close 6,150.0 6,122.0 -28.0 -0.5% 6,129.0
Range 34.0 70.5 36.5 107.4% 363.5
ATR 108.6 105.9 -2.7 -2.5% 0.0
Volume 47,281 0 -47,281 -100.0% 585,325
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,330.3 6,296.7 6,160.8
R3 6,259.8 6,226.2 6,141.4
R2 6,189.3 6,189.3 6,134.9
R1 6,155.7 6,155.7 6,128.5 6,137.3
PP 6,118.8 6,118.8 6,118.8 6,109.6
S1 6,085.2 6,085.2 6,115.5 6,066.8
S2 6,048.3 6,048.3 6,109.1
S3 5,977.8 6,014.7 6,102.6
S4 5,907.3 5,944.2 6,083.2
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 5,876.0 303.5 5.0% 93.1 1.5% 81% False False 95,519
10 6,179.5 5,816.0 363.5 5.9% 102.9 1.7% 84% False False 109,154
20 6,277.0 5,816.0 461.0 7.5% 103.6 1.7% 66% False False 116,772
40 6,391.5 5,816.0 575.5 9.4% 107.5 1.8% 53% False False 120,745
60 6,391.5 5,805.0 586.5 9.6% 109.7 1.8% 54% False False 124,986
80 6,391.5 5,615.0 776.5 12.7% 117.3 1.9% 65% False False 94,790
100 6,391.5 5,593.5 798.0 13.0% 124.5 2.0% 66% False False 75,918
120 6,391.5 5,593.5 798.0 13.0% 114.5 1.9% 66% False False 63,358
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,452.1
2.618 6,337.1
1.618 6,266.6
1.000 6,223.0
0.618 6,196.1
HIGH 6,152.5
0.618 6,125.6
0.500 6,117.3
0.382 6,108.9
LOW 6,082.0
0.618 6,038.4
1.000 6,011.5
1.618 5,967.9
2.618 5,897.4
4.250 5,782.4
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 6,120.4 6,130.8
PP 6,118.8 6,127.8
S1 6,117.3 6,124.9

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

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