DAX Index Future September 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 6,268.5 6,253.5 -15.0 -0.2% 6,175.0
High 6,293.0 6,290.0 -3.0 0.0% 6,234.5
Low 6,232.0 6,231.0 -1.0 0.0% 6,063.0
Close 6,264.5 6,280.0 15.5 0.2% 6,217.5
Range 61.0 59.0 -2.0 -3.3% 171.5
ATR 100.0 97.1 -2.9 -2.9% 0.0
Volume 146,012 199,396 53,384 36.6% 446,600
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,444.0 6,421.0 6,312.5
R3 6,385.0 6,362.0 6,296.2
R2 6,326.0 6,326.0 6,290.8
R1 6,303.0 6,303.0 6,285.4 6,314.5
PP 6,267.0 6,267.0 6,267.0 6,272.8
S1 6,244.0 6,244.0 6,274.6 6,255.5
S2 6,208.0 6,208.0 6,269.2
S3 6,149.0 6,185.0 6,263.8
S4 6,090.0 6,126.0 6,247.6
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,686.2 6,623.3 6,311.8
R3 6,514.7 6,451.8 6,264.7
R2 6,343.2 6,343.2 6,248.9
R1 6,280.3 6,280.3 6,233.2 6,311.8
PP 6,171.7 6,171.7 6,171.7 6,187.4
S1 6,108.8 6,108.8 6,201.8 6,140.3
S2 6,000.2 6,000.2 6,186.1
S3 5,828.7 5,937.3 6,170.3
S4 5,657.2 5,765.8 6,123.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,293.0 6,063.0 230.0 3.7% 76.7 1.2% 94% False False 148,945
10 6,293.0 5,876.0 417.0 6.6% 84.9 1.4% 97% False False 122,232
20 6,293.0 5,816.0 477.0 7.6% 97.4 1.6% 97% False False 122,320
40 6,391.5 5,816.0 575.5 9.2% 101.0 1.6% 81% False False 122,134
60 6,391.5 5,805.0 586.5 9.3% 107.8 1.7% 81% False False 129,349
80 6,391.5 5,615.0 776.5 12.4% 111.9 1.8% 86% False False 104,038
100 6,391.5 5,593.5 798.0 12.7% 123.7 2.0% 86% False False 83,351
120 6,391.5 5,593.5 798.0 12.7% 114.3 1.8% 86% False False 69,522
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 18.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,540.8
2.618 6,444.5
1.618 6,385.5
1.000 6,349.0
0.618 6,326.5
HIGH 6,290.0
0.618 6,267.5
0.500 6,260.5
0.382 6,253.5
LOW 6,231.0
0.618 6,194.5
1.000 6,172.0
1.618 6,135.5
2.618 6,076.5
4.250 5,980.3
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 6,273.5 6,266.1
PP 6,267.0 6,252.2
S1 6,260.5 6,238.3

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

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