DAX Index Future September 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 6,253.5 6,280.5 27.0 0.4% 6,175.0
High 6,290.0 6,288.5 -1.5 0.0% 6,234.5
Low 6,231.0 6,228.5 -2.5 0.0% 6,063.0
Close 6,280.0 6,268.0 -12.0 -0.2% 6,217.5
Range 59.0 60.0 1.0 1.7% 171.5
ATR 97.1 94.4 -2.6 -2.7% 0.0
Volume 199,396 217,171 17,775 8.9% 446,600
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,441.7 6,414.8 6,301.0
R3 6,381.7 6,354.8 6,284.5
R2 6,321.7 6,321.7 6,279.0
R1 6,294.8 6,294.8 6,273.5 6,278.3
PP 6,261.7 6,261.7 6,261.7 6,253.4
S1 6,234.8 6,234.8 6,262.5 6,218.3
S2 6,201.7 6,201.7 6,257.0
S3 6,141.7 6,174.8 6,251.5
S4 6,081.7 6,114.8 6,235.0
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 6,132.5 160.5 2.6% 64.9 1.0% 84% False False 160,262
10 6,293.0 6,052.5 240.5 3.8% 69.7 1.1% 90% False False 125,233
20 6,293.0 5,816.0 477.0 7.6% 97.2 1.6% 95% False False 126,943
40 6,391.5 5,816.0 575.5 9.2% 99.4 1.6% 79% False False 123,922
60 6,391.5 5,805.0 586.5 9.4% 107.1 1.7% 79% False False 130,598
80 6,391.5 5,710.0 681.5 10.9% 111.1 1.8% 82% False False 106,730
100 6,391.5 5,593.5 798.0 12.7% 122.0 1.9% 85% False False 85,519
120 6,391.5 5,593.5 798.0 12.7% 114.5 1.8% 85% False False 71,330
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 14.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,543.5
2.618 6,445.6
1.618 6,385.6
1.000 6,348.5
0.618 6,325.6
HIGH 6,288.5
0.618 6,265.6
0.500 6,258.5
0.382 6,251.4
LOW 6,228.5
0.618 6,191.4
1.000 6,168.5
1.618 6,131.4
2.618 6,071.4
4.250 5,973.5
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 6,264.8 6,265.6
PP 6,261.7 6,263.2
S1 6,258.5 6,260.8

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

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