DAX Index Future December 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 5,991.0 5,919.0 -72.0 -1.2% 6,150.0
High 5,991.0 5,956.0 -35.0 -0.6% 6,240.0
Low 5,884.5 5,850.0 -34.5 -0.6% 6,001.0
Close 5,946.0 5,920.0 -26.0 -0.4% 6,020.5
Range 106.5 106.0 -0.5 -0.5% 239.0
ATR 103.2 103.4 0.2 0.2% 0.0
Volume 1,669 433 -1,236 -74.1% 1,319
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,226.7 6,179.3 5,978.3
R3 6,120.7 6,073.3 5,949.2
R2 6,014.7 6,014.7 5,939.4
R1 5,967.3 5,967.3 5,929.7 5,991.0
PP 5,908.7 5,908.7 5,908.7 5,920.5
S1 5,861.3 5,861.3 5,910.3 5,885.0
S2 5,802.7 5,802.7 5,900.6
S3 5,696.7 5,755.3 5,890.9
S4 5,590.7 5,649.3 5,861.7
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,804.2 6,651.3 6,152.0
R3 6,565.2 6,412.3 6,086.2
R2 6,326.2 6,326.2 6,064.3
R1 6,173.3 6,173.3 6,042.4 6,130.3
PP 6,087.2 6,087.2 6,087.2 6,065.6
S1 5,934.3 5,934.3 5,998.6 5,891.3
S2 5,848.2 5,848.2 5,976.7
S3 5,609.2 5,695.3 5,954.8
S4 5,370.2 5,456.3 5,889.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,240.0 5,850.0 390.0 6.6% 107.3 1.8% 18% False True 577
10 6,240.0 5,850.0 390.0 6.6% 94.3 1.6% 18% False True 404
20 6,394.5 5,850.0 544.5 9.2% 94.8 1.6% 13% False True 320
40 6,394.5 5,818.0 576.5 9.7% 99.9 1.7% 18% False False 421
60 6,394.5 5,814.5 580.0 9.8% 102.6 1.7% 18% False False 1,182
80 6,394.5 5,602.5 792.0 13.4% 114.9 1.9% 40% False False 993
100 6,394.5 5,602.5 792.0 13.4% 108.2 1.8% 40% False False 836
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,406.5
2.618 6,233.5
1.618 6,127.5
1.000 6,062.0
0.618 6,021.5
HIGH 5,956.0
0.618 5,915.5
0.500 5,903.0
0.382 5,890.5
LOW 5,850.0
0.618 5,784.5
1.000 5,744.0
1.618 5,678.5
2.618 5,572.5
4.250 5,399.5
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 5,914.3 5,956.0
PP 5,908.7 5,944.0
S1 5,903.0 5,932.0

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

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