DAX Index Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 5,996.0 5,857.0 -139.0 -2.3% 6,028.5
High 5,996.0 5,940.0 -56.0 -0.9% 6,062.0
Low 5,889.0 5,830.0 -59.0 -1.0% 5,850.0
Close 5,926.0 5,918.0 -8.0 -0.1% 5,963.5
Range 107.0 110.0 3.0 2.8% 212.0
ATR 102.8 103.3 0.5 0.5% 0.0
Volume 1,240 662 -578 -46.6% 4,340
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,226.0 6,182.0 5,978.5
R3 6,116.0 6,072.0 5,948.3
R2 6,006.0 6,006.0 5,938.2
R1 5,962.0 5,962.0 5,928.1 5,984.0
PP 5,896.0 5,896.0 5,896.0 5,907.0
S1 5,852.0 5,852.0 5,907.9 5,874.0
S2 5,786.0 5,786.0 5,897.8
S3 5,676.0 5,742.0 5,887.8
S4 5,566.0 5,632.0 5,857.5
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 6,594.5 6,491.0 6,080.1
R3 6,382.5 6,279.0 6,021.8
R2 6,170.5 6,170.5 6,002.4
R1 6,067.0 6,067.0 5,982.9 6,012.8
PP 5,958.5 5,958.5 5,958.5 5,931.4
S1 5,855.0 5,855.0 5,944.1 5,800.8
S2 5,746.5 5,746.5 5,924.6
S3 5,534.5 5,643.0 5,905.2
S4 5,322.5 5,431.0 5,846.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,996.0 5,830.0 166.0 2.8% 103.1 1.7% 53% False True 867
10 6,240.0 5,830.0 410.0 6.9% 100.4 1.7% 21% False True 718
20 6,394.5 5,830.0 564.5 9.5% 94.8 1.6% 16% False True 476
40 6,394.5 5,830.0 564.5 9.5% 98.9 1.7% 16% False True 483
60 6,394.5 5,818.0 576.5 9.7% 101.3 1.7% 17% False False 1,173
80 6,394.5 5,625.0 769.5 13.0% 108.8 1.8% 38% False False 1,015
100 6,394.5 5,602.5 792.0 13.4% 110.6 1.9% 40% False False 871
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 21.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,407.5
2.618 6,228.0
1.618 6,118.0
1.000 6,050.0
0.618 6,008.0
HIGH 5,940.0
0.618 5,898.0
0.500 5,885.0
0.382 5,872.0
LOW 5,830.0
0.618 5,762.0
1.000 5,720.0
1.618 5,652.0
2.618 5,542.0
4.250 5,362.5
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 5,907.0 5,916.3
PP 5,896.0 5,914.7
S1 5,885.0 5,913.0

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

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