DAX Index Future December 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 5,950.0 6,069.5 119.5 2.0% 6,028.5
High 6,096.0 6,115.0 19.0 0.3% 6,062.0
Low 5,895.0 6,063.5 168.5 2.9% 5,850.0
Close 6,084.5 6,094.5 10.0 0.2% 5,963.5
Range 201.0 51.5 -149.5 -74.4% 212.0
ATR 110.3 106.1 -4.2 -3.8% 0.0
Volume 701 870 169 24.1% 4,340
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,245.5 6,221.5 6,122.8
R3 6,194.0 6,170.0 6,108.7
R2 6,142.5 6,142.5 6,103.9
R1 6,118.5 6,118.5 6,099.2 6,130.5
PP 6,091.0 6,091.0 6,091.0 6,097.0
S1 6,067.0 6,067.0 6,089.8 6,079.0
S2 6,039.5 6,039.5 6,085.1
S3 5,988.0 6,015.5 6,080.3
S4 5,936.5 5,964.0 6,066.2
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 6,115.0 5,830.0 285.0 4.7% 117.7 1.9% 93% True False 1,039
10 6,115.0 5,830.0 285.0 4.7% 102.6 1.7% 93% True False 813
20 6,392.0 5,830.0 562.0 9.2% 99.6 1.6% 47% False False 528
40 6,394.5 5,830.0 564.5 9.3% 98.8 1.6% 47% False False 493
60 6,394.5 5,818.0 576.5 9.5% 100.2 1.6% 48% False False 1,103
80 6,394.5 5,625.0 769.5 12.6% 109.6 1.8% 61% False False 1,029
100 6,394.5 5,602.5 792.0 13.0% 112.3 1.8% 62% False False 884
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 22.9
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 6,333.9
2.618 6,249.8
1.618 6,198.3
1.000 6,166.5
0.618 6,146.8
HIGH 6,115.0
0.618 6,095.3
0.500 6,089.3
0.382 6,083.2
LOW 6,063.5
0.618 6,031.7
1.000 6,012.0
1.618 5,980.2
2.618 5,928.7
4.250 5,844.6
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 6,092.8 6,053.8
PP 6,091.0 6,013.2
S1 6,089.3 5,972.5

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

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