DAX Index Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 6,263.5 6,182.0 -81.5 -1.3% 6,248.0
High 6,274.0 6,323.0 49.0 0.8% 6,349.5
Low 6,136.5 6,152.5 16.0 0.3% 6,136.5
Close 6,186.0 6,301.5 115.5 1.9% 6,301.5
Range 137.5 170.5 33.0 24.0% 213.0
ATR 94.9 100.3 5.4 5.7% 0.0
Volume 179,326 168,859 -10,467 -5.8% 783,564
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,770.5 6,706.5 6,395.3
R3 6,600.0 6,536.0 6,348.4
R2 6,429.5 6,429.5 6,332.8
R1 6,365.5 6,365.5 6,317.1 6,397.5
PP 6,259.0 6,259.0 6,259.0 6,275.0
S1 6,195.0 6,195.0 6,285.9 6,227.0
S2 6,088.5 6,088.5 6,270.2
S3 5,918.0 6,024.5 6,254.6
S4 5,747.5 5,854.0 6,207.7
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 6,901.5 6,814.5 6,418.7
R3 6,688.5 6,601.5 6,360.1
R2 6,475.5 6,475.5 6,340.6
R1 6,388.5 6,388.5 6,321.0 6,432.0
PP 6,262.5 6,262.5 6,262.5 6,284.3
S1 6,175.5 6,175.5 6,282.0 6,219.0
S2 6,049.5 6,049.5 6,262.5
S3 5,836.5 5,962.5 6,242.9
S4 5,623.5 5,749.5 6,184.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,349.5 6,136.5 213.0 3.4% 119.0 1.9% 77% False False 156,712
10 6,349.5 6,136.5 213.0 3.4% 96.8 1.5% 77% False False 123,243
20 6,349.5 5,830.0 519.5 8.2% 93.6 1.5% 91% False False 64,196
40 6,394.5 5,830.0 564.5 9.0% 92.8 1.5% 84% False False 32,299
60 6,394.5 5,823.0 571.5 9.1% 96.9 1.5% 84% False False 21,699
80 6,394.5 5,814.5 580.0 9.2% 99.2 1.6% 84% False False 16,938
100 6,394.5 5,625.0 769.5 12.2% 106.0 1.7% 88% False False 13,644
120 6,394.5 5,602.5 792.0 12.6% 106.7 1.7% 88% False False 11,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.7
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 7,047.6
2.618 6,769.4
1.618 6,598.9
1.000 6,493.5
0.618 6,428.4
HIGH 6,323.0
0.618 6,257.9
0.500 6,237.8
0.382 6,217.6
LOW 6,152.5
0.618 6,047.1
1.000 5,982.0
1.618 5,876.6
2.618 5,706.1
4.250 5,427.9
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 6,280.3 6,277.6
PP 6,259.0 6,253.7
S1 6,237.8 6,229.8

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

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