DAX Index Future December 2010


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 6,231.5 6,250.0 18.5 0.3% 6,332.5
High 6,348.0 6,304.0 -44.0 -0.7% 6,348.0
Low 6,193.5 6,195.0 1.5 0.0% 6,193.5
Close 6,241.0 6,212.0 -29.0 -0.5% 6,212.0
Range 154.5 109.0 -45.5 -29.4% 154.5
ATR 103.3 103.7 0.4 0.4% 0.0
Volume 196,826 198,160 1,334 0.7% 669,545
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,564.0 6,497.0 6,272.0
R3 6,455.0 6,388.0 6,242.0
R2 6,346.0 6,346.0 6,232.0
R1 6,279.0 6,279.0 6,222.0 6,258.0
PP 6,237.0 6,237.0 6,237.0 6,226.5
S1 6,170.0 6,170.0 6,202.0 6,149.0
S2 6,128.0 6,128.0 6,192.0
S3 6,019.0 6,061.0 6,182.0
S4 5,910.0 5,952.0 6,152.1
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,714.7 6,617.8 6,297.0
R3 6,560.2 6,463.3 6,254.5
R2 6,405.7 6,405.7 6,240.3
R1 6,308.8 6,308.8 6,226.2 6,280.0
PP 6,251.2 6,251.2 6,251.2 6,236.8
S1 6,154.3 6,154.3 6,197.8 6,125.5
S2 6,096.7 6,096.7 6,183.7
S3 5,942.2 5,999.8 6,169.5
S4 5,787.7 5,845.3 6,127.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,348.0 6,193.5 154.5 2.5% 109.3 1.8% 12% False False 133,909
10 6,349.5 6,136.5 213.0 3.4% 114.2 1.8% 35% False False 145,310
20 6,349.5 6,074.5 275.0 4.4% 93.1 1.5% 50% False False 97,475
40 6,379.0 5,830.0 549.0 8.8% 95.3 1.5% 70% False False 49,007
60 6,394.5 5,830.0 564.5 9.1% 97.3 1.6% 68% False False 32,788
80 6,394.5 5,818.0 576.5 9.3% 98.4 1.6% 68% False False 25,178
100 6,394.5 5,625.0 769.5 12.4% 105.1 1.7% 76% False False 20,320
120 6,394.5 5,602.5 792.0 12.7% 108.7 1.8% 77% False False 16,985
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,767.3
2.618 6,589.4
1.618 6,480.4
1.000 6,413.0
0.618 6,371.4
HIGH 6,304.0
0.618 6,262.4
0.500 6,249.5
0.382 6,236.6
LOW 6,195.0
0.618 6,127.6
1.000 6,086.0
1.618 6,018.6
2.618 5,909.6
4.250 5,731.8
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 6,249.5 6,270.8
PP 6,237.0 6,251.2
S1 6,224.5 6,231.6

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

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