DAX Index Future December 2010


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 6,611.0 6,583.5 -27.5 -0.4% 6,667.5
High 6,657.5 6,640.0 -17.5 -0.3% 6,684.0
Low 6,585.0 6,578.0 -7.0 -0.1% 6,562.5
Close 6,611.5 6,619.5 8.0 0.1% 6,619.5
Range 72.5 62.0 -10.5 -14.5% 121.5
ATR 87.4 85.5 -1.8 -2.1% 0.0
Volume 133,748 119,896 -13,852 -10.4% 630,312
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,798.5 6,771.0 6,653.6
R3 6,736.5 6,709.0 6,636.6
R2 6,674.5 6,674.5 6,630.9
R1 6,647.0 6,647.0 6,625.2 6,660.8
PP 6,612.5 6,612.5 6,612.5 6,619.4
S1 6,585.0 6,585.0 6,613.8 6,598.8
S2 6,550.5 6,550.5 6,608.1
S3 6,488.5 6,523.0 6,602.5
S4 6,426.5 6,461.0 6,585.4
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,986.5 6,924.5 6,686.3
R3 6,865.0 6,803.0 6,652.9
R2 6,743.5 6,743.5 6,641.8
R1 6,681.5 6,681.5 6,630.6 6,651.8
PP 6,622.0 6,622.0 6,622.0 6,607.1
S1 6,560.0 6,560.0 6,608.4 6,530.3
S2 6,500.5 6,500.5 6,597.2
S3 6,379.0 6,438.5 6,586.1
S4 6,257.5 6,317.0 6,552.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,684.0 6,562.5 121.5 1.8% 65.6 1.0% 47% False False 126,062
10 6,684.0 6,463.0 221.0 3.3% 74.6 1.1% 71% False False 113,110
20 6,684.0 6,118.5 565.5 8.5% 81.3 1.2% 89% False False 96,564
40 6,684.0 6,074.5 609.5 9.2% 87.2 1.3% 89% False False 97,019
60 6,684.0 5,830.0 854.0 12.9% 90.6 1.4% 92% False False 64,859
80 6,684.0 5,830.0 854.0 12.9% 93.3 1.4% 92% False False 48,732
100 6,684.0 5,818.0 866.0 13.1% 94.9 1.4% 93% False False 39,455
120 6,684.0 5,625.0 1,059.0 16.0% 101.1 1.5% 94% False False 33,028
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 18.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,903.5
2.618 6,802.3
1.618 6,740.3
1.000 6,702.0
0.618 6,678.3
HIGH 6,640.0
0.618 6,616.3
0.500 6,609.0
0.382 6,601.7
LOW 6,578.0
0.618 6,539.7
1.000 6,516.0
1.618 6,477.7
2.618 6,415.7
4.250 6,314.5
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 6,616.0 6,616.3
PP 6,612.5 6,613.2
S1 6,609.0 6,610.0

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

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