DAX Index Future December 2010


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 6,747.5 6,850.0 102.5 1.5% 6,887.5
High 6,854.5 6,875.0 20.5 0.3% 6,907.5
Low 6,703.5 6,781.5 78.0 1.2% 6,703.5
Close 6,824.5 6,857.0 32.5 0.5% 6,857.0
Range 151.0 93.5 -57.5 -38.1% 204.0
ATR 101.2 100.7 -0.6 -0.5% 0.0
Volume 161,207 151,127 -10,080 -6.3% 471,477
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 7,118.3 7,081.2 6,908.4
R3 7,024.8 6,987.7 6,882.7
R2 6,931.3 6,931.3 6,874.1
R1 6,894.2 6,894.2 6,865.6 6,912.8
PP 6,837.8 6,837.8 6,837.8 6,847.1
S1 6,800.7 6,800.7 6,848.4 6,819.3
S2 6,744.3 6,744.3 6,839.9
S3 6,650.8 6,707.2 6,831.3
S4 6,557.3 6,613.7 6,805.6
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 7,434.7 7,349.8 6,969.2
R3 7,230.7 7,145.8 6,913.1
R2 7,026.7 7,026.7 6,894.4
R1 6,941.8 6,941.8 6,875.7 6,882.3
PP 6,822.7 6,822.7 6,822.7 6,792.9
S1 6,737.8 6,737.8 6,838.3 6,678.3
S2 6,618.7 6,618.7 6,819.6
S3 6,414.7 6,533.8 6,800.9
S4 6,210.7 6,329.8 6,744.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,907.5 6,703.5 204.0 3.0% 110.2 1.6% 75% False False 94,295
10 6,907.5 6,625.5 282.0 4.1% 109.0 1.6% 82% False False 89,912
20 6,907.5 6,565.5 342.0 5.0% 94.0 1.4% 85% False False 97,939
40 6,907.5 6,118.5 789.0 11.5% 88.8 1.3% 94% False False 99,208
60 6,907.5 6,074.5 833.0 12.1% 89.9 1.3% 94% False False 95,336
80 6,907.5 5,830.0 1,077.5 15.7% 92.3 1.3% 95% False False 71,634
100 6,907.5 5,830.0 1,077.5 15.7% 93.4 1.4% 95% False False 57,399
120 6,907.5 5,818.0 1,089.5 15.9% 95.0 1.4% 95% False False 48,219
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 False
Bull Hook False
Stretch 26.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,272.4
2.618 7,119.8
1.618 7,026.3
1.000 6,968.5
0.618 6,932.8
HIGH 6,875.0
0.618 6,839.3
0.500 6,828.3
0.382 6,817.2
LOW 6,781.5
0.618 6,723.7
1.000 6,688.0
1.618 6,630.2
2.618 6,536.7
4.250 6,384.1
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 6,847.4 6,834.4
PP 6,837.8 6,811.8
S1 6,828.3 6,789.3

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

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