DAX Index Future December 2010


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 7,022.5 7,006.0 -16.5 -0.2% 6,969.0
High 7,038.0 7,031.5 -6.5 -0.1% 7,043.5
Low 7,012.0 6,964.5 -47.5 -0.7% 6,927.5
Close 7,026.0 7,023.0 -3.0 0.0% 7,002.5
Range 26.0 67.0 41.0 157.7% 116.0
ATR 89.9 88.3 -1.6 -1.8% 0.0
Volume 188,436 235,531 47,095 25.0% 574,101
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,207.3 7,182.2 7,059.9
R3 7,140.3 7,115.2 7,041.4
R2 7,073.3 7,073.3 7,035.3
R1 7,048.2 7,048.2 7,029.1 7,060.8
PP 7,006.3 7,006.3 7,006.3 7,012.6
S1 6,981.2 6,981.2 7,016.9 6,993.8
S2 6,939.3 6,939.3 7,010.7
S3 6,872.3 6,914.2 7,004.6
S4 6,805.3 6,847.2 6,986.2
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,339.2 7,286.8 7,066.3
R3 7,223.2 7,170.8 7,034.4
R2 7,107.2 7,107.2 7,023.8
R1 7,054.8 7,054.8 7,013.1 7,081.0
PP 6,991.2 6,991.2 6,991.2 7,004.3
S1 6,938.8 6,938.8 6,991.9 6,965.0
S2 6,875.2 6,875.2 6,981.2
S3 6,759.2 6,822.8 6,970.6
S4 6,643.2 6,706.8 6,938.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,046.0 6,946.5 99.5 1.4% 52.6 0.7% 77% False False 161,356
10 7,046.0 6,843.0 203.0 2.9% 64.1 0.9% 89% False False 125,550
20 7,046.0 6,660.0 386.0 5.5% 91.3 1.3% 94% False False 132,778
40 7,046.0 6,471.0 575.0 8.2% 87.8 1.3% 96% False False 118,835
60 7,046.0 6,118.5 927.5 13.2% 92.4 1.3% 98% False False 114,225
80 7,046.0 5,830.0 1,216.0 17.3% 91.2 1.3% 98% False False 95,359
100 7,046.0 5,830.0 1,216.0 17.3% 91.8 1.3% 98% False False 76,349
120 7,046.0 5,818.0 1,228.0 17.5% 94.0 1.3% 98% False False 63,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 18.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,316.3
2.618 7,206.9
1.618 7,139.9
1.000 7,098.5
0.618 7,072.9
HIGH 7,031.5
0.618 7,005.9
0.500 6,998.0
0.382 6,990.1
LOW 6,964.5
0.618 6,923.1
1.000 6,897.5
1.618 6,856.1
2.618 6,789.1
4.250 6,679.8
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 7,014.7 7,017.1
PP 7,006.3 7,011.2
S1 6,998.0 7,005.3

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

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