DAX Index Future December 2010


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 7,006.0 7,012.0 6.0 0.1% 6,969.0
High 7,031.5 7,035.0 3.5 0.0% 7,043.5
Low 6,964.5 6,990.0 25.5 0.4% 6,927.5
Close 7,023.0 7,023.0 0.0 0.0% 7,002.5
Range 67.0 45.0 -22.0 -32.8% 116.0
ATR 88.3 85.2 -3.1 -3.5% 0.0
Volume 235,531 176,805 -58,726 -24.9% 574,101
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 7,151.0 7,132.0 7,047.8
R3 7,106.0 7,087.0 7,035.4
R2 7,061.0 7,061.0 7,031.3
R1 7,042.0 7,042.0 7,027.1 7,051.5
PP 7,016.0 7,016.0 7,016.0 7,020.8
S1 6,997.0 6,997.0 7,018.9 7,006.5
S2 6,971.0 6,971.0 7,014.8
S3 6,926.0 6,952.0 7,010.6
S4 6,881.0 6,907.0 6,998.3
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 6,964.5 81.5 1.2% 45.1 0.6% 72% False False 166,472
10 7,046.0 6,916.5 129.5 1.8% 56.2 0.8% 82% False False 143,230
20 7,046.0 6,660.5 385.5 5.5% 90.8 1.3% 94% False False 135,033
40 7,046.0 6,514.0 532.0 7.6% 87.0 1.2% 96% False False 120,128
60 7,046.0 6,118.5 927.5 13.2% 91.3 1.3% 98% False False 114,456
80 7,046.0 5,830.0 1,216.0 17.3% 90.4 1.3% 98% False False 97,564
100 7,046.0 5,830.0 1,216.0 17.3% 91.3 1.3% 98% False False 78,115
120 7,046.0 5,818.0 1,228.0 17.5% 93.6 1.3% 98% False False 65,183
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 17.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,226.3
2.618 7,152.8
1.618 7,107.8
1.000 7,080.0
0.618 7,062.8
HIGH 7,035.0
0.618 7,017.8
0.500 7,012.5
0.382 7,007.2
LOW 6,990.0
0.618 6,962.2
1.000 6,945.0
1.618 6,917.2
2.618 6,872.2
4.250 6,798.8
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 7,019.5 7,015.8
PP 7,016.0 7,008.5
S1 7,012.5 7,001.3

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

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