DAX Index Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 6,481.0 6,505.0 24.0 0.4% 6,317.0
High 6,507.0 6,537.0 30.0 0.5% 6,537.0
Low 6,467.5 6,470.0 2.5 0.0% 6,250.0
Close 6,482.0 6,505.0 23.0 0.4% 6,505.0
Range 39.5 67.0 27.5 69.6% 287.0
ATR 90.7 89.0 -1.7 -1.9% 0.0
Volume 776 329 -447 -57.6% 2,872
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,705.0 6,672.0 6,541.9
R3 6,638.0 6,605.0 6,523.4
R2 6,571.0 6,571.0 6,517.3
R1 6,538.0 6,538.0 6,511.1 6,538.5
PP 6,504.0 6,504.0 6,504.0 6,504.3
S1 6,471.0 6,471.0 6,498.9 6,471.5
S2 6,437.0 6,437.0 6,492.7
S3 6,370.0 6,404.0 6,486.6
S4 6,303.0 6,337.0 6,468.2
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 7,291.7 7,185.3 6,662.9
R3 7,004.7 6,898.3 6,583.9
R2 6,717.7 6,717.7 6,557.6
R1 6,611.3 6,611.3 6,531.3 6,664.5
PP 6,430.7 6,430.7 6,430.7 6,457.3
S1 6,324.3 6,324.3 6,478.7 6,377.5
S2 6,143.7 6,143.7 6,452.4
S3 5,856.7 6,037.3 6,426.1
S4 5,569.7 5,750.3 6,347.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,537.0 6,250.0 287.0 4.4% 73.3 1.1% 89% True False 574
10 6,537.0 6,137.5 399.5 6.1% 80.2 1.2% 92% True False 454
20 6,537.0 6,137.5 399.5 6.1% 92.9 1.4% 92% True False 913
40 6,537.0 5,863.5 673.5 10.4% 81.8 1.3% 95% True False 1,368
60 6,537.0 5,863.5 673.5 10.4% 79.3 1.2% 95% True False 944
80 6,537.0 5,844.0 693.0 10.7% 78.1 1.2% 95% True False 733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,821.8
2.618 6,712.4
1.618 6,645.4
1.000 6,604.0
0.618 6,578.4
HIGH 6,537.0
0.618 6,511.4
0.500 6,503.5
0.382 6,495.6
LOW 6,470.0
0.618 6,428.6
1.000 6,403.0
1.618 6,361.6
2.618 6,294.6
4.250 6,185.3
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 6,504.5 6,485.3
PP 6,504.0 6,465.7
S1 6,503.5 6,446.0

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

View Archives - Comment on this page... - Back to Index of Symbols