DAX Index Future March 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 6,505.0 6,486.5 -18.5 -0.3% 6,317.0
High 6,537.0 6,574.5 37.5 0.6% 6,537.0
Low 6,470.0 6,486.5 16.5 0.3% 6,250.0
Close 6,505.0 6,543.0 38.0 0.6% 6,505.0
Range 67.0 88.0 21.0 31.3% 287.0
ATR 89.0 88.9 -0.1 -0.1% 0.0
Volume 329 989 660 200.6% 2,872
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,798.7 6,758.8 6,591.4
R3 6,710.7 6,670.8 6,567.2
R2 6,622.7 6,622.7 6,559.1
R1 6,582.8 6,582.8 6,551.1 6,602.8
PP 6,534.7 6,534.7 6,534.7 6,544.6
S1 6,494.8 6,494.8 6,534.9 6,514.8
S2 6,446.7 6,446.7 6,526.9
S3 6,358.7 6,406.8 6,518.8
S4 6,270.7 6,318.8 6,494.6
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 6,574.5 6,250.0 324.5 5.0% 83.4 1.3% 90% True False 729
10 6,574.5 6,139.0 435.5 6.7% 79.3 1.2% 93% True False 495
20 6,574.5 6,137.5 437.0 6.7% 92.4 1.4% 93% True False 957
40 6,574.5 5,863.5 711.0 10.9% 83.2 1.3% 96% True False 1,389
60 6,574.5 5,863.5 711.0 10.9% 80.0 1.2% 96% True False 960
80 6,574.5 5,844.0 730.5 11.2% 78.5 1.2% 96% True False 745
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,948.5
2.618 6,804.9
1.618 6,716.9
1.000 6,662.5
0.618 6,628.9
HIGH 6,574.5
0.618 6,540.9
0.500 6,530.5
0.382 6,520.1
LOW 6,486.5
0.618 6,432.1
1.000 6,398.5
1.618 6,344.1
2.618 6,256.1
4.250 6,112.5
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 6,538.8 6,535.7
PP 6,534.7 6,528.3
S1 6,530.5 6,521.0

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

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