DAX Index Future June 2009


Trading Metrics calculated at close of trading on 27-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 27-Nov-2008 Change Change % Previous Week
Open 4,581.0 4,690.0 109.0 2.4% 4,748.0
High 4,714.0 4,746.5 32.5 0.7% 4,805.5
Low 4,506.0 4,688.5 182.5 4.1% 4,097.5
Close 4,651.5 4,740.5 89.0 1.9% 4,139.0
Range 208.0 58.0 -150.0 -72.1% 708.0
ATR 291.3 277.2 -14.0 -4.8% 0.0
Volume 251 82 -169 -67.3% 3,538
Daily Pivots for day following 27-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,899.2 4,877.8 4,772.4
R3 4,841.2 4,819.8 4,756.5
R2 4,783.2 4,783.2 4,751.1
R1 4,761.8 4,761.8 4,745.8 4,772.5
PP 4,725.2 4,725.2 4,725.2 4,730.5
S1 4,703.8 4,703.8 4,735.2 4,714.5
S2 4,667.2 4,667.2 4,729.9
S3 4,609.2 4,645.8 4,724.6
S4 4,551.2 4,587.8 4,708.6
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 6,471.3 6,013.2 4,528.4
R3 5,763.3 5,305.2 4,333.7
R2 5,055.3 5,055.3 4,268.8
R1 4,597.2 4,597.2 4,203.9 4,472.3
PP 4,347.3 4,347.3 4,347.3 4,284.9
S1 3,889.2 3,889.2 4,074.1 3,764.3
S2 3,639.3 3,639.3 4,009.2
S3 2,931.3 3,181.2 3,944.3
S4 2,223.3 2,473.2 3,749.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,750.0 4,097.5 652.5 13.8% 230.4 4.9% 99% False False 414
10 4,945.5 4,097.5 848.0 17.9% 234.1 4.9% 76% False False 534
20 5,414.0 4,097.5 1,316.5 27.8% 252.7 5.3% 49% False False 465
40 5,990.0 4,097.5 1,892.5 39.9% 259.2 5.5% 34% False False 326
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45.5
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 4,993.0
2.618 4,898.3
1.618 4,840.3
1.000 4,804.5
0.618 4,782.3
HIGH 4,746.5
0.618 4,724.3
0.500 4,717.5
0.382 4,710.7
LOW 4,688.5
0.618 4,652.7
1.000 4,630.5
1.618 4,594.7
2.618 4,536.7
4.250 4,442.0
Fisher Pivots for day following 27-Nov-2008
Pivot 1 day 3 day
R1 4,732.8 4,703.0
PP 4,725.2 4,665.5
S1 4,717.5 4,628.0

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

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