DAX Index Future June 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 4,810.0 4,738.5 -71.5 -1.5% 4,687.0
High 4,817.0 4,901.5 84.5 1.8% 4,909.0
Low 4,675.0 4,698.0 23.0 0.5% 4,576.5
Close 4,716.5 4,771.5 55.0 1.2% 4,724.5
Range 142.0 203.5 61.5 43.3% 332.5
ATR 235.0 232.7 -2.2 -1.0% 0.0
Volume 7,286 6,379 -907 -12.4% 6,283
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,400.8 5,289.7 4,883.4
R3 5,197.3 5,086.2 4,827.5
R2 4,993.8 4,993.8 4,808.8
R1 4,882.7 4,882.7 4,790.2 4,938.3
PP 4,790.3 4,790.3 4,790.3 4,818.1
S1 4,679.2 4,679.2 4,752.8 4,734.8
S2 4,586.8 4,586.8 4,734.2
S3 4,383.3 4,475.7 4,715.5
S4 4,179.8 4,272.2 4,659.6
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,734.2 5,561.8 4,907.4
R3 5,401.7 5,229.3 4,815.9
R2 5,069.2 5,069.2 4,785.5
R1 4,896.8 4,896.8 4,755.0 4,983.0
PP 4,736.7 4,736.7 4,736.7 4,779.8
S1 4,564.3 4,564.3 4,694.0 4,650.5
S2 4,404.2 4,404.2 4,663.5
S3 4,071.7 4,231.8 4,633.1
S4 3,739.2 3,899.3 4,541.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,901.5 4,576.5 325.0 6.8% 152.1 3.2% 60% True False 3,476
10 4,909.0 4,387.0 522.0 10.9% 179.6 3.8% 74% False False 2,166
20 4,909.0 4,097.5 811.5 17.0% 202.3 4.2% 83% False False 1,296
40 5,414.0 4,097.5 1,316.5 27.6% 236.1 4.9% 51% False False 837
60 6,394.5 4,097.5 2,297.0 48.1% 227.5 4.8% 29% False False 623
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 36.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,766.4
2.618 5,434.3
1.618 5,230.8
1.000 5,105.0
0.618 5,027.3
HIGH 4,901.5
0.618 4,823.8
0.500 4,799.8
0.382 4,775.7
LOW 4,698.0
0.618 4,572.2
1.000 4,494.5
1.618 4,368.7
2.618 4,165.2
4.250 3,833.1
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 4,799.8 4,760.7
PP 4,790.3 4,749.8
S1 4,780.9 4,739.0

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

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