DAX Index Future June 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 4,873.0 4,923.0 50.0 1.0% 4,821.0
High 4,971.5 4,937.0 -34.5 -0.7% 4,985.0
Low 4,852.0 4,835.0 -17.0 -0.4% 4,792.0
Close 4,919.0 4,869.0 -50.0 -1.0% 4,919.0
Range 119.5 102.0 -17.5 -14.6% 193.0
ATR 142.7 139.8 -2.9 -2.0% 0.0
Volume 169,487 139,742 -29,745 -17.6% 807,994
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 5,186.3 5,129.7 4,925.1
R3 5,084.3 5,027.7 4,897.1
R2 4,982.3 4,982.3 4,887.7
R1 4,925.7 4,925.7 4,878.4 4,903.0
PP 4,880.3 4,880.3 4,880.3 4,869.0
S1 4,823.7 4,823.7 4,859.7 4,801.0
S2 4,778.3 4,778.3 4,850.3
S3 4,676.3 4,721.7 4,841.0
S4 4,574.3 4,619.7 4,812.9
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 5,477.7 5,391.3 5,025.2
R3 5,284.7 5,198.3 4,972.1
R2 5,091.7 5,091.7 4,954.4
R1 5,005.3 5,005.3 4,936.7 5,048.5
PP 4,898.7 4,898.7 4,898.7 4,920.3
S1 4,812.3 4,812.3 4,901.3 4,855.5
S2 4,705.7 4,705.7 4,883.6
S3 4,512.7 4,619.3 4,865.9
S4 4,319.7 4,426.3 4,812.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,985.0 4,792.0 193.0 4.0% 124.5 2.6% 40% False False 165,432
10 4,985.0 4,555.5 429.5 8.8% 122.9 2.5% 73% False False 164,460
20 4,985.0 4,386.0 599.0 12.3% 128.8 2.6% 81% False False 164,765
40 4,985.0 3,812.0 1,173.0 24.1% 133.1 2.7% 90% False False 144,394
60 4,985.0 3,599.5 1,385.5 28.5% 138.1 2.8% 92% False False 96,946
80 4,985.0 3,599.5 1,385.5 28.5% 143.2 2.9% 92% False False 72,864
100 5,151.0 3,599.5 1,551.5 31.9% 141.6 2.9% 82% False False 58,691
120 5,151.0 3,599.5 1,551.5 31.9% 154.3 3.2% 82% False False 49,007
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 24.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,370.5
2.618 5,204.0
1.618 5,102.0
1.000 5,039.0
0.618 5,000.0
HIGH 4,937.0
0.618 4,898.0
0.500 4,886.0
0.382 4,874.0
LOW 4,835.0
0.618 4,772.0
1.000 4,733.0
1.618 4,670.0
2.618 4,568.0
4.250 4,401.5
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 4,886.0 4,888.5
PP 4,880.3 4,882.0
S1 4,874.7 4,875.5

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

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