DAX Index Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 4,840.0 4,909.5 69.5 1.4% 4,821.0
High 4,933.0 4,913.5 -19.5 -0.4% 4,985.0
Low 4,821.5 4,706.0 -115.5 -2.4% 4,792.0
Close 4,863.0 4,730.0 -133.0 -2.7% 4,919.0
Range 111.5 207.5 96.0 86.1% 193.0
ATR 137.8 142.8 5.0 3.6% 0.0
Volume 171,349 197,918 26,569 15.5% 807,994
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 5,405.7 5,275.3 4,844.1
R3 5,198.2 5,067.8 4,787.1
R2 4,990.7 4,990.7 4,768.0
R1 4,860.3 4,860.3 4,749.0 4,821.8
PP 4,783.2 4,783.2 4,783.2 4,763.9
S1 4,652.8 4,652.8 4,711.0 4,614.3
S2 4,575.7 4,575.7 4,692.0
S3 4,368.2 4,445.3 4,672.9
S4 4,160.7 4,237.8 4,615.9
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 4,706.0 279.0 5.9% 146.7 3.1% 9% False True 175,973
10 4,985.0 4,628.0 357.0 7.5% 130.3 2.8% 29% False False 168,442
20 4,985.0 4,399.0 586.0 12.4% 131.9 2.8% 56% False False 168,137
40 4,985.0 3,955.5 1,029.5 21.8% 133.0 2.8% 75% False False 153,291
60 4,985.0 3,599.5 1,385.5 29.3% 139.2 2.9% 82% False False 103,084
80 4,985.0 3,599.5 1,385.5 29.3% 143.4 3.0% 82% False False 77,463
100 5,151.0 3,599.5 1,551.5 32.8% 141.6 3.0% 73% False False 62,353
120 5,151.0 3,599.5 1,551.5 32.8% 152.0 3.2% 73% False False 52,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.2
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 5,795.4
2.618 5,456.7
1.618 5,249.2
1.000 5,121.0
0.618 5,041.7
HIGH 4,913.5
0.618 4,834.2
0.500 4,809.8
0.382 4,785.3
LOW 4,706.0
0.618 4,577.8
1.000 4,498.5
1.618 4,370.3
2.618 4,162.8
4.250 3,824.1
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 4,809.8 4,821.5
PP 4,783.2 4,791.0
S1 4,756.6 4,760.5

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

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