DAX Index Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 4,909.5 4,728.0 -181.5 -3.7% 4,821.0
High 4,913.5 4,771.5 -142.0 -2.9% 4,985.0
Low 4,706.0 4,656.5 -49.5 -1.1% 4,792.0
Close 4,730.0 4,740.0 10.0 0.2% 4,919.0
Range 207.5 115.0 -92.5 -44.6% 193.0
ATR 142.8 140.8 -2.0 -1.4% 0.0
Volume 197,918 180,400 -17,518 -8.9% 807,994
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 5,067.7 5,018.8 4,803.3
R3 4,952.7 4,903.8 4,771.6
R2 4,837.7 4,837.7 4,761.1
R1 4,788.8 4,788.8 4,750.5 4,813.3
PP 4,722.7 4,722.7 4,722.7 4,734.9
S1 4,673.8 4,673.8 4,729.5 4,698.3
S2 4,607.7 4,607.7 4,718.9
S3 4,492.7 4,558.8 4,708.4
S4 4,377.7 4,443.8 4,676.8
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 4,971.5 4,656.5 315.0 6.6% 131.1 2.8% 27% False True 171,779
10 4,985.0 4,656.5 328.5 6.9% 130.2 2.7% 25% False True 169,013
20 4,985.0 4,399.0 586.0 12.4% 132.0 2.8% 58% False False 169,879
40 4,985.0 3,955.5 1,029.5 21.7% 133.6 2.8% 76% False False 157,200
60 4,985.0 3,599.5 1,385.5 29.2% 139.6 2.9% 82% False False 106,085
80 4,985.0 3,599.5 1,385.5 29.2% 142.3 3.0% 82% False False 79,711
100 5,151.0 3,599.5 1,551.5 32.7% 141.3 3.0% 74% False False 64,085
120 5,151.0 3,599.5 1,551.5 32.7% 151.1 3.2% 74% False False 53,570
Crabel Price Patterns
NR True
NR4 False
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 22.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,260.3
2.618 5,072.6
1.618 4,957.6
1.000 4,886.5
0.618 4,842.6
HIGH 4,771.5
0.618 4,727.6
0.500 4,714.0
0.382 4,700.4
LOW 4,656.5
0.618 4,585.4
1.000 4,541.5
1.618 4,470.4
2.618 4,355.4
4.250 4,167.8
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 4,731.3 4,794.8
PP 4,722.7 4,776.5
S1 4,714.0 4,758.3

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

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