DAX Index Future June 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 4,975.0 4,911.5 -63.5 -1.3% 4,675.0
High 4,991.5 4,967.0 -24.5 -0.5% 5,063.5
Low 4,863.5 4,870.0 6.5 0.1% 4,659.0
Close 4,898.0 4,919.5 21.5 0.4% 4,919.5
Range 128.0 97.0 -31.0 -24.2% 404.5
ATR 146.3 142.7 -3.5 -2.4% 0.0
Volume 138,713 119,562 -19,151 -13.8% 758,731
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 5,209.8 5,161.7 4,972.9
R3 5,112.8 5,064.7 4,946.2
R2 5,015.8 5,015.8 4,937.3
R1 4,967.7 4,967.7 4,928.4 4,991.8
PP 4,918.8 4,918.8 4,918.8 4,930.9
S1 4,870.7 4,870.7 4,910.6 4,894.8
S2 4,821.8 4,821.8 4,901.7
S3 4,724.8 4,773.7 4,892.8
S4 4,627.8 4,676.7 4,866.2
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6,094.2 5,911.3 5,142.0
R3 5,689.7 5,506.8 5,030.7
R2 5,285.2 5,285.2 4,993.7
R1 5,102.3 5,102.3 4,956.6 5,193.8
PP 4,880.7 4,880.7 4,880.7 4,926.4
S1 4,697.8 4,697.8 4,882.4 4,789.3
S2 4,476.2 4,476.2 4,845.3
S3 4,071.7 4,293.3 4,808.3
S4 3,667.2 3,888.8 4,697.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,063.5 4,659.0 404.5 8.2% 141.9 2.9% 64% False False 151,746
10 5,063.5 4,656.5 407.0 8.3% 133.8 2.7% 65% False False 160,709
20 5,063.5 4,555.5 508.0 10.3% 129.8 2.6% 72% False False 163,307
40 5,063.5 3,976.0 1,087.5 22.1% 135.4 2.8% 87% False False 162,938
60 5,063.5 3,599.5 1,464.0 29.8% 137.3 2.8% 90% False False 121,304
80 5,063.5 3,599.5 1,464.0 29.8% 139.3 2.8% 90% False False 91,130
100 5,151.0 3,599.5 1,551.5 31.5% 140.7 2.9% 85% False False 73,023
120 5,151.0 3,599.5 1,551.5 31.5% 144.1 2.9% 85% False False 61,188
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,379.3
2.618 5,220.9
1.618 5,123.9
1.000 5,064.0
0.618 5,026.9
HIGH 4,967.0
0.618 4,929.9
0.500 4,918.5
0.382 4,907.1
LOW 4,870.0
0.618 4,810.1
1.000 4,773.0
1.618 4,713.1
2.618 4,616.1
4.250 4,457.8
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 4,919.2 4,963.5
PP 4,918.8 4,948.8
S1 4,918.5 4,934.2

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

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