DAX Index Future June 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 5,055.0 5,096.0 41.0 0.8% 5,014.5
High 5,123.5 5,165.0 41.5 0.8% 5,179.5
Low 5,045.0 5,046.5 1.5 0.0% 5,008.0
Close 5,075.5 5,082.0 6.5 0.1% 5,082.0
Range 78.5 118.5 40.0 51.0% 171.5
ATR 137.1 135.7 -1.3 -1.0% 0.0
Volume 127,981 155,090 27,109 21.2% 680,409
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,453.3 5,386.2 5,147.2
R3 5,334.8 5,267.7 5,114.6
R2 5,216.3 5,216.3 5,103.7
R1 5,149.2 5,149.2 5,092.9 5,123.5
PP 5,097.8 5,097.8 5,097.8 5,085.0
S1 5,030.7 5,030.7 5,071.1 5,005.0
S2 4,979.3 4,979.3 5,060.3
S3 4,860.8 4,912.2 5,049.4
S4 4,742.3 4,793.7 5,016.8
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,604.3 5,514.7 5,176.3
R3 5,432.8 5,343.2 5,129.2
R2 5,261.3 5,261.3 5,113.4
R1 5,171.7 5,171.7 5,097.7 5,216.5
PP 5,089.8 5,089.8 5,089.8 5,112.3
S1 5,000.2 5,000.2 5,066.3 5,045.0
S2 4,918.3 4,918.3 5,050.6
S3 4,746.8 4,828.7 5,034.8
S4 4,575.3 4,657.2 4,987.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,179.5 5,008.0 171.5 3.4% 115.9 2.3% 43% False False 136,081
10 5,179.5 4,804.0 375.5 7.4% 119.8 2.4% 74% False False 140,672
20 5,179.5 4,656.5 523.0 10.3% 127.9 2.5% 81% False False 153,187
40 5,179.5 4,232.0 947.5 18.6% 129.8 2.6% 90% False False 158,206
60 5,179.5 3,686.0 1,493.5 29.4% 134.1 2.6% 93% False False 142,263
80 5,179.5 3,599.5 1,580.0 31.1% 136.3 2.7% 94% False False 107,149
100 5,179.5 3,599.5 1,580.0 31.1% 141.7 2.8% 94% False False 85,846
120 5,179.5 3,599.5 1,580.0 31.1% 139.9 2.8% 94% False False 71,880
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 34.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,668.6
2.618 5,475.2
1.618 5,356.7
1.000 5,283.5
0.618 5,238.2
HIGH 5,165.0
0.618 5,119.7
0.500 5,105.8
0.382 5,091.8
LOW 5,046.5
0.618 4,973.3
1.000 4,928.0
1.618 4,854.8
2.618 4,736.3
4.250 4,542.9
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 5,105.8 5,094.0
PP 5,097.8 5,090.0
S1 5,089.9 5,086.0

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

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