DAX Index Future June 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 5,053.0 5,035.0 -18.0 -0.4% 5,014.5
High 5,061.0 5,067.5 6.5 0.1% 5,179.5
Low 4,966.5 4,979.0 12.5 0.3% 5,008.0
Close 5,008.5 4,999.0 -9.5 -0.2% 5,082.0
Range 94.5 88.5 -6.0 -6.3% 171.5
ATR 134.3 131.0 -3.3 -2.4% 0.0
Volume 129,741 138,872 9,131 7.0% 680,409
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,280.7 5,228.3 5,047.7
R3 5,192.2 5,139.8 5,023.3
R2 5,103.7 5,103.7 5,015.2
R1 5,051.3 5,051.3 5,007.1 5,033.3
PP 5,015.2 5,015.2 5,015.2 5,006.1
S1 4,962.8 4,962.8 4,990.9 4,944.8
S2 4,926.7 4,926.7 4,982.8
S3 4,838.2 4,874.3 4,974.7
S4 4,749.7 4,785.8 4,950.3
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 5,171.0 4,966.5 204.5 4.1% 106.8 2.1% 16% False False 136,546
10 5,179.5 4,884.0 295.5 5.9% 107.4 2.1% 39% False False 136,909
20 5,179.5 4,656.5 523.0 10.5% 126.0 2.5% 65% False False 151,156
40 5,179.5 4,386.0 793.5 15.9% 127.4 2.5% 77% False False 157,960
60 5,179.5 3,812.0 1,367.5 27.4% 130.7 2.6% 87% False False 146,648
80 5,179.5 3,599.5 1,580.0 31.6% 135.1 2.7% 89% False False 110,498
100 5,179.5 3,599.5 1,580.0 31.6% 139.7 2.8% 89% False False 88,522
120 5,179.5 3,599.5 1,580.0 31.6% 139.0 2.8% 89% False False 74,101
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,443.6
2.618 5,299.2
1.618 5,210.7
1.000 5,156.0
0.618 5,122.2
HIGH 5,067.5
0.618 5,033.7
0.500 5,023.3
0.382 5,012.8
LOW 4,979.0
0.618 4,924.3
1.000 4,890.5
1.618 4,835.8
2.618 4,747.3
4.250 4,602.9
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 5,023.3 5,065.8
PP 5,015.2 5,043.5
S1 5,007.1 5,021.3

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

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