DAX Index Future June 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 5,061.5 5,092.5 31.0 0.6% 5,053.0
High 5,129.5 5,107.5 -22.0 -0.4% 5,136.0
Low 5,038.5 5,044.0 5.5 0.1% 4,966.5
Close 5,110.0 5,068.0 -42.0 -0.8% 5,068.0
Range 91.0 63.5 -27.5 -30.2% 169.5
ATR 128.6 124.1 -4.5 -3.5% 0.0
Volume 122,894 107,499 -15,395 -12.5% 655,375
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,263.7 5,229.3 5,102.9
R3 5,200.2 5,165.8 5,085.5
R2 5,136.7 5,136.7 5,079.6
R1 5,102.3 5,102.3 5,073.8 5,087.8
PP 5,073.2 5,073.2 5,073.2 5,065.9
S1 5,038.8 5,038.8 5,062.2 5,024.3
S2 5,009.7 5,009.7 5,056.4
S3 4,946.2 4,975.3 5,050.5
S4 4,882.7 4,911.8 5,033.1
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,565.3 5,486.2 5,161.2
R3 5,395.8 5,316.7 5,114.6
R2 5,226.3 5,226.3 5,099.1
R1 5,147.2 5,147.2 5,083.5 5,186.8
PP 5,056.8 5,056.8 5,056.8 5,076.6
S1 4,977.7 4,977.7 5,052.5 5,017.3
S2 4,887.3 4,887.3 5,036.9
S3 4,717.8 4,808.2 5,021.4
S4 4,548.3 4,638.7 4,974.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,136.0 4,966.5 169.5 3.3% 92.9 1.8% 60% False False 131,075
10 5,179.5 4,966.5 213.0 4.2% 104.4 2.1% 48% False False 133,578
20 5,179.5 4,659.0 520.5 10.3% 118.3 2.3% 79% False False 143,011
40 5,179.5 4,399.0 780.5 15.4% 125.2 2.5% 86% False False 156,445
60 5,179.5 3,955.5 1,224.0 24.2% 128.5 2.5% 91% False False 152,470
80 5,179.5 3,599.5 1,580.0 31.2% 134.3 2.7% 93% False False 115,316
100 5,179.5 3,599.5 1,580.0 31.2% 137.5 2.7% 93% False False 92,371
120 5,179.5 3,599.5 1,580.0 31.2% 137.5 2.7% 93% False False 77,239
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 20.9
Narrowest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 5,377.4
2.618 5,273.7
1.618 5,210.2
1.000 5,171.0
0.618 5,146.7
HIGH 5,107.5
0.618 5,083.2
0.500 5,075.8
0.382 5,068.3
LOW 5,044.0
0.618 5,004.8
1.000 4,980.5
1.618 4,941.3
2.618 4,877.8
4.250 4,774.1
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 5,075.8 5,072.5
PP 5,073.2 5,071.0
S1 5,070.6 5,069.5

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

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