DAX Index Future June 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 5,092.5 5,060.0 -32.5 -0.6% 5,053.0
High 5,107.5 5,060.0 -47.5 -0.9% 5,136.0
Low 5,044.0 4,881.0 -163.0 -3.2% 4,966.5
Close 5,068.0 4,898.5 -169.5 -3.3% 5,068.0
Range 63.5 179.0 115.5 181.9% 169.5
ATR 124.1 128.6 4.5 3.6% 0.0
Volume 107,499 179,616 72,117 67.1% 655,375
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,483.5 5,370.0 4,997.0
R3 5,304.5 5,191.0 4,947.7
R2 5,125.5 5,125.5 4,931.3
R1 5,012.0 5,012.0 4,914.9 4,979.3
PP 4,946.5 4,946.5 4,946.5 4,930.1
S1 4,833.0 4,833.0 4,882.1 4,800.3
S2 4,767.5 4,767.5 4,865.7
S3 4,588.5 4,654.0 4,849.3
S4 4,409.5 4,475.0 4,800.1
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 4,881.0 255.0 5.2% 109.8 2.2% 7% False True 141,050
10 5,179.5 4,881.0 298.5 6.1% 107.3 2.2% 6% False True 138,949
20 5,179.5 4,659.0 520.5 10.6% 122.7 2.5% 46% False False 144,044
40 5,179.5 4,399.0 780.5 15.9% 126.4 2.6% 64% False False 156,870
60 5,179.5 3,955.5 1,224.0 25.0% 129.6 2.6% 77% False False 154,588
80 5,179.5 3,599.5 1,580.0 32.3% 135.0 2.8% 82% False False 117,554
100 5,179.5 3,599.5 1,580.0 32.3% 137.3 2.8% 82% False False 94,162
120 5,179.5 3,599.5 1,580.0 32.3% 137.3 2.8% 82% False False 78,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.3
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5,820.8
2.618 5,528.6
1.618 5,349.6
1.000 5,239.0
0.618 5,170.6
HIGH 5,060.0
0.618 4,991.6
0.500 4,970.5
0.382 4,949.4
LOW 4,881.0
0.618 4,770.4
1.000 4,702.0
1.618 4,591.4
2.618 4,412.4
4.250 4,120.3
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 4,970.5 5,005.3
PP 4,946.5 4,969.7
S1 4,922.5 4,934.1

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

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