DAX Index Future June 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 4,869.0 4,816.0 -53.0 -1.1% 5,053.0
High 4,887.5 4,858.0 -29.5 -0.6% 5,136.0
Low 4,760.0 4,769.0 9.0 0.2% 4,966.5
Close 4,808.0 4,841.0 33.0 0.7% 5,068.0
Range 127.5 89.0 -38.5 -30.2% 169.5
ATR 126.9 124.2 -2.7 -2.1% 0.0
Volume 217,148 146,594 -70,554 -32.5% 655,375
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,089.7 5,054.3 4,890.0
R3 5,000.7 4,965.3 4,865.5
R2 4,911.7 4,911.7 4,857.3
R1 4,876.3 4,876.3 4,849.2 4,894.0
PP 4,822.7 4,822.7 4,822.7 4,831.5
S1 4,787.3 4,787.3 4,832.8 4,805.0
S2 4,733.7 4,733.7 4,824.7
S3 4,644.7 4,698.3 4,816.5
S4 4,555.7 4,609.3 4,792.1
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 5,107.5 4,760.0 347.5 7.2% 109.9 2.3% 23% False False 162,542
10 5,165.0 4,760.0 405.0 8.4% 106.9 2.2% 20% False False 151,567
20 5,179.5 4,760.0 419.5 8.7% 113.8 2.4% 19% False False 145,301
40 5,179.5 4,464.0 715.5 14.8% 122.4 2.5% 53% False False 156,528
60 5,179.5 3,976.0 1,203.5 24.9% 128.6 2.7% 72% False False 158,510
80 5,179.5 3,599.5 1,580.0 32.6% 133.7 2.8% 79% False False 124,091
100 5,179.5 3,599.5 1,580.0 32.6% 135.1 2.8% 79% False False 99,394
120 5,179.5 3,599.5 1,580.0 32.6% 136.3 2.8% 79% False False 82,922
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 26.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,236.3
2.618 5,091.0
1.618 5,002.0
1.000 4,947.0
0.618 4,913.0
HIGH 4,858.0
0.618 4,824.0
0.500 4,813.5
0.382 4,803.0
LOW 4,769.0
0.618 4,714.0
1.000 4,680.0
1.618 4,625.0
2.618 4,536.0
4.250 4,390.8
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 4,831.8 4,847.3
PP 4,822.7 4,845.2
S1 4,813.5 4,843.1

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

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