DAX Index Future September 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 4,500.0 4,525.5 25.5 0.6% 4,459.0
High 4,600.0 4,613.0 13.0 0.3% 4,523.5
Low 4,482.0 4,520.0 38.0 0.8% 4,248.5
Close 4,561.5 4,558.0 -3.5 -0.1% 4,500.5
Range 118.0 93.0 -25.0 -21.2% 275.0
ATR 145.0 141.3 -3.7 -2.6% 0.0
Volume 776 937 161 20.7% 1,934
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,842.7 4,793.3 4,609.2
R3 4,749.7 4,700.3 4,583.6
R2 4,656.7 4,656.7 4,575.1
R1 4,607.3 4,607.3 4,566.5 4,632.0
PP 4,563.7 4,563.7 4,563.7 4,576.0
S1 4,514.3 4,514.3 4,549.5 4,539.0
S2 4,470.7 4,470.7 4,541.0
S3 4,377.7 4,421.3 4,532.4
S4 4,284.7 4,328.3 4,506.9
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 5,249.2 5,149.8 4,651.8
R3 4,974.2 4,874.8 4,576.1
R2 4,699.2 4,699.2 4,550.9
R1 4,599.8 4,599.8 4,525.7 4,649.5
PP 4,424.2 4,424.2 4,424.2 4,449.0
S1 4,324.8 4,324.8 4,475.3 4,374.5
S2 4,149.2 4,149.2 4,450.1
S3 3,874.2 4,049.8 4,424.9
S4 3,599.2 3,774.8 4,349.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,613.0 4,248.5 364.5 8.0% 115.7 2.5% 85% True False 623
10 4,613.0 4,017.5 595.5 13.1% 132.7 2.9% 91% True False 548
20 4,613.0 3,965.0 648.0 14.2% 124.9 2.7% 92% True False 2,006
40 4,613.0 3,613.5 999.5 21.9% 133.2 2.9% 94% True False 1,408
60 4,715.0 3,613.5 1,101.5 24.2% 132.4 2.9% 86% False False 998
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.4
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,008.3
2.618 4,856.5
1.618 4,763.5
1.000 4,706.0
0.618 4,670.5
HIGH 4,613.0
0.618 4,577.5
0.500 4,566.5
0.382 4,555.5
LOW 4,520.0
0.618 4,462.5
1.000 4,427.0
1.618 4,369.5
2.618 4,276.5
4.250 4,124.8
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 4,566.5 4,541.5
PP 4,563.7 4,525.0
S1 4,560.8 4,508.5

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

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