DAX Index Future September 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 4,919.0 4,849.5 -69.5 -1.4% 4,629.0
High 4,940.0 4,956.5 16.5 0.3% 4,853.5
Low 4,859.5 4,844.0 -15.5 -0.3% 4,570.0
Close 4,867.5 4,897.0 29.5 0.6% 4,805.5
Range 80.5 112.5 32.0 39.8% 283.5
ATR 131.6 130.2 -1.4 -1.0% 0.0
Volume 336 258 -78 -23.2% 1,133
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 5,236.7 5,179.3 4,958.9
R3 5,124.2 5,066.8 4,927.9
R2 5,011.7 5,011.7 4,917.6
R1 4,954.3 4,954.3 4,907.3 4,983.0
PP 4,899.2 4,899.2 4,899.2 4,913.5
S1 4,841.8 4,841.8 4,886.7 4,870.5
S2 4,786.7 4,786.7 4,876.4
S3 4,674.2 4,729.3 4,866.1
S4 4,561.7 4,616.8 4,835.1
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 5,593.5 5,483.0 4,961.4
R3 5,310.0 5,199.5 4,883.5
R2 5,026.5 5,026.5 4,857.5
R1 4,916.0 4,916.0 4,831.5 4,971.3
PP 4,743.0 4,743.0 4,743.0 4,770.6
S1 4,632.5 4,632.5 4,779.5 4,687.8
S2 4,459.5 4,459.5 4,753.5
S3 4,176.0 4,349.0 4,727.5
S4 3,892.5 4,065.5 4,649.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,956.5 4,638.5 318.0 6.5% 105.4 2.2% 81% True False 303
10 4,956.5 4,477.5 479.0 9.8% 107.6 2.2% 88% True False 222
20 4,956.5 4,248.5 708.0 14.5% 118.0 2.4% 92% True False 377
40 4,956.5 3,613.5 1,343.0 27.4% 125.3 2.6% 96% True False 1,320
60 4,956.5 3,613.5 1,343.0 27.4% 126.3 2.6% 96% True False 1,020
80 4,956.5 3,613.5 1,343.0 27.4% 131.1 2.7% 96% True False 812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,434.6
2.618 5,251.0
1.618 5,138.5
1.000 5,069.0
0.618 5,026.0
HIGH 4,956.5
0.618 4,913.5
0.500 4,900.3
0.382 4,887.0
LOW 4,844.0
0.618 4,774.5
1.000 4,731.5
1.618 4,662.0
2.618 4,549.5
4.250 4,365.9
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 4,900.3 4,894.1
PP 4,899.2 4,891.2
S1 4,898.1 4,888.3

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

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