DAX Index Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 4,987.5 5,022.0 34.5 0.7% 4,922.5
High 5,018.0 5,156.5 138.5 2.8% 5,033.0
Low 4,925.0 5,022.0 97.0 2.0% 4,811.0
Close 4,942.5 5,143.0 200.5 4.1% 4,942.5
Range 93.0 134.5 41.5 44.6% 222.0
ATR 131.1 137.1 5.9 4.5% 0.0
Volume 428 847 419 97.9% 6,753
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,510.7 5,461.3 5,217.0
R3 5,376.2 5,326.8 5,180.0
R2 5,241.7 5,241.7 5,167.7
R1 5,192.3 5,192.3 5,155.3 5,217.0
PP 5,107.2 5,107.2 5,107.2 5,119.5
S1 5,057.8 5,057.8 5,130.7 5,082.5
S2 4,972.7 4,972.7 5,118.3
S3 4,838.2 4,923.3 5,106.0
S4 4,703.7 4,788.8 5,069.0
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 5,594.8 5,490.7 5,064.6
R3 5,372.8 5,268.7 5,003.6
R2 5,150.8 5,150.8 4,983.2
R1 5,046.7 5,046.7 4,962.9 5,098.8
PP 4,928.8 4,928.8 4,928.8 4,954.9
S1 4,824.7 4,824.7 4,922.2 4,876.8
S2 4,706.8 4,706.8 4,901.8
S3 4,484.8 4,602.7 4,881.5
S4 4,262.8 4,380.7 4,820.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,156.5 4,811.0 345.5 6.7% 125.4 2.4% 96% True False 1,165
10 5,156.5 4,811.0 345.5 6.7% 117.1 2.3% 96% True False 1,002
20 5,156.5 4,662.5 494.0 9.6% 123.2 2.4% 97% True False 810
40 5,156.5 4,235.0 921.5 17.9% 123.4 2.4% 99% True False 609
60 5,156.5 3,613.5 1,543.0 30.0% 127.0 2.5% 99% True False 1,172
80 5,156.5 3,613.5 1,543.0 30.0% 127.3 2.5% 99% True False 969
100 5,156.5 3,613.5 1,543.0 30.0% 130.2 2.5% 99% True False 809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 22.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,728.1
2.618 5,508.6
1.618 5,374.1
1.000 5,291.0
0.618 5,239.6
HIGH 5,156.5
0.618 5,105.1
0.500 5,089.3
0.382 5,073.4
LOW 5,022.0
0.618 4,938.9
1.000 4,887.5
1.618 4,804.4
2.618 4,669.9
4.250 4,450.4
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 5,125.1 5,103.7
PP 5,107.2 5,064.3
S1 5,089.3 5,025.0

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

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