DAX Index Future September 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 5,065.0 5,093.0 28.0 0.6% 5,062.0
High 5,133.0 5,112.5 -20.5 -0.4% 5,140.0
Low 5,048.0 5,050.0 2.0 0.0% 4,975.0
Close 5,116.5 5,074.0 -42.5 -0.8% 5,074.0
Range 85.0 62.5 -22.5 -26.5% 165.0
ATR 121.3 117.4 -3.9 -3.2% 0.0
Volume 4,152 8,467 4,315 103.9% 23,400
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,266.3 5,232.7 5,108.4
R3 5,203.8 5,170.2 5,091.2
R2 5,141.3 5,141.3 5,085.5
R1 5,107.7 5,107.7 5,079.7 5,093.3
PP 5,078.8 5,078.8 5,078.8 5,071.6
S1 5,045.2 5,045.2 5,068.3 5,030.8
S2 5,016.3 5,016.3 5,062.5
S3 4,953.8 4,982.7 5,056.8
S4 4,891.3 4,920.2 5,039.6
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,558.0 5,481.0 5,164.8
R3 5,393.0 5,316.0 5,119.4
R2 5,228.0 5,228.0 5,104.3
R1 5,151.0 5,151.0 5,089.1 5,189.5
PP 5,063.0 5,063.0 5,063.0 5,082.3
S1 4,986.0 4,986.0 5,058.9 5,024.5
S2 4,898.0 4,898.0 5,043.8
S3 4,733.0 4,821.0 5,028.6
S4 4,568.0 4,656.0 4,983.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,140.0 4,975.0 165.0 3.3% 89.2 1.8% 60% False False 4,680
10 5,178.0 4,975.0 203.0 4.0% 97.2 1.9% 49% False False 3,105
20 5,178.0 4,669.0 509.0 10.0% 111.6 2.2% 80% False False 2,043
40 5,178.0 4,413.0 765.0 15.1% 115.5 2.3% 86% False False 1,228
60 5,178.0 3,965.0 1,213.0 23.9% 118.8 2.3% 91% False False 1,434
80 5,178.0 3,613.5 1,564.5 30.8% 124.5 2.5% 93% False False 1,322
100 5,178.0 3,613.5 1,564.5 30.8% 124.9 2.5% 93% False False 1,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 16.3
Narrowest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 5,378.1
2.618 5,276.1
1.618 5,213.6
1.000 5,175.0
0.618 5,151.1
HIGH 5,112.5
0.618 5,088.6
0.500 5,081.3
0.382 5,073.9
LOW 5,050.0
0.618 5,011.4
1.000 4,987.5
1.618 4,948.9
2.618 4,886.4
4.250 4,784.4
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 5,081.3 5,078.8
PP 5,078.8 5,077.2
S1 5,076.4 5,075.6

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

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