DAX Index Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 4,841.0 4,850.0 9.0 0.2% 5,060.5
High 4,884.0 4,867.0 -17.0 -0.3% 5,062.5
Low 4,820.0 4,683.5 -136.5 -2.8% 4,765.5
Close 4,861.0 4,712.0 -149.0 -3.1% 4,861.0
Range 64.0 183.5 119.5 186.7% 297.0
ATR 115.2 120.1 4.9 4.2% 0.0
Volume 127,281 137,030 9,749 7.7% 318,627
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,304.7 5,191.8 4,812.9
R3 5,121.2 5,008.3 4,762.5
R2 4,937.7 4,937.7 4,745.6
R1 4,824.8 4,824.8 4,728.8 4,789.5
PP 4,754.2 4,754.2 4,754.2 4,736.5
S1 4,641.3 4,641.3 4,695.2 4,606.0
S2 4,570.7 4,570.7 4,678.4
S3 4,387.2 4,457.8 4,661.5
S4 4,203.7 4,274.3 4,611.1
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,787.3 5,621.2 5,024.4
R3 5,490.3 5,324.2 4,942.7
R2 5,193.3 5,193.3 4,915.5
R1 5,027.2 5,027.2 4,888.2 4,961.8
PP 4,896.3 4,896.3 4,896.3 4,863.6
S1 4,730.2 4,730.2 4,833.8 4,664.8
S2 4,599.3 4,599.3 4,806.6
S3 4,302.3 4,433.2 4,779.3
S4 4,005.3 4,136.2 4,697.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,939.0 4,683.5 255.5 5.4% 110.6 2.3% 11% False True 85,069
10 5,140.0 4,683.5 456.5 9.7% 108.5 2.3% 6% False True 47,693
20 5,178.0 4,683.5 494.5 10.5% 109.7 2.3% 6% False True 24,584
40 5,178.0 4,570.0 608.0 12.9% 114.7 2.4% 23% False False 12,583
60 5,178.0 3,984.5 1,193.5 25.3% 119.1 2.5% 61% False False 8,542
80 5,178.0 3,613.5 1,564.5 33.2% 122.3 2.6% 70% False False 6,985
100 5,178.0 3,613.5 1,564.5 33.2% 123.8 2.6% 70% False False 5,645
120 5,178.0 3,613.5 1,564.5 33.2% 125.4 2.7% 70% False False 4,731
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.6
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5,646.9
2.618 5,347.4
1.618 5,163.9
1.000 5,050.5
0.618 4,980.4
HIGH 4,867.0
0.618 4,796.9
0.500 4,775.3
0.382 4,753.6
LOW 4,683.5
0.618 4,570.1
1.000 4,500.0
1.618 4,386.6
2.618 4,203.1
4.250 3,903.6
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 4,775.3 4,783.8
PP 4,754.2 4,759.8
S1 4,733.1 4,735.9

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

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