DAX Index Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 4,850.0 4,684.0 -166.0 -3.4% 5,060.5
High 4,867.0 4,757.0 -110.0 -2.3% 5,062.5
Low 4,683.5 4,673.0 -10.5 -0.2% 4,765.5
Close 4,712.0 4,707.5 -4.5 -0.1% 4,861.0
Range 183.5 84.0 -99.5 -54.2% 297.0
ATR 120.1 117.5 -2.6 -2.1% 0.0
Volume 137,030 147,351 10,321 7.5% 318,627
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,964.5 4,920.0 4,753.7
R3 4,880.5 4,836.0 4,730.6
R2 4,796.5 4,796.5 4,722.9
R1 4,752.0 4,752.0 4,715.2 4,774.3
PP 4,712.5 4,712.5 4,712.5 4,723.6
S1 4,668.0 4,668.0 4,699.8 4,690.3
S2 4,628.5 4,628.5 4,692.1
S3 4,544.5 4,584.0 4,684.4
S4 4,460.5 4,500.0 4,661.3
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 4,893.0 4,673.0 220.0 4.7% 109.6 2.3% 16% False True 105,566
10 5,140.0 4,673.0 467.0 9.9% 108.3 2.3% 7% False True 62,008
20 5,178.0 4,673.0 505.0 10.7% 103.5 2.2% 7% False True 31,784
40 5,178.0 4,570.0 608.0 12.9% 113.5 2.4% 23% False False 16,264
60 5,178.0 3,984.5 1,193.5 25.4% 119.2 2.5% 61% False False 10,982
80 5,178.0 3,613.5 1,564.5 33.2% 121.8 2.6% 70% False False 8,822
100 5,178.0 3,613.5 1,564.5 33.2% 123.5 2.6% 70% False False 7,117
120 5,178.0 3,613.5 1,564.5 33.2% 125.9 2.7% 70% False False 5,959
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 22.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,114.0
2.618 4,976.9
1.618 4,892.9
1.000 4,841.0
0.618 4,808.9
HIGH 4,757.0
0.618 4,724.9
0.500 4,715.0
0.382 4,705.1
LOW 4,673.0
0.618 4,621.1
1.000 4,589.0
1.618 4,537.1
2.618 4,453.1
4.250 4,316.0
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 4,715.0 4,778.5
PP 4,712.5 4,754.8
S1 4,710.0 4,731.2

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

View Archives - Comment on this page... - Back to Index of Symbols