DAX Index Future September 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 4,684.0 4,724.0 40.0 0.9% 5,060.5
High 4,757.0 4,844.0 87.0 1.8% 5,062.5
Low 4,673.0 4,700.0 27.0 0.6% 4,765.5
Close 4,707.5 4,836.0 128.5 2.7% 4,861.0
Range 84.0 144.0 60.0 71.4% 297.0
ATR 117.5 119.4 1.9 1.6% 0.0
Volume 147,351 143,511 -3,840 -2.6% 318,627
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,225.3 5,174.7 4,915.2
R3 5,081.3 5,030.7 4,875.6
R2 4,937.3 4,937.3 4,862.4
R1 4,886.7 4,886.7 4,849.2 4,912.0
PP 4,793.3 4,793.3 4,793.3 4,806.0
S1 4,742.7 4,742.7 4,822.8 4,768.0
S2 4,649.3 4,649.3 4,809.6
S3 4,505.3 4,598.7 4,796.4
S4 4,361.3 4,454.7 4,756.8
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 4,884.0 4,673.0 211.0 4.4% 112.9 2.3% 77% False False 122,276
10 5,133.0 4,673.0 460.0 9.5% 110.4 2.3% 35% False False 75,913
20 5,178.0 4,673.0 505.0 10.4% 106.1 2.2% 32% False False 38,925
40 5,178.0 4,638.5 539.5 11.2% 114.8 2.4% 37% False False 19,846
60 5,178.0 3,984.5 1,193.5 24.7% 119.7 2.5% 71% False False 13,368
80 5,178.0 3,613.5 1,564.5 32.4% 122.2 2.5% 78% False False 10,606
100 5,178.0 3,613.5 1,564.5 32.4% 124.0 2.6% 78% False False 8,552
120 5,178.0 3,613.5 1,564.5 32.4% 125.7 2.6% 78% False False 7,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,456.0
2.618 5,221.0
1.618 5,077.0
1.000 4,988.0
0.618 4,933.0
HIGH 4,844.0
0.618 4,789.0
0.500 4,772.0
0.382 4,755.0
LOW 4,700.0
0.618 4,611.0
1.000 4,556.0
1.618 4,467.0
2.618 4,323.0
4.250 4,088.0
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 4,814.7 4,814.0
PP 4,793.3 4,792.0
S1 4,772.0 4,770.0

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

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