DAX Index Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 4,724.0 4,836.0 112.0 2.4% 5,060.5
High 4,844.0 4,846.5 2.5 0.1% 5,062.5
Low 4,700.0 4,721.0 21.0 0.4% 4,765.5
Close 4,836.0 4,802.0 -34.0 -0.7% 4,861.0
Range 144.0 125.5 -18.5 -12.8% 297.0
ATR 119.4 119.9 0.4 0.4% 0.0
Volume 143,511 152,706 9,195 6.4% 318,627
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,166.3 5,109.7 4,871.0
R3 5,040.8 4,984.2 4,836.5
R2 4,915.3 4,915.3 4,825.0
R1 4,858.7 4,858.7 4,813.5 4,824.3
PP 4,789.8 4,789.8 4,789.8 4,772.6
S1 4,733.2 4,733.2 4,790.5 4,698.8
S2 4,664.3 4,664.3 4,779.0
S3 4,538.8 4,607.7 4,767.5
S4 4,413.3 4,482.2 4,733.0
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% 120.2 2.5% 61% False False 141,575
10 5,112.5 4,673.0 439.5 9.2% 114.5 2.4% 29% False False 90,769
20 5,178.0 4,673.0 505.0 10.5% 107.4 2.2% 26% False False 46,535
40 5,178.0 4,662.5 515.5 10.7% 115.2 2.4% 27% False False 23,658
60 5,178.0 4,017.5 1,160.5 24.2% 119.2 2.5% 68% False False 15,907
80 5,178.0 3,613.5 1,564.5 32.6% 122.6 2.6% 76% False False 12,511
100 5,178.0 3,613.5 1,564.5 32.6% 124.4 2.6% 76% False False 10,077
120 5,178.0 3,613.5 1,564.5 32.6% 126.2 2.6% 76% False False 8,424
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 22.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,379.9
2.618 5,175.1
1.618 5,049.6
1.000 4,972.0
0.618 4,924.1
HIGH 4,846.5
0.618 4,798.6
0.500 4,783.8
0.382 4,768.9
LOW 4,721.0
0.618 4,643.4
1.000 4,595.5
1.618 4,517.9
2.618 4,392.4
4.250 4,187.6
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 4,795.9 4,787.9
PP 4,789.8 4,773.8
S1 4,783.8 4,759.8

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

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