DAX Index Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 4,836.0 4,821.0 -15.0 -0.3% 4,850.0
High 4,846.5 4,869.5 23.0 0.5% 4,869.5
Low 4,721.0 4,753.5 32.5 0.7% 4,673.0
Close 4,802.0 4,778.0 -24.0 -0.5% 4,778.0
Range 125.5 116.0 -9.5 -7.6% 196.5
ATR 119.9 119.6 -0.3 -0.2% 0.0
Volume 152,706 111,103 -41,603 -27.2% 691,701
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,148.3 5,079.2 4,841.8
R3 5,032.3 4,963.2 4,809.9
R2 4,916.3 4,916.3 4,799.3
R1 4,847.2 4,847.2 4,788.6 4,823.8
PP 4,800.3 4,800.3 4,800.3 4,788.6
S1 4,731.2 4,731.2 4,767.4 4,707.8
S2 4,684.3 4,684.3 4,756.7
S3 4,568.3 4,615.2 4,746.1
S4 4,452.3 4,499.2 4,714.2
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,363.0 5,267.0 4,886.1
R3 5,166.5 5,070.5 4,832.0
R2 4,970.0 4,970.0 4,814.0
R1 4,874.0 4,874.0 4,796.0 4,823.8
PP 4,773.5 4,773.5 4,773.5 4,748.4
S1 4,677.5 4,677.5 4,760.0 4,627.3
S2 4,577.0 4,577.0 4,742.0
S3 4,380.5 4,481.0 4,724.0
S4 4,184.0 4,284.5 4,669.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,869.5 4,673.0 196.5 4.1% 130.6 2.7% 53% True False 138,340
10 5,062.5 4,673.0 389.5 8.2% 119.8 2.5% 27% False False 101,032
20 5,178.0 4,673.0 505.0 10.6% 108.5 2.3% 21% False False 52,069
40 5,178.0 4,662.5 515.5 10.8% 115.2 2.4% 22% False False 26,421
60 5,178.0 4,017.5 1,160.5 24.3% 119.0 2.5% 66% False False 17,754
80 5,178.0 3,613.5 1,564.5 32.7% 123.0 2.6% 74% False False 13,895
100 5,178.0 3,613.5 1,564.5 32.7% 123.7 2.6% 74% False False 11,184
120 5,178.0 3,613.5 1,564.5 32.7% 126.1 2.6% 74% False False 9,348
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 24.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,362.5
2.618 5,173.2
1.618 5,057.2
1.000 4,985.5
0.618 4,941.2
HIGH 4,869.5
0.618 4,825.2
0.500 4,811.5
0.382 4,797.8
LOW 4,753.5
0.618 4,681.8
1.000 4,637.5
1.618 4,565.8
2.618 4,449.8
4.250 4,260.5
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 4,811.5 4,784.8
PP 4,800.3 4,782.5
S1 4,789.2 4,780.3

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

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