DAX Index Future September 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 4,821.0 4,748.0 -73.0 -1.5% 4,850.0
High 4,869.5 4,905.5 36.0 0.7% 4,869.5
Low 4,753.5 4,741.0 -12.5 -0.3% 4,673.0
Close 4,778.0 4,884.5 106.5 2.2% 4,778.0
Range 116.0 164.5 48.5 41.8% 196.5
ATR 119.6 122.8 3.2 2.7% 0.0
Volume 111,103 131,959 20,856 18.8% 691,701
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,337.2 5,275.3 4,975.0
R3 5,172.7 5,110.8 4,929.7
R2 5,008.2 5,008.2 4,914.7
R1 4,946.3 4,946.3 4,899.6 4,977.3
PP 4,843.7 4,843.7 4,843.7 4,859.1
S1 4,781.8 4,781.8 4,869.4 4,812.8
S2 4,679.2 4,679.2 4,854.3
S3 4,514.7 4,617.3 4,839.3
S4 4,350.2 4,452.8 4,794.0
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 4,905.5 4,673.0 232.5 4.8% 126.8 2.6% 91% True False 137,326
10 4,939.0 4,673.0 266.0 5.4% 118.7 2.4% 80% False False 111,197
20 5,178.0 4,673.0 505.0 10.3% 110.0 2.3% 42% False False 58,624
40 5,178.0 4,662.5 515.5 10.6% 116.6 2.4% 43% False False 29,717
60 5,178.0 4,235.0 943.0 19.3% 118.9 2.4% 69% False False 19,947
80 5,178.0 3,613.5 1,564.5 32.0% 122.7 2.5% 81% False False 15,535
100 5,178.0 3,613.5 1,564.5 32.0% 123.9 2.5% 81% False False 12,500
120 5,178.0 3,613.5 1,564.5 32.0% 126.8 2.6% 81% False False 10,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,604.6
2.618 5,336.2
1.618 5,171.7
1.000 5,070.0
0.618 5,007.2
HIGH 4,905.5
0.618 4,842.7
0.500 4,823.3
0.382 4,803.8
LOW 4,741.0
0.618 4,639.3
1.000 4,576.5
1.618 4,474.8
2.618 4,310.3
4.250 4,041.9
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 4,864.1 4,860.8
PP 4,843.7 4,837.0
S1 4,823.3 4,813.3

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

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