DAX Index Future September 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 4,862.0 4,668.5 -193.5 -4.0% 4,748.0
High 4,881.5 4,693.5 -188.0 -3.9% 4,931.5
Low 4,705.0 4,609.5 -95.5 -2.0% 4,705.0
Close 4,731.5 4,662.0 -69.5 -1.5% 4,731.5
Range 176.5 84.0 -92.5 -52.4% 226.5
ATR 127.4 127.0 -0.4 -0.3% 0.0
Volume 154,776 138,156 -16,620 -10.7% 553,532
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,907.0 4,868.5 4,708.2
R3 4,823.0 4,784.5 4,685.1
R2 4,739.0 4,739.0 4,677.4
R1 4,700.5 4,700.5 4,669.7 4,677.8
PP 4,655.0 4,655.0 4,655.0 4,643.6
S1 4,616.5 4,616.5 4,654.3 4,593.8
S2 4,571.0 4,571.0 4,646.6
S3 4,487.0 4,532.5 4,638.9
S4 4,403.0 4,448.5 4,615.8
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,468.8 5,326.7 4,856.1
R3 5,242.3 5,100.2 4,793.8
R2 5,015.8 5,015.8 4,773.0
R1 4,873.7 4,873.7 4,752.3 4,831.5
PP 4,789.3 4,789.3 4,789.3 4,768.3
S1 4,647.2 4,647.2 4,710.7 4,605.0
S2 4,562.8 4,562.8 4,690.0
S3 4,336.3 4,420.7 4,669.2
S4 4,109.8 4,194.2 4,606.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,931.5 4,609.5 322.0 6.9% 133.4 2.9% 16% False True 138,337
10 4,931.5 4,609.5 322.0 6.9% 132.0 2.8% 16% False True 138,338
20 5,140.0 4,609.5 530.5 11.4% 115.6 2.5% 10% False True 86,270
40 5,178.0 4,609.5 568.5 12.2% 117.1 2.5% 9% False True 43,661
60 5,178.0 4,248.5 929.5 19.9% 118.1 2.5% 44% False False 29,244
80 5,178.0 3,820.5 1,357.5 29.1% 120.8 2.6% 62% False False 22,484
100 5,178.0 3,613.5 1,564.5 33.6% 122.8 2.6% 67% False False 18,087
120 5,178.0 3,613.5 1,564.5 33.6% 127.5 2.7% 67% False False 15,104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19.9
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,050.5
2.618 4,913.4
1.618 4,829.4
1.000 4,777.5
0.618 4,745.4
HIGH 4,693.5
0.618 4,661.4
0.500 4,651.5
0.382 4,641.6
LOW 4,609.5
0.618 4,557.6
1.000 4,525.5
1.618 4,473.6
2.618 4,389.6
4.250 4,252.5
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 4,658.5 4,770.5
PP 4,655.0 4,734.3
S1 4,651.5 4,698.2

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

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