DAX Index Future September 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 4,668.5 4,669.5 1.0 0.0% 4,748.0
High 4,693.5 4,705.5 12.0 0.3% 4,931.5
Low 4,609.5 4,573.0 -36.5 -0.8% 4,705.0
Close 4,662.0 4,596.0 -66.0 -1.4% 4,731.5
Range 84.0 132.5 48.5 57.7% 226.5
ATR 127.0 127.4 0.4 0.3% 0.0
Volume 138,156 140,892 2,736 2.0% 553,532
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,022.3 4,941.7 4,668.9
R3 4,889.8 4,809.2 4,632.4
R2 4,757.3 4,757.3 4,620.3
R1 4,676.7 4,676.7 4,608.1 4,650.8
PP 4,624.8 4,624.8 4,624.8 4,611.9
S1 4,544.2 4,544.2 4,583.9 4,518.3
S2 4,492.3 4,492.3 4,571.7
S3 4,359.8 4,411.7 4,559.6
S4 4,227.3 4,279.2 4,523.1
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 4,573.0 358.5 7.8% 127.0 2.8% 6% False True 140,124
10 4,931.5 4,573.0 358.5 7.8% 126.9 2.8% 6% False True 138,725
20 5,140.0 4,573.0 567.0 12.3% 117.7 2.6% 4% False True 93,209
40 5,178.0 4,573.0 605.0 13.2% 118.2 2.6% 4% False True 47,170
60 5,178.0 4,404.0 774.0 16.8% 117.8 2.6% 25% False False 31,589
80 5,178.0 3,820.5 1,357.5 29.5% 120.5 2.6% 57% False False 24,237
100 5,178.0 3,613.5 1,564.5 34.0% 123.6 2.7% 63% False False 19,495
120 5,178.0 3,613.5 1,564.5 34.0% 126.4 2.7% 63% False False 16,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,268.6
2.618 5,052.4
1.618 4,919.9
1.000 4,838.0
0.618 4,787.4
HIGH 4,705.5
0.618 4,654.9
0.500 4,639.3
0.382 4,623.6
LOW 4,573.0
0.618 4,491.1
1.000 4,440.5
1.618 4,358.6
2.618 4,226.1
4.250 4,009.9
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 4,639.3 4,727.3
PP 4,624.8 4,683.5
S1 4,610.4 4,639.8

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

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