DAX Index Future September 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 4,575.0 4,590.5 15.5 0.3% 4,748.0
High 4,633.0 4,671.5 38.5 0.8% 4,931.5
Low 4,553.5 4,588.5 35.0 0.8% 4,705.0
Close 4,565.5 4,622.0 56.5 1.2% 4,731.5
Range 79.5 83.0 3.5 4.4% 226.5
ATR 124.0 122.7 -1.3 -1.0% 0.0
Volume 158,132 131,190 -26,942 -17.0% 553,532
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,876.3 4,832.2 4,667.7
R3 4,793.3 4,749.2 4,644.8
R2 4,710.3 4,710.3 4,637.2
R1 4,666.2 4,666.2 4,629.6 4,688.3
PP 4,627.3 4,627.3 4,627.3 4,638.4
S1 4,583.2 4,583.2 4,614.4 4,605.3
S2 4,544.3 4,544.3 4,606.8
S3 4,461.3 4,500.2 4,599.2
S4 4,378.3 4,417.2 4,576.4
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 4,881.5 4,553.5 328.0 7.1% 111.1 2.4% 21% False False 144,629
10 4,931.5 4,553.5 378.0 8.2% 120.4 2.6% 18% False False 138,571
20 5,133.0 4,553.5 579.5 12.5% 115.4 2.5% 12% False False 107,242
40 5,178.0 4,553.5 624.5 13.5% 114.7 2.5% 11% False False 54,360
60 5,178.0 4,413.0 765.0 16.6% 116.6 2.5% 27% False False 36,381
80 5,178.0 3,965.0 1,213.0 26.2% 118.6 2.6% 54% False False 27,813
100 5,178.0 3,613.5 1,564.5 33.8% 122.6 2.7% 64% False False 22,384
120 5,178.0 3,613.5 1,564.5 33.8% 125.3 2.7% 64% False False 18,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,024.3
2.618 4,888.8
1.618 4,805.8
1.000 4,754.5
0.618 4,722.8
HIGH 4,671.5
0.618 4,639.8
0.500 4,630.0
0.382 4,620.2
LOW 4,588.5
0.618 4,537.2
1.000 4,505.5
1.618 4,454.2
2.618 4,371.2
4.250 4,235.8
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 4,630.0 4,629.5
PP 4,627.3 4,627.0
S1 4,624.7 4,624.5

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

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