DAX Index Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 4,590.5 4,602.0 11.5 0.3% 4,668.5
High 4,671.5 4,646.5 -25.0 -0.5% 4,705.5
Low 4,588.5 4,568.0 -20.5 -0.4% 4,553.5
Close 4,622.0 4,574.5 -47.5 -1.0% 4,574.5
Range 83.0 78.5 -4.5 -5.4% 152.0
ATR 122.7 119.6 -3.2 -2.6% 0.0
Volume 131,190 118,471 -12,719 -9.7% 686,841
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,831.8 4,781.7 4,617.7
R3 4,753.3 4,703.2 4,596.1
R2 4,674.8 4,674.8 4,588.9
R1 4,624.7 4,624.7 4,581.7 4,610.5
PP 4,596.3 4,596.3 4,596.3 4,589.3
S1 4,546.2 4,546.2 4,567.3 4,532.0
S2 4,517.8 4,517.8 4,560.1
S3 4,439.3 4,467.7 4,552.9
S4 4,360.8 4,389.2 4,531.3
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,067.2 4,972.8 4,658.1
R3 4,915.2 4,820.8 4,616.3
R2 4,763.2 4,763.2 4,602.4
R1 4,668.8 4,668.8 4,588.4 4,640.0
PP 4,611.2 4,611.2 4,611.2 4,596.8
S1 4,516.8 4,516.8 4,560.6 4,488.0
S2 4,459.2 4,459.2 4,546.6
S3 4,307.2 4,364.8 4,532.7
S4 4,155.2 4,212.8 4,490.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,705.5 4,553.5 152.0 3.3% 91.5 2.0% 14% False False 137,368
10 4,931.5 4,553.5 378.0 8.3% 115.7 2.5% 6% False False 135,147
20 5,112.5 4,553.5 559.0 12.2% 115.1 2.5% 4% False False 112,958
40 5,178.0 4,553.5 624.5 13.7% 113.9 2.5% 3% False False 57,304
60 5,178.0 4,413.0 765.0 16.7% 116.3 2.5% 21% False False 38,340
80 5,178.0 3,965.0 1,213.0 26.5% 118.5 2.6% 50% False False 29,257
100 5,178.0 3,613.5 1,564.5 34.2% 123.1 2.7% 61% False False 23,567
120 5,178.0 3,613.5 1,564.5 34.2% 124.4 2.7% 61% False False 19,669
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.0
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,980.1
2.618 4,852.0
1.618 4,773.5
1.000 4,725.0
0.618 4,695.0
HIGH 4,646.5
0.618 4,616.5
0.500 4,607.3
0.382 4,598.0
LOW 4,568.0
0.618 4,519.5
1.000 4,489.5
1.618 4,441.0
2.618 4,362.5
4.250 4,234.4
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 4,607.3 4,612.5
PP 4,596.3 4,599.8
S1 4,585.4 4,587.2

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

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