DAX Index Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 4,602.0 4,554.0 -48.0 -1.0% 4,668.5
High 4,646.5 4,752.5 106.0 2.3% 4,705.5
Low 4,568.0 4,521.0 -47.0 -1.0% 4,553.5
Close 4,574.5 4,706.0 131.5 2.9% 4,574.5
Range 78.5 231.5 153.0 194.9% 152.0
ATR 119.6 127.5 8.0 6.7% 0.0
Volume 118,471 170,254 51,783 43.7% 686,841
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,354.3 5,261.7 4,833.3
R3 5,122.8 5,030.2 4,769.7
R2 4,891.3 4,891.3 4,748.4
R1 4,798.7 4,798.7 4,727.2 4,845.0
PP 4,659.8 4,659.8 4,659.8 4,683.0
S1 4,567.2 4,567.2 4,684.8 4,613.5
S2 4,428.3 4,428.3 4,663.6
S3 4,196.8 4,335.7 4,642.3
S4 3,965.3 4,104.2 4,578.7
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 4,752.5 4,521.0 231.5 4.9% 121.0 2.6% 80% True True 143,787
10 4,931.5 4,521.0 410.5 8.7% 127.2 2.7% 45% False True 141,062
20 5,062.5 4,521.0 541.5 11.5% 123.5 2.6% 34% False True 121,047
40 5,178.0 4,521.0 657.0 14.0% 117.6 2.5% 28% False True 61,545
60 5,178.0 4,413.0 765.0 16.3% 118.1 2.5% 38% False False 41,168
80 5,178.0 3,965.0 1,213.0 25.8% 120.0 2.5% 61% False False 31,337
100 5,178.0 3,613.5 1,564.5 33.2% 124.3 2.6% 70% False False 25,267
120 5,178.0 3,613.5 1,564.5 33.2% 124.7 2.6% 70% False False 21,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.4
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 5,736.4
2.618 5,358.6
1.618 5,127.1
1.000 4,984.0
0.618 4,895.6
HIGH 4,752.5
0.618 4,664.1
0.500 4,636.8
0.382 4,609.4
LOW 4,521.0
0.618 4,377.9
1.000 4,289.5
1.618 4,146.4
2.618 3,914.9
4.250 3,537.1
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 4,682.9 4,682.9
PP 4,659.8 4,659.8
S1 4,636.8 4,636.8

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

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