DAX Index Future September 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 4,554.0 4,737.5 183.5 4.0% 4,668.5
High 4,752.5 4,804.5 52.0 1.1% 4,705.5
Low 4,521.0 4,704.5 183.5 4.1% 4,553.5
Close 4,706.0 4,777.0 71.0 1.5% 4,574.5
Range 231.5 100.0 -131.5 -56.8% 152.0
ATR 127.5 125.6 -2.0 -1.5% 0.0
Volume 170,254 151,715 -18,539 -10.9% 686,841
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,062.0 5,019.5 4,832.0
R3 4,962.0 4,919.5 4,804.5
R2 4,862.0 4,862.0 4,795.3
R1 4,819.5 4,819.5 4,786.2 4,840.8
PP 4,762.0 4,762.0 4,762.0 4,772.6
S1 4,719.5 4,719.5 4,767.8 4,740.8
S2 4,662.0 4,662.0 4,758.7
S3 4,562.0 4,619.5 4,749.5
S4 4,462.0 4,519.5 4,722.0
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 4,804.5 4,521.0 283.5 5.9% 114.5 2.4% 90% True False 145,952
10 4,931.5 4,521.0 410.5 8.6% 120.8 2.5% 62% False False 143,038
20 4,939.0 4,521.0 418.0 8.8% 119.7 2.5% 61% False False 127,117
40 5,178.0 4,521.0 657.0 13.8% 114.5 2.4% 39% False False 65,322
60 5,178.0 4,413.0 765.0 16.0% 118.3 2.5% 48% False False 43,691
80 5,178.0 3,984.5 1,193.5 25.0% 119.5 2.5% 66% False False 33,148
100 5,178.0 3,613.5 1,564.5 32.8% 124.3 2.6% 74% False False 26,781
120 5,178.0 3,613.5 1,564.5 32.8% 123.8 2.6% 74% False False 22,351
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 24.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,229.5
2.618 5,066.3
1.618 4,966.3
1.000 4,904.5
0.618 4,866.3
HIGH 4,804.5
0.618 4,766.3
0.500 4,754.5
0.382 4,742.7
LOW 4,704.5
0.618 4,642.7
1.000 4,604.5
1.618 4,542.7
2.618 4,442.7
4.250 4,279.5
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 4,769.5 4,738.9
PP 4,762.0 4,700.8
S1 4,754.5 4,662.8

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

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