DAX Index Future September 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 4,921.0 5,009.5 88.5 1.8% 4,554.0
High 5,022.5 5,023.5 1.0 0.0% 5,023.5
Low 4,903.5 4,960.0 56.5 1.2% 4,521.0
Close 4,966.0 4,988.0 22.0 0.4% 4,988.0
Range 119.0 63.5 -55.5 -46.6% 502.5
ATR 128.2 123.5 -4.6 -3.6% 0.0
Volume 164,269 114,881 -49,388 -30.1% 748,118
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,181.0 5,148.0 5,022.9
R3 5,117.5 5,084.5 5,005.5
R2 5,054.0 5,054.0 4,999.6
R1 5,021.0 5,021.0 4,993.8 5,005.8
PP 4,990.5 4,990.5 4,990.5 4,982.9
S1 4,957.5 4,957.5 4,982.2 4,942.3
S2 4,927.0 4,927.0 4,976.4
S3 4,863.5 4,894.0 4,970.5
S4 4,800.0 4,830.5 4,953.1
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6,351.7 6,172.3 5,264.4
R3 5,849.2 5,669.8 5,126.2
R2 5,346.7 5,346.7 5,080.1
R1 5,167.3 5,167.3 5,034.1 5,257.0
PP 4,844.2 4,844.2 4,844.2 4,889.0
S1 4,664.8 4,664.8 4,941.9 4,754.5
S2 4,341.7 4,341.7 4,895.9
S3 3,839.2 4,162.3 4,849.8
S4 3,336.7 3,659.8 4,711.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,023.5 4,521.0 502.5 10.1% 130.0 2.6% 93% True False 149,623
10 5,023.5 4,521.0 502.5 10.1% 110.8 2.2% 93% True False 143,495
20 5,023.5 4,521.0 502.5 10.1% 120.4 2.4% 93% True False 140,373
40 5,178.0 4,521.0 657.0 13.2% 113.8 2.3% 71% False False 75,919
60 5,178.0 4,521.0 657.0 13.2% 115.3 2.3% 71% False False 50,779
80 5,178.0 3,984.5 1,193.5 23.9% 118.9 2.4% 84% False False 38,202
100 5,178.0 3,613.5 1,564.5 31.4% 122.5 2.5% 88% False False 31,026
120 5,178.0 3,613.5 1,564.5 31.4% 122.7 2.5% 88% False False 25,900
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.3
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 5,293.4
2.618 5,189.7
1.618 5,126.2
1.000 5,087.0
0.618 5,062.7
HIGH 5,023.5
0.618 4,999.2
0.500 4,991.8
0.382 4,984.3
LOW 4,960.0
0.618 4,920.8
1.000 4,896.5
1.618 4,857.3
2.618 4,793.8
4.250 4,690.1
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 4,991.8 4,964.7
PP 4,990.5 4,941.3
S1 4,989.3 4,918.0

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

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