DAX Index Future September 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 5,009.5 5,037.0 27.5 0.5% 4,554.0
High 5,023.5 5,063.0 39.5 0.8% 5,023.5
Low 4,960.0 5,007.0 47.0 0.9% 4,521.0
Close 4,988.0 5,035.5 47.5 1.0% 4,988.0
Range 63.5 56.0 -7.5 -11.8% 502.5
ATR 123.5 120.1 -3.5 -2.8% 0.0
Volume 114,881 109,238 -5,643 -4.9% 748,118
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,203.2 5,175.3 5,066.3
R3 5,147.2 5,119.3 5,050.9
R2 5,091.2 5,091.2 5,045.8
R1 5,063.3 5,063.3 5,040.6 5,049.3
PP 5,035.2 5,035.2 5,035.2 5,028.1
S1 5,007.3 5,007.3 5,030.4 4,993.3
S2 4,979.2 4,979.2 5,025.2
S3 4,923.2 4,951.3 5,020.1
S4 4,867.2 4,895.3 5,004.7
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 5,063.0 4,704.5 358.5 7.1% 94.9 1.9% 92% True False 137,420
10 5,063.0 4,521.0 542.0 10.8% 108.0 2.1% 95% True False 140,604
20 5,063.0 4,521.0 542.0 10.8% 120.0 2.4% 95% True False 139,471
40 5,178.0 4,521.0 657.0 13.0% 113.0 2.2% 78% False False 78,646
60 5,178.0 4,521.0 657.0 13.0% 115.0 2.3% 78% False False 52,597
80 5,178.0 3,984.5 1,193.5 23.7% 118.5 2.4% 88% False False 39,566
100 5,178.0 3,613.5 1,564.5 31.1% 121.6 2.4% 91% False False 32,115
120 5,178.0 3,613.5 1,564.5 31.1% 122.6 2.4% 91% False False 26,810
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.4
Narrowest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 5,301.0
2.618 5,209.6
1.618 5,153.6
1.000 5,119.0
0.618 5,097.6
HIGH 5,063.0
0.618 5,041.6
0.500 5,035.0
0.382 5,028.4
LOW 5,007.0
0.618 4,972.4
1.000 4,951.0
1.618 4,916.4
2.618 4,860.4
4.250 4,769.0
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 5,035.3 5,018.1
PP 5,035.2 5,000.7
S1 5,035.0 4,983.3

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

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