DAX Index Future September 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 5,065.0 5,117.0 52.0 1.0% 4,554.0
High 5,143.0 5,142.0 -1.0 0.0% 5,023.5
Low 5,029.5 5,050.5 21.0 0.4% 4,521.0
Close 5,092.0 5,116.0 24.0 0.5% 4,988.0
Range 113.5 91.5 -22.0 -19.4% 502.5
ATR 119.6 117.6 -2.0 -1.7% 0.0
Volume 130,730 118,774 -11,956 -9.1% 748,118
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,377.3 5,338.2 5,166.3
R3 5,285.8 5,246.7 5,141.2
R2 5,194.3 5,194.3 5,132.8
R1 5,155.2 5,155.2 5,124.4 5,129.0
PP 5,102.8 5,102.8 5,102.8 5,089.8
S1 5,063.7 5,063.7 5,107.6 5,037.5
S2 5,011.3 5,011.3 5,099.2
S3 4,919.8 4,972.2 5,090.8
S4 4,828.3 4,880.7 5,065.7
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 5,143.0 4,903.5 239.5 4.7% 88.7 1.7% 89% False False 127,578
10 5,143.0 4,521.0 622.0 12.2% 107.3 2.1% 96% False False 135,652
20 5,143.0 4,521.0 622.0 12.2% 116.9 2.3% 96% False False 137,727
40 5,178.0 4,521.0 657.0 12.8% 110.2 2.2% 91% False False 84,756
60 5,178.0 4,521.0 657.0 12.8% 114.6 2.2% 91% False False 56,752
80 5,178.0 3,984.5 1,193.5 23.3% 118.6 2.3% 95% False False 42,669
100 5,178.0 3,613.5 1,564.5 30.6% 120.8 2.4% 96% False False 34,603
120 5,178.0 3,613.5 1,564.5 30.6% 122.4 2.4% 96% False False 28,885
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,530.9
2.618 5,381.5
1.618 5,290.0
1.000 5,233.5
0.618 5,198.5
HIGH 5,142.0
0.618 5,107.0
0.500 5,096.3
0.382 5,085.5
LOW 5,050.5
0.618 4,994.0
1.000 4,959.0
1.618 4,902.5
2.618 4,811.0
4.250 4,661.6
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 5,109.4 5,102.3
PP 5,102.8 5,088.7
S1 5,096.3 5,075.0

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

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