DAX Index Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 5,117.0 5,137.0 20.0 0.4% 4,554.0
High 5,142.0 5,271.0 129.0 2.5% 5,023.5
Low 5,050.5 5,102.0 51.5 1.0% 4,521.0
Close 5,116.0 5,249.0 133.0 2.6% 4,988.0
Range 91.5 169.0 77.5 84.7% 502.5
ATR 117.6 121.3 3.7 3.1% 0.0
Volume 118,774 154,139 35,365 29.8% 748,118
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,714.3 5,650.7 5,342.0
R3 5,545.3 5,481.7 5,295.5
R2 5,376.3 5,376.3 5,280.0
R1 5,312.7 5,312.7 5,264.5 5,344.5
PP 5,207.3 5,207.3 5,207.3 5,223.3
S1 5,143.7 5,143.7 5,233.5 5,175.5
S2 5,038.3 5,038.3 5,218.0
S3 4,869.3 4,974.7 5,202.5
S4 4,700.3 4,805.7 5,156.1
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 5,271.0 4,960.0 311.0 5.9% 98.7 1.9% 93% True False 125,552
10 5,271.0 4,521.0 750.0 14.3% 115.9 2.2% 97% True False 137,947
20 5,271.0 4,521.0 750.0 14.3% 118.1 2.2% 97% True False 138,259
40 5,271.0 4,521.0 750.0 14.3% 112.1 2.1% 97% True False 88,592
60 5,271.0 4,521.0 750.0 14.3% 115.9 2.2% 97% True False 59,317
80 5,271.0 3,984.5 1,286.5 24.5% 119.3 2.3% 98% True False 44,591
100 5,271.0 3,613.5 1,657.5 31.6% 121.4 2.3% 99% True False 36,136
120 5,271.0 3,613.5 1,657.5 31.6% 123.0 2.3% 99% True False 30,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,989.3
2.618 5,713.4
1.618 5,544.4
1.000 5,440.0
0.618 5,375.4
HIGH 5,271.0
0.618 5,206.4
0.500 5,186.5
0.382 5,166.6
LOW 5,102.0
0.618 4,997.6
1.000 4,933.0
1.618 4,828.6
2.618 4,659.6
4.250 4,383.8
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 5,228.2 5,216.1
PP 5,207.3 5,183.2
S1 5,186.5 5,150.3

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

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