DAX Index Future September 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 5,285.5 5,219.0 -66.5 -1.3% 5,037.0
High 5,306.0 5,313.0 7.0 0.1% 5,307.0
Low 5,165.5 5,147.5 -18.0 -0.3% 5,007.0
Close 5,178.0 5,271.0 93.0 1.8% 5,225.0
Range 140.5 165.5 25.0 17.8% 300.0
ATR 120.8 124.0 3.2 2.6% 0.0
Volume 132,786 145,861 13,075 9.8% 635,771
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,740.3 5,671.2 5,362.0
R3 5,574.8 5,505.7 5,316.5
R2 5,409.3 5,409.3 5,301.3
R1 5,340.2 5,340.2 5,286.2 5,374.8
PP 5,243.8 5,243.8 5,243.8 5,261.1
S1 5,174.7 5,174.7 5,255.8 5,209.3
S2 5,078.3 5,078.3 5,240.7
S3 4,912.8 5,009.2 5,225.5
S4 4,747.3 4,843.7 5,180.0
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6,079.7 5,952.3 5,390.0
R3 5,779.7 5,652.3 5,307.5
R2 5,479.7 5,479.7 5,280.0
R1 5,352.3 5,352.3 5,252.5 5,416.0
PP 5,179.7 5,179.7 5,179.7 5,211.5
S1 5,052.3 5,052.3 5,197.5 5,116.0
S2 4,879.7 4,879.7 5,170.0
S3 4,579.7 4,752.3 5,142.5
S4 4,279.7 4,452.3 5,060.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,325.5 5,102.0 223.5 4.2% 137.6 2.6% 76% False False 132,979
10 5,325.5 4,903.5 422.0 8.0% 113.2 2.1% 87% False False 130,279
20 5,325.5 4,521.0 804.5 15.3% 117.9 2.2% 93% False False 137,469
40 5,325.5 4,521.0 804.5 15.3% 115.2 2.2% 93% False False 101,298
60 5,325.5 4,521.0 804.5 15.3% 117.7 2.2% 93% False False 67,809
80 5,325.5 4,248.5 1,077.0 20.4% 117.9 2.2% 95% False False 50,955
100 5,325.5 3,613.5 1,712.0 32.5% 121.0 2.3% 97% False False 41,220
120 5,325.5 3,613.5 1,712.0 32.5% 122.4 2.3% 97% False False 34,414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,016.4
2.618 5,746.3
1.618 5,580.8
1.000 5,478.5
0.618 5,415.3
HIGH 5,313.0
0.618 5,249.8
0.500 5,230.3
0.382 5,210.7
LOW 5,147.5
0.618 5,045.2
1.000 4,982.0
1.618 4,879.7
2.618 4,714.2
4.250 4,444.1
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 5,257.4 5,259.5
PP 5,243.8 5,248.0
S1 5,230.3 5,236.5

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

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