DAX Index Future September 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 5,308.0 5,350.0 42.0 0.8% 5,305.0
High 5,401.0 5,389.5 -11.5 -0.2% 5,401.0
Low 5,255.5 5,305.5 50.0 1.0% 5,147.5
Close 5,374.5 5,342.0 -32.5 -0.6% 5,342.0
Range 145.5 84.0 -61.5 -42.3% 253.5
ATR 125.5 122.5 -3.0 -2.4% 0.0
Volume 149,461 120,656 -28,805 -19.3% 657,986
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,597.7 5,553.8 5,388.2
R3 5,513.7 5,469.8 5,365.1
R2 5,429.7 5,429.7 5,357.4
R1 5,385.8 5,385.8 5,349.7 5,365.8
PP 5,345.7 5,345.7 5,345.7 5,335.6
S1 5,301.8 5,301.8 5,334.3 5,281.8
S2 5,261.7 5,261.7 5,326.6
S3 5,177.7 5,217.8 5,318.9
S4 5,093.7 5,133.8 5,295.8
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6,057.3 5,953.2 5,481.4
R3 5,803.8 5,699.7 5,411.7
R2 5,550.3 5,550.3 5,388.5
R1 5,446.2 5,446.2 5,365.2 5,498.3
PP 5,296.8 5,296.8 5,296.8 5,322.9
S1 5,192.7 5,192.7 5,318.8 5,244.8
S2 5,043.3 5,043.3 5,295.5
S3 4,789.8 4,939.2 5,272.3
S4 4,536.3 4,685.7 5,202.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,401.0 5,147.5 253.5 4.7% 128.7 2.4% 77% False False 131,597
10 5,401.0 5,007.0 394.0 7.4% 117.9 2.2% 85% False False 129,375
20 5,401.0 4,521.0 880.0 16.5% 114.3 2.1% 93% False False 136,435
40 5,401.0 4,521.0 880.0 16.5% 115.6 2.2% 93% False False 107,985
60 5,401.0 4,521.0 880.0 16.5% 116.5 2.2% 93% False False 72,291
80 5,401.0 4,248.5 1,152.5 21.6% 117.3 2.2% 95% False False 54,317
100 5,401.0 3,699.0 1,702.0 31.9% 120.8 2.3% 97% False False 43,909
120 5,401.0 3,613.5 1,787.5 33.5% 122.3 2.3% 97% False False 36,662
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,746.5
2.618 5,609.4
1.618 5,525.4
1.000 5,473.5
0.618 5,441.4
HIGH 5,389.5
0.618 5,357.4
0.500 5,347.5
0.382 5,337.6
LOW 5,305.5
0.618 5,253.6
1.000 5,221.5
1.618 5,169.6
2.618 5,085.6
4.250 4,948.5
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 5,347.5 5,319.4
PP 5,345.7 5,296.8
S1 5,343.8 5,274.3

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

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