DAX Index Future September 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 5,413.0 5,428.0 15.0 0.3% 5,305.0
High 5,436.5 5,456.0 19.5 0.4% 5,401.0
Low 5,361.5 5,334.0 -27.5 -0.5% 5,147.5
Close 5,418.5 5,361.0 -57.5 -1.1% 5,342.0
Range 75.0 122.0 47.0 62.7% 253.5
ATR 121.5 121.6 0.0 0.0% 0.0
Volume 109,593 122,503 12,910 11.8% 657,986
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,749.7 5,677.3 5,428.1
R3 5,627.7 5,555.3 5,394.6
R2 5,505.7 5,505.7 5,383.4
R1 5,433.3 5,433.3 5,372.2 5,408.5
PP 5,383.7 5,383.7 5,383.7 5,371.3
S1 5,311.3 5,311.3 5,349.8 5,286.5
S2 5,261.7 5,261.7 5,338.6
S3 5,139.7 5,189.3 5,327.5
S4 5,017.7 5,067.3 5,293.9
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 5,466.5 5,255.5 211.0 3.9% 117.0 2.2% 50% False False 127,173
10 5,466.5 5,102.0 364.5 6.8% 127.3 2.4% 71% False False 130,076
20 5,466.5 4,521.0 945.5 17.6% 117.3 2.2% 89% False False 132,864
40 5,466.5 4,521.0 945.5 17.6% 117.3 2.2% 89% False False 116,884
60 5,466.5 4,521.0 945.5 17.6% 117.5 2.2% 89% False False 78,358
80 5,466.5 4,413.0 1,053.5 19.7% 117.2 2.2% 90% False False 58,872
100 5,466.5 3,958.5 1,508.0 28.1% 118.6 2.2% 93% False False 47,527
120 5,466.5 3,613.5 1,853.0 34.6% 122.0 2.3% 94% False False 39,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 37.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,974.5
2.618 5,775.4
1.618 5,653.4
1.000 5,578.0
0.618 5,531.4
HIGH 5,456.0
0.618 5,409.4
0.500 5,395.0
0.382 5,380.6
LOW 5,334.0
0.618 5,258.6
1.000 5,212.0
1.618 5,136.6
2.618 5,014.6
4.250 4,815.5
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 5,395.0 5,387.3
PP 5,383.7 5,378.5
S1 5,372.3 5,369.8

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

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