DAX Index Future September 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 5,428.0 5,400.0 -28.0 -0.5% 5,305.0
High 5,456.0 5,427.0 -29.0 -0.5% 5,401.0
Low 5,334.0 5,337.0 3.0 0.1% 5,147.5
Close 5,361.0 5,370.5 9.5 0.2% 5,342.0
Range 122.0 90.0 -32.0 -26.2% 253.5
ATR 121.6 119.3 -2.3 -1.9% 0.0
Volume 122,503 109,431 -13,072 -10.7% 657,986
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,648.2 5,599.3 5,420.0
R3 5,558.2 5,509.3 5,395.3
R2 5,468.2 5,468.2 5,387.0
R1 5,419.3 5,419.3 5,378.8 5,398.8
PP 5,378.2 5,378.2 5,378.2 5,367.9
S1 5,329.3 5,329.3 5,362.3 5,308.8
S2 5,288.2 5,288.2 5,354.0
S3 5,198.2 5,239.3 5,345.8
S4 5,108.2 5,149.3 5,321.0
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 5,305.5 161.0 3.0% 105.9 2.0% 40% False False 119,167
10 5,466.5 5,147.5 319.0 5.9% 119.4 2.2% 70% False False 125,605
20 5,466.5 4,521.0 945.5 17.6% 117.6 2.2% 90% False False 131,776
40 5,466.5 4,521.0 945.5 17.6% 116.5 2.2% 90% False False 119,509
60 5,466.5 4,521.0 945.5 17.6% 115.7 2.2% 90% False False 80,165
80 5,466.5 4,413.0 1,053.5 19.6% 116.8 2.2% 91% False False 60,230
100 5,466.5 3,965.0 1,501.5 28.0% 118.4 2.2% 94% False False 48,606
120 5,466.5 3,613.5 1,853.0 34.5% 121.8 2.3% 95% False False 40,616
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 36.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,809.5
2.618 5,662.6
1.618 5,572.6
1.000 5,517.0
0.618 5,482.6
HIGH 5,427.0
0.618 5,392.6
0.500 5,382.0
0.382 5,371.4
LOW 5,337.0
0.618 5,281.4
1.000 5,247.0
1.618 5,191.4
2.618 5,101.4
4.250 4,954.5
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 5,382.0 5,395.0
PP 5,378.2 5,386.8
S1 5,374.3 5,378.7

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

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