DAX Index Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 5,400.0 5,364.0 -36.0 -0.7% 5,362.0
High 5,427.0 5,483.5 56.5 1.0% 5,483.5
Low 5,337.0 5,315.5 -21.5 -0.4% 5,308.0
Close 5,370.5 5,463.5 93.0 1.7% 5,463.5
Range 90.0 168.0 78.0 86.7% 175.5
ATR 119.3 122.8 3.5 2.9% 0.0
Volume 109,431 145,215 35,784 32.7% 620,396
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,924.8 5,862.2 5,555.9
R3 5,756.8 5,694.2 5,509.7
R2 5,588.8 5,588.8 5,494.3
R1 5,526.2 5,526.2 5,478.9 5,557.5
PP 5,420.8 5,420.8 5,420.8 5,436.5
S1 5,358.2 5,358.2 5,448.1 5,389.5
S2 5,252.8 5,252.8 5,432.7
S3 5,084.8 5,190.2 5,417.3
S4 4,916.8 5,022.2 5,371.1
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,944.8 5,879.7 5,560.0
R3 5,769.3 5,704.2 5,511.8
R2 5,593.8 5,593.8 5,495.7
R1 5,528.7 5,528.7 5,479.6 5,561.3
PP 5,418.3 5,418.3 5,418.3 5,434.6
S1 5,353.2 5,353.2 5,447.4 5,385.8
S2 5,242.8 5,242.8 5,431.3
S3 5,067.3 5,177.7 5,415.2
S4 4,891.8 5,002.2 5,367.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,483.5 5,308.0 175.5 3.2% 122.7 2.2% 89% True False 124,079
10 5,483.5 5,147.5 336.0 6.1% 125.7 2.3% 94% True False 127,838
20 5,483.5 4,521.0 962.5 17.6% 122.1 2.2% 98% True False 133,113
40 5,483.5 4,521.0 962.5 17.6% 118.6 2.2% 98% True False 123,035
60 5,483.5 4,521.0 962.5 17.6% 116.6 2.1% 98% True False 82,574
80 5,483.5 4,413.0 1,070.5 19.6% 117.8 2.2% 98% True False 62,033
100 5,483.5 3,965.0 1,518.5 27.8% 119.2 2.2% 99% True False 50,028
120 5,483.5 3,613.5 1,870.0 34.2% 122.9 2.2% 99% True False 41,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38.6
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,197.5
2.618 5,923.3
1.618 5,755.3
1.000 5,651.5
0.618 5,587.3
HIGH 5,483.5
0.618 5,419.3
0.500 5,399.5
0.382 5,379.7
LOW 5,315.5
0.618 5,211.7
1.000 5,147.5
1.618 5,043.7
2.618 4,875.7
4.250 4,601.5
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 5,442.2 5,442.2
PP 5,420.8 5,420.8
S1 5,399.5 5,399.5

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

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