DAX Index Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 5,430.0 5,435.0 5.0 0.1% 5,362.0
High 5,446.0 5,457.0 11.0 0.2% 5,483.5
Low 5,391.5 5,272.5 -119.0 -2.2% 5,308.0
Close 5,422.5 5,291.0 -131.5 -2.4% 5,463.5
Range 54.5 184.5 130.0 238.5% 175.5
ATR 119.2 123.8 4.7 3.9% 0.0
Volume 83,208 128,023 44,815 53.9% 620,396
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,893.7 5,776.8 5,392.5
R3 5,709.2 5,592.3 5,341.7
R2 5,524.7 5,524.7 5,324.8
R1 5,407.8 5,407.8 5,307.9 5,374.0
PP 5,340.2 5,340.2 5,340.2 5,323.3
S1 5,223.3 5,223.3 5,274.1 5,189.5
S2 5,155.7 5,155.7 5,257.2
S3 4,971.2 5,038.8 5,240.3
S4 4,786.7 4,854.3 5,189.5
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 5,272.5 211.0 4.0% 123.8 2.3% 9% False True 117,676
10 5,483.5 5,147.5 336.0 6.4% 124.8 2.4% 43% False False 124,760
20 5,483.5 4,812.5 671.0 12.7% 117.5 2.2% 71% False False 127,576
40 5,483.5 4,521.0 962.5 18.2% 118.6 2.2% 80% False False 127,347
60 5,483.5 4,521.0 962.5 18.2% 115.5 2.2% 80% False False 86,074
80 5,483.5 4,413.0 1,070.5 20.2% 118.1 2.2% 82% False False 64,662
100 5,483.5 3,984.5 1,499.0 28.3% 119.1 2.3% 87% False False 52,034
120 5,483.5 3,613.5 1,870.0 35.3% 123.1 2.3% 90% False False 43,580
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 True
Bear Hook False
Bull Hook False
Stretch 38.3
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,241.1
2.618 5,940.0
1.618 5,755.5
1.000 5,641.5
0.618 5,571.0
HIGH 5,457.0
0.618 5,386.5
0.500 5,364.8
0.382 5,343.0
LOW 5,272.5
0.618 5,158.5
1.000 5,088.0
1.618 4,974.0
2.618 4,789.5
4.250 4,488.4
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 5,364.8 5,378.0
PP 5,340.2 5,349.0
S1 5,315.6 5,320.0

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

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