DAX Index Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 5,435.0 5,314.5 -120.5 -2.2% 5,362.0
High 5,457.0 5,385.5 -71.5 -1.3% 5,483.5
Low 5,272.5 5,254.5 -18.0 -0.3% 5,308.0
Close 5,291.0 5,351.5 60.5 1.1% 5,463.5
Range 184.5 131.0 -53.5 -29.0% 175.5
ATR 123.8 124.3 0.5 0.4% 0.0
Volume 128,023 128,522 499 0.4% 620,396
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,723.5 5,668.5 5,423.6
R3 5,592.5 5,537.5 5,387.5
R2 5,461.5 5,461.5 5,375.5
R1 5,406.5 5,406.5 5,363.5 5,434.0
PP 5,330.5 5,330.5 5,330.5 5,344.3
S1 5,275.5 5,275.5 5,339.5 5,303.0
S2 5,199.5 5,199.5 5,327.5
S3 5,068.5 5,144.5 5,315.5
S4 4,937.5 5,013.5 5,279.5
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 5,254.5 229.0 4.3% 125.6 2.3% 42% False True 118,879
10 5,483.5 5,254.5 229.0 4.3% 121.3 2.3% 42% False True 123,026
20 5,483.5 4,903.5 580.0 10.8% 117.2 2.2% 77% False False 126,652
40 5,483.5 4,521.0 962.5 18.0% 119.7 2.2% 86% False False 129,438
60 5,483.5 4,521.0 962.5 18.0% 115.8 2.2% 86% False False 88,197
80 5,483.5 4,413.0 1,070.5 20.0% 117.3 2.2% 88% False False 66,265
100 5,483.5 3,984.5 1,499.0 28.0% 119.1 2.2% 91% False False 53,167
120 5,483.5 3,613.5 1,870.0 34.9% 123.4 2.3% 93% False False 44,641
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,942.3
2.618 5,728.5
1.618 5,597.5
1.000 5,516.5
0.618 5,466.5
HIGH 5,385.5
0.618 5,335.5
0.500 5,320.0
0.382 5,304.5
LOW 5,254.5
0.618 5,173.5
1.000 5,123.5
1.618 5,042.5
2.618 4,911.5
4.250 4,697.8
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 5,341.0 5,355.8
PP 5,330.5 5,354.3
S1 5,320.0 5,352.9

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

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