DAX Index Future September 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 5,309.0 5,235.0 -74.0 -1.4% 5,430.0
High 5,309.0 5,262.0 -47.0 -0.9% 5,457.0
Low 5,177.0 5,198.0 21.0 0.4% 5,254.5
Close 5,211.5 5,233.0 21.5 0.4% 5,311.0
Range 132.0 64.0 -68.0 -51.5% 202.5
ATR 125.9 121.5 -4.4 -3.5% 0.0
Volume 155,964 99,918 -56,046 -35.9% 610,683
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,423.0 5,392.0 5,268.2
R3 5,359.0 5,328.0 5,250.6
R2 5,295.0 5,295.0 5,244.7
R1 5,264.0 5,264.0 5,238.9 5,247.5
PP 5,231.0 5,231.0 5,231.0 5,222.8
S1 5,200.0 5,200.0 5,227.1 5,183.5
S2 5,167.0 5,167.0 5,221.3
S3 5,103.0 5,136.0 5,215.4
S4 5,039.0 5,072.0 5,197.8
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,948.3 5,832.2 5,422.4
R3 5,745.8 5,629.7 5,366.7
R2 5,543.3 5,543.3 5,348.1
R1 5,427.2 5,427.2 5,329.6 5,384.0
PP 5,340.8 5,340.8 5,340.8 5,319.3
S1 5,224.7 5,224.7 5,292.4 5,181.5
S2 5,138.3 5,138.3 5,273.9
S3 4,935.8 5,022.2 5,255.3
S4 4,733.3 4,819.7 5,199.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,457.0 5,177.0 280.0 5.4% 117.5 2.2% 20% False False 131,066
10 5,483.5 5,177.0 306.5 5.9% 120.7 2.3% 18% False False 124,371
20 5,483.5 5,050.5 433.0 8.3% 122.5 2.3% 42% False False 127,037
40 5,483.5 4,521.0 962.5 18.4% 119.5 2.3% 74% False False 133,097
60 5,483.5 4,521.0 962.5 18.4% 116.2 2.2% 74% False False 96,926
80 5,483.5 4,521.0 962.5 18.4% 117.1 2.2% 74% False False 72,840
100 5,483.5 3,984.5 1,499.0 28.6% 119.2 2.3% 83% False False 58,364
120 5,483.5 3,613.5 1,870.0 35.7% 121.4 2.3% 87% False False 49,022
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,534.0
2.618 5,429.6
1.618 5,365.6
1.000 5,326.0
0.618 5,301.6
HIGH 5,262.0
0.618 5,237.6
0.500 5,230.0
0.382 5,222.4
LOW 5,198.0
0.618 5,158.4
1.000 5,134.0
1.618 5,094.4
2.618 5,030.4
4.250 4,926.0
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 5,232.0 5,312.3
PP 5,231.0 5,285.8
S1 5,230.0 5,259.4

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

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