DAX Index Future September 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 5,235.0 5,220.0 -15.0 -0.3% 5,430.0
High 5,262.0 5,280.5 18.5 0.4% 5,457.0
Low 5,198.0 5,160.0 -38.0 -0.7% 5,254.5
Close 5,233.0 5,232.0 -1.0 0.0% 5,311.0
Range 64.0 120.5 56.5 88.3% 202.5
ATR 121.5 121.4 -0.1 -0.1% 0.0
Volume 99,918 136,127 36,209 36.2% 610,683
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,585.7 5,529.3 5,298.3
R3 5,465.2 5,408.8 5,265.1
R2 5,344.7 5,344.7 5,254.1
R1 5,288.3 5,288.3 5,243.0 5,316.5
PP 5,224.2 5,224.2 5,224.2 5,238.3
S1 5,167.8 5,167.8 5,221.0 5,196.0
S2 5,103.7 5,103.7 5,209.9
S3 4,983.2 5,047.3 5,198.9
S4 4,862.7 4,926.8 5,165.7
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 5,160.0 297.0 5.7% 115.4 2.2% 24% False True 132,587
10 5,483.5 5,160.0 323.5 6.2% 120.5 2.3% 22% False True 125,733
20 5,483.5 5,102.0 381.5 7.3% 123.9 2.4% 34% False False 127,905
40 5,483.5 4,521.0 962.5 18.4% 120.4 2.3% 74% False False 132,816
60 5,483.5 4,521.0 962.5 18.4% 114.8 2.2% 74% False False 99,139
80 5,483.5 4,521.0 962.5 18.4% 116.9 2.2% 74% False False 74,540
100 5,483.5 3,984.5 1,499.0 28.7% 119.7 2.3% 83% False False 59,716
120 5,483.5 3,613.5 1,870.0 35.7% 121.4 2.3% 87% False False 50,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,792.6
2.618 5,596.0
1.618 5,475.5
1.000 5,401.0
0.618 5,355.0
HIGH 5,280.5
0.618 5,234.5
0.500 5,220.3
0.382 5,206.0
LOW 5,160.0
0.618 5,085.5
1.000 5,039.5
1.618 4,965.0
2.618 4,844.5
4.250 4,647.9
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 5,228.1 5,234.5
PP 5,224.2 5,233.7
S1 5,220.3 5,232.8

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

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