DAX Index Future September 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 5,220.0 5,288.0 68.0 1.3% 5,430.0
High 5,280.5 5,336.0 55.5 1.1% 5,457.0
Low 5,160.0 5,266.0 106.0 2.1% 5,254.5
Close 5,232.0 5,305.5 73.5 1.4% 5,311.0
Range 120.5 70.0 -50.5 -41.9% 202.5
ATR 121.4 120.2 -1.2 -1.0% 0.0
Volume 136,127 121,311 -14,816 -10.9% 610,683
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,512.5 5,479.0 5,344.0
R3 5,442.5 5,409.0 5,324.8
R2 5,372.5 5,372.5 5,318.3
R1 5,339.0 5,339.0 5,311.9 5,355.8
PP 5,302.5 5,302.5 5,302.5 5,310.9
S1 5,269.0 5,269.0 5,299.1 5,285.8
S2 5,232.5 5,232.5 5,292.7
S3 5,162.5 5,199.0 5,286.3
S4 5,092.5 5,129.0 5,267.0
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 5,447.5 5,160.0 287.5 5.4% 108.4 2.0% 51% False False 128,201
10 5,483.5 5,160.0 323.5 6.1% 118.5 2.2% 45% False False 126,921
20 5,483.5 5,147.5 336.0 6.3% 119.0 2.2% 47% False False 126,263
40 5,483.5 4,521.0 962.5 18.1% 118.5 2.2% 82% False False 132,261
60 5,483.5 4,521.0 962.5 18.1% 114.4 2.2% 82% False False 101,149
80 5,483.5 4,521.0 962.5 18.1% 116.7 2.2% 82% False False 76,053
100 5,483.5 3,984.5 1,499.0 28.3% 119.2 2.2% 88% False False 60,925
120 5,483.5 3,613.5 1,870.0 35.2% 121.0 2.3% 90% False False 51,157
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 31.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,633.5
2.618 5,519.3
1.618 5,449.3
1.000 5,406.0
0.618 5,379.3
HIGH 5,336.0
0.618 5,309.3
0.500 5,301.0
0.382 5,292.7
LOW 5,266.0
0.618 5,222.7
1.000 5,196.0
1.618 5,152.7
2.618 5,082.7
4.250 4,968.5
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 5,304.0 5,286.3
PP 5,302.5 5,267.2
S1 5,301.0 5,248.0

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

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