DAX Index Future September 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 5,288.0 5,289.0 1.0 0.0% 5,309.0
High 5,336.0 5,481.5 145.5 2.7% 5,481.5
Low 5,266.0 5,282.0 16.0 0.3% 5,160.0
Close 5,305.5 5,448.5 143.0 2.7% 5,448.5
Range 70.0 199.5 129.5 185.0% 321.5
ATR 120.2 125.9 5.7 4.7% 0.0
Volume 121,311 147,279 25,968 21.4% 660,599
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6,002.5 5,925.0 5,558.2
R3 5,803.0 5,725.5 5,503.4
R2 5,603.5 5,603.5 5,485.1
R1 5,526.0 5,526.0 5,466.8 5,564.8
PP 5,404.0 5,404.0 5,404.0 5,423.4
S1 5,326.5 5,326.5 5,430.2 5,365.3
S2 5,204.5 5,204.5 5,411.9
S3 5,005.0 5,127.0 5,393.6
S4 4,805.5 4,927.5 5,338.8
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6,327.8 6,209.7 5,625.3
R3 6,006.3 5,888.2 5,536.9
R2 5,684.8 5,684.8 5,507.4
R1 5,566.7 5,566.7 5,478.0 5,625.8
PP 5,363.3 5,363.3 5,363.3 5,392.9
S1 5,245.2 5,245.2 5,419.0 5,304.3
S2 5,041.8 5,041.8 5,389.6
S3 4,720.3 4,923.7 5,360.1
S4 4,398.8 4,602.2 5,271.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,481.5 5,160.0 321.5 5.9% 117.2 2.2% 90% True False 132,119
10 5,481.5 5,160.0 321.5 5.9% 121.7 2.2% 90% True False 127,128
20 5,483.5 5,147.5 336.0 6.2% 123.7 2.3% 90% False False 127,483
40 5,483.5 4,521.0 962.5 17.7% 120.4 2.2% 96% False False 132,125
60 5,483.5 4,521.0 962.5 17.7% 116.0 2.1% 96% False False 103,595
80 5,483.5 4,521.0 962.5 17.7% 117.8 2.2% 96% False False 77,892
100 5,483.5 4,017.5 1,466.0 26.9% 119.7 2.2% 98% False False 62,394
120 5,483.5 3,613.5 1,870.0 34.3% 121.9 2.2% 98% False False 52,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.1
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 6,329.4
2.618 6,003.8
1.618 5,804.3
1.000 5,681.0
0.618 5,604.8
HIGH 5,481.5
0.618 5,405.3
0.500 5,381.8
0.382 5,358.2
LOW 5,282.0
0.618 5,158.7
1.000 5,082.5
1.618 4,959.2
2.618 4,759.7
4.250 4,434.1
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 5,426.3 5,405.9
PP 5,404.0 5,363.3
S1 5,381.8 5,320.8

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

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