DAX Index Future September 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 5,493.0 5,469.0 -24.0 -0.4% 5,309.0
High 5,534.0 5,578.5 44.5 0.8% 5,481.5
Low 5,468.0 5,460.5 -7.5 -0.1% 5,160.0
Close 5,507.5 5,556.5 49.0 0.9% 5,448.5
Range 66.0 118.0 52.0 78.8% 321.5
ATR 123.0 122.6 -0.4 -0.3% 0.0
Volume 114,206 130,774 16,568 14.5% 660,599
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,885.8 5,839.2 5,621.4
R3 5,767.8 5,721.2 5,589.0
R2 5,649.8 5,649.8 5,578.1
R1 5,603.2 5,603.2 5,567.3 5,626.5
PP 5,531.8 5,531.8 5,531.8 5,543.5
S1 5,485.2 5,485.2 5,545.7 5,508.5
S2 5,413.8 5,413.8 5,534.9
S3 5,295.8 5,367.2 5,524.1
S4 5,177.8 5,249.2 5,491.6
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 5,578.5 5,160.0 418.5 7.5% 114.8 2.1% 95% True False 129,939
10 5,578.5 5,160.0 418.5 7.5% 116.2 2.1% 95% True False 130,503
20 5,578.5 5,147.5 431.0 7.8% 120.5 2.2% 95% True False 127,631
40 5,578.5 4,521.0 1,057.5 19.0% 118.0 2.1% 98% True False 132,173
60 5,578.5 4,521.0 1,057.5 19.0% 115.3 2.1% 98% True False 107,657
80 5,578.5 4,521.0 1,057.5 19.0% 117.3 2.1% 98% True False 80,945
100 5,578.5 4,235.0 1,343.5 24.2% 118.5 2.1% 98% True False 64,838
120 5,578.5 3,613.5 1,965.0 35.4% 121.1 2.2% 99% True False 54,414
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 26.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,080.0
2.618 5,887.4
1.618 5,769.4
1.000 5,696.5
0.618 5,651.4
HIGH 5,578.5
0.618 5,533.4
0.500 5,519.5
0.382 5,505.6
LOW 5,460.5
0.618 5,387.6
1.000 5,342.5
1.618 5,269.6
2.618 5,151.6
4.250 4,959.0
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 5,544.2 5,514.4
PP 5,531.8 5,472.3
S1 5,519.5 5,430.3

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

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