DAX Index Future September 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 5,469.0 5,550.0 81.0 1.5% 5,309.0
High 5,578.5 5,574.0 -4.5 -0.1% 5,481.5
Low 5,460.5 5,501.0 40.5 0.7% 5,160.0
Close 5,556.5 5,527.5 -29.0 -0.5% 5,448.5
Range 118.0 73.0 -45.0 -38.1% 321.5
ATR 122.6 119.1 -3.5 -2.9% 0.0
Volume 130,774 124,451 -6,323 -4.8% 660,599
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,753.2 5,713.3 5,567.7
R3 5,680.2 5,640.3 5,547.6
R2 5,607.2 5,607.2 5,540.9
R1 5,567.3 5,567.3 5,534.2 5,550.8
PP 5,534.2 5,534.2 5,534.2 5,525.9
S1 5,494.3 5,494.3 5,520.8 5,477.8
S2 5,461.2 5,461.2 5,514.1
S3 5,388.2 5,421.3 5,507.4
S4 5,315.2 5,348.3 5,487.4
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 5,266.0 312.5 5.7% 105.3 1.9% 84% False False 127,604
10 5,578.5 5,160.0 418.5 7.6% 110.4 2.0% 88% False False 130,096
20 5,578.5 5,160.0 418.5 7.6% 115.8 2.1% 88% False False 126,561
40 5,578.5 4,521.0 1,057.5 19.1% 116.9 2.1% 95% False False 132,015
60 5,578.5 4,521.0 1,057.5 19.1% 115.4 2.1% 95% False False 109,719
80 5,578.5 4,521.0 1,057.5 19.1% 117.2 2.1% 95% False False 82,497
100 5,578.5 4,248.5 1,330.0 24.1% 117.5 2.1% 96% False False 66,076
120 5,578.5 3,613.5 1,965.0 35.5% 120.1 2.2% 97% False False 55,443
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,884.3
2.618 5,765.1
1.618 5,692.1
1.000 5,647.0
0.618 5,619.1
HIGH 5,574.0
0.618 5,546.1
0.500 5,537.5
0.382 5,528.9
LOW 5,501.0
0.618 5,455.9
1.000 5,428.0
1.618 5,382.9
2.618 5,309.9
4.250 5,190.8
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 5,537.5 5,524.8
PP 5,534.2 5,522.2
S1 5,530.8 5,519.5

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

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