DAX Index Future September 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 5,329.0 5,309.0 -20.0 -0.4% 5,493.0
High 5,340.5 5,367.0 26.5 0.5% 5,578.5
Low 5,263.5 5,277.0 13.5 0.3% 5,432.0
Close 5,320.0 5,300.5 -19.5 -0.4% 5,516.0
Range 77.0 90.0 13.0 16.9% 146.5
ATR 118.4 116.4 -2.0 -1.7% 0.0
Volume 162,795 121,807 -40,988 -25.2% 618,616
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,584.8 5,532.7 5,350.0
R3 5,494.8 5,442.7 5,325.3
R2 5,404.8 5,404.8 5,317.0
R1 5,352.7 5,352.7 5,308.8 5,333.8
PP 5,314.8 5,314.8 5,314.8 5,305.4
S1 5,262.7 5,262.7 5,292.3 5,243.8
S2 5,224.8 5,224.8 5,284.0
S3 5,134.8 5,172.7 5,275.8
S4 5,044.8 5,082.7 5,251.0
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,948.3 5,878.7 5,596.6
R3 5,801.8 5,732.2 5,556.3
R2 5,655.3 5,655.3 5,542.9
R1 5,585.7 5,585.7 5,529.4 5,620.5
PP 5,508.8 5,508.8 5,508.8 5,526.3
S1 5,439.2 5,439.2 5,502.6 5,474.0
S2 5,362.3 5,362.3 5,489.1
S3 5,215.8 5,292.7 5,475.7
S4 5,069.3 5,146.2 5,435.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,576.0 5,263.5 312.5 5.9% 104.1 2.0% 12% False False 140,493
10 5,578.5 5,263.5 315.0 5.9% 108.9 2.1% 12% False False 135,641
20 5,578.5 5,160.0 418.5 7.9% 113.7 2.1% 34% False False 131,281
40 5,578.5 4,521.0 1,057.5 20.0% 115.7 2.2% 74% False False 131,528
60 5,578.5 4,521.0 1,057.5 20.0% 115.6 2.2% 74% False False 123,433
80 5,578.5 4,521.0 1,057.5 20.0% 115.2 2.2% 74% False False 92,944
100 5,578.5 4,413.0 1,165.5 22.0% 116.2 2.2% 76% False False 74,440
120 5,578.5 3,965.0 1,613.5 30.4% 117.6 2.2% 83% False False 62,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,749.5
2.618 5,602.6
1.618 5,512.6
1.000 5,457.0
0.618 5,422.6
HIGH 5,367.0
0.618 5,332.6
0.500 5,322.0
0.382 5,311.4
LOW 5,277.0
0.618 5,221.4
1.000 5,187.0
1.618 5,131.4
2.618 5,041.4
4.250 4,894.5
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 5,322.0 5,388.8
PP 5,314.8 5,359.3
S1 5,307.7 5,329.9

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

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