DAX Index Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 5,323.0 5,473.0 150.0 2.8% 5,480.0
High 5,431.5 5,504.0 72.5 1.3% 5,514.0
Low 5,321.0 5,454.5 133.5 2.5% 5,263.5
Close 5,368.5 5,481.5 113.0 2.1% 5,368.5
Range 110.5 49.5 -61.0 -55.2% 250.5
ATR 117.4 118.7 1.3 1.1% 0.0
Volume 144,842 109,816 -35,026 -24.2% 735,361
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,628.5 5,604.5 5,508.7
R3 5,579.0 5,555.0 5,495.1
R2 5,529.5 5,529.5 5,490.6
R1 5,505.5 5,505.5 5,486.0 5,517.5
PP 5,480.0 5,480.0 5,480.0 5,486.0
S1 5,456.0 5,456.0 5,477.0 5,468.0
S2 5,430.5 5,430.5 5,472.4
S3 5,381.0 5,406.5 5,467.9
S4 5,331.5 5,357.0 5,454.3
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,133.5 6,001.5 5,506.3
R3 5,883.0 5,751.0 5,437.4
R2 5,632.5 5,632.5 5,414.4
R1 5,500.5 5,500.5 5,391.5 5,441.3
PP 5,382.0 5,382.0 5,382.0 5,352.4
S1 5,250.0 5,250.0 5,345.5 5,190.8
S2 5,131.5 5,131.5 5,322.6
S3 4,881.0 4,999.5 5,299.6
S4 4,630.5 4,749.0 5,230.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,514.0 5,263.5 250.5 4.6% 107.6 2.0% 87% False False 149,436
10 5,578.5 5,263.5 315.0 5.7% 98.3 1.8% 69% False False 134,958
20 5,578.5 5,160.0 418.5 7.6% 110.6 2.0% 77% False False 132,593
40 5,578.5 4,704.5 874.0 15.9% 111.9 2.0% 89% False False 130,677
60 5,578.5 4,521.0 1,057.5 19.3% 115.8 2.1% 91% False False 127,467
80 5,578.5 4,521.0 1,057.5 19.3% 114.7 2.1% 91% False False 96,111
100 5,578.5 4,413.0 1,165.5 21.3% 115.6 2.1% 92% False False 76,971
120 5,578.5 3,965.0 1,613.5 29.4% 117.3 2.1% 94% False False 64,450
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16.7
Narrowest range in 141 trading days
Fibonacci Retracements and Extensions
4.250 5,714.4
2.618 5,633.6
1.618 5,584.1
1.000 5,553.5
0.618 5,534.6
HIGH 5,504.0
0.618 5,485.1
0.500 5,479.3
0.382 5,473.4
LOW 5,454.5
0.618 5,423.9
1.000 5,405.0
1.618 5,374.4
2.618 5,324.9
4.250 5,244.1
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 5,480.8 5,451.2
PP 5,480.0 5,420.8
S1 5,479.3 5,390.5

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

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