DAX Index Future September 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 5,610.0 5,570.0 -40.0 -0.7% 5,473.0
High 5,653.5 5,643.5 -10.0 -0.2% 5,653.5
Low 5,598.5 5,532.0 -66.5 -1.2% 5,449.5
Close 5,624.0 5,618.0 -6.0 -0.1% 5,624.0
Range 55.0 111.5 56.5 102.7% 204.0
ATR 113.4 113.2 -0.1 -0.1% 0.0
Volume 127,816 154,670 26,854 21.0% 560,226
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,932.3 5,886.7 5,679.3
R3 5,820.8 5,775.2 5,648.7
R2 5,709.3 5,709.3 5,638.4
R1 5,663.7 5,663.7 5,628.2 5,686.5
PP 5,597.8 5,597.8 5,597.8 5,609.3
S1 5,552.2 5,552.2 5,607.8 5,575.0
S2 5,486.3 5,486.3 5,597.6
S3 5,374.8 5,440.7 5,587.3
S4 5,263.3 5,329.2 5,556.7
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,187.7 6,109.8 5,736.2
R3 5,983.7 5,905.8 5,680.1
R2 5,779.7 5,779.7 5,661.4
R1 5,701.8 5,701.8 5,642.7 5,740.8
PP 5,575.7 5,575.7 5,575.7 5,595.1
S1 5,497.8 5,497.8 5,605.3 5,536.8
S2 5,371.7 5,371.7 5,586.6
S3 5,167.7 5,293.8 5,567.9
S4 4,963.7 5,089.8 5,511.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,653.5 5,449.5 204.0 3.6% 87.1 1.6% 83% False False 142,979
10 5,653.5 5,263.5 390.0 6.9% 98.4 1.8% 91% False False 145,025
20 5,653.5 5,160.0 493.5 8.8% 101.1 1.8% 93% False False 136,473
40 5,653.5 5,007.0 646.5 11.5% 111.1 2.0% 95% False False 131,357
60 5,653.5 4,521.0 1,132.5 20.2% 114.2 2.0% 97% False False 134,363
80 5,653.5 4,521.0 1,132.5 20.2% 112.5 2.0% 97% False False 103,638
100 5,653.5 4,521.0 1,132.5 20.2% 113.6 2.0% 97% False False 83,010
120 5,653.5 3,984.5 1,669.0 29.7% 116.3 2.1% 98% False False 69,254
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,117.4
2.618 5,935.4
1.618 5,823.9
1.000 5,755.0
0.618 5,712.4
HIGH 5,643.5
0.618 5,600.9
0.500 5,587.8
0.382 5,574.6
LOW 5,532.0
0.618 5,463.1
1.000 5,420.5
1.618 5,351.6
2.618 5,240.1
4.250 5,058.1
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 5,607.9 5,609.6
PP 5,597.8 5,601.2
S1 5,587.8 5,592.8

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

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