DAX Index Future September 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 5,650.0 5,735.0 85.0 1.5% 5,473.0
High 5,729.0 5,749.0 20.0 0.3% 5,653.5
Low 5,641.5 5,696.0 54.5 1.0% 5,449.5
Close 5,694.0 5,737.5 43.5 0.8% 5,624.0
Range 87.5 53.0 -34.5 -39.4% 204.0
ATR 109.8 105.9 -3.9 -3.6% 0.0
Volume 183,270 174,565 -8,705 -4.7% 560,226
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,886.5 5,865.0 5,766.7
R3 5,833.5 5,812.0 5,752.1
R2 5,780.5 5,780.5 5,747.2
R1 5,759.0 5,759.0 5,742.4 5,769.8
PP 5,727.5 5,727.5 5,727.5 5,732.9
S1 5,706.0 5,706.0 5,732.6 5,716.8
S2 5,674.5 5,674.5 5,727.8
S3 5,621.5 5,653.0 5,722.9
S4 5,568.5 5,600.0 5,708.4
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 5,749.0 5,532.0 217.0 3.8% 74.8 1.3% 95% True False 161,529
10 5,749.0 5,277.0 472.0 8.2% 84.4 1.5% 98% True False 150,670
20 5,749.0 5,263.5 485.5 8.5% 95.6 1.7% 98% True False 143,131
40 5,749.0 5,102.0 647.0 11.3% 109.8 1.9% 98% True False 135,518
60 5,749.0 4,521.0 1,228.0 21.4% 112.1 2.0% 99% True False 136,254
80 5,749.0 4,521.0 1,228.0 21.4% 110.0 1.9% 99% True False 110,137
100 5,749.0 4,521.0 1,228.0 21.4% 112.7 2.0% 99% True False 88,258
120 5,749.0 3,984.5 1,764.5 30.8% 115.7 2.0% 99% True False 73,618
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 19.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,974.3
2.618 5,887.8
1.618 5,834.8
1.000 5,802.0
0.618 5,781.8
HIGH 5,749.0
0.618 5,728.8
0.500 5,722.5
0.382 5,716.2
LOW 5,696.0
0.618 5,663.2
1.000 5,643.0
1.618 5,610.2
2.618 5,557.2
4.250 5,470.8
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 5,732.5 5,713.7
PP 5,727.5 5,689.8
S1 5,722.5 5,666.0

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

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