DAX Index Future September 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 5,735.0 5,720.0 -15.0 -0.3% 5,570.0
High 5,749.0 5,744.5 -4.5 -0.1% 5,749.0
Low 5,696.0 5,702.5 6.5 0.1% 5,532.0
Close 5,737.5 5,736.9 -0.6 0.0% 5,736.9
Range 53.0 42.0 -11.0 -20.8% 217.0
ATR 105.9 101.3 -4.6 -4.3% 0.0
Volume 174,565 35,692 -138,873 -79.6% 715,525
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,854.0 5,837.4 5,760.0
R3 5,812.0 5,795.4 5,748.5
R2 5,770.0 5,770.0 5,744.6
R1 5,753.4 5,753.4 5,740.8 5,761.7
PP 5,728.0 5,728.0 5,728.0 5,732.1
S1 5,711.4 5,711.4 5,733.1 5,719.7
S2 5,686.0 5,686.0 5,729.2
S3 5,644.0 5,669.4 5,725.4
S4 5,602.0 5,627.4 5,713.8
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,323.6 6,247.3 5,856.3
R3 6,106.6 6,030.3 5,796.6
R2 5,889.6 5,889.6 5,776.7
R1 5,813.3 5,813.3 5,756.8 5,851.5
PP 5,672.6 5,672.6 5,672.6 5,691.7
S1 5,596.3 5,596.3 5,717.0 5,634.5
S2 5,455.6 5,455.6 5,697.1
S3 5,238.6 5,379.3 5,677.2
S4 5,021.6 5,162.3 5,617.6
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% 72.2 1.3% 94% False False 143,105
10 5,749.0 5,321.0 428.0 7.5% 79.6 1.4% 97% False False 142,059
20 5,749.0 5,263.5 485.5 8.5% 94.2 1.6% 98% False False 138,850
40 5,749.0 5,147.5 601.5 10.5% 106.6 1.9% 98% False False 132,557
60 5,749.0 4,521.0 1,228.0 21.4% 110.4 1.9% 99% False False 134,457
80 5,749.0 4,521.0 1,228.0 21.4% 109.3 1.9% 99% False False 110,574
100 5,749.0 4,521.0 1,228.0 21.4% 112.2 2.0% 99% False False 88,613
120 5,749.0 3,984.5 1,764.5 30.8% 115.1 2.0% 99% False False 73,913
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.4
Narrowest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 5,923.0
2.618 5,854.5
1.618 5,812.5
1.000 5,786.5
0.618 5,770.5
HIGH 5,744.5
0.618 5,728.5
0.500 5,723.5
0.382 5,718.5
LOW 5,702.5
0.618 5,676.5
1.000 5,660.5
1.618 5,634.5
2.618 5,592.5
4.250 5,524.0
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 5,732.4 5,723.0
PP 5,728.0 5,709.1
S1 5,723.5 5,695.3

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

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