DAX Index Future December 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 4,846.5 4,866.5 20.0 0.4% 5,070.0
High 4,885.0 4,868.0 -17.0 -0.3% 5,070.0
Low 4,830.0 4,671.0 -159.0 -3.3% 4,771.5
Close 4,866.5 4,717.0 -149.5 -3.1% 4,866.5
Range 55.0 197.0 142.0 258.2% 298.5
ATR 109.3 115.6 6.3 5.7% 0.0
Volume 3,250 530 -2,720 -83.7% 22,808
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,343.0 5,227.0 4,825.4
R3 5,146.0 5,030.0 4,771.2
R2 4,949.0 4,949.0 4,753.1
R1 4,833.0 4,833.0 4,735.1 4,792.5
PP 4,752.0 4,752.0 4,752.0 4,731.8
S1 4,636.0 4,636.0 4,698.9 4,595.5
S2 4,555.0 4,555.0 4,680.9
S3 4,358.0 4,439.0 4,662.8
S4 4,161.0 4,242.0 4,608.7
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,798.2 5,630.8 5,030.7
R3 5,499.7 5,332.3 4,948.6
R2 5,201.2 5,201.2 4,921.2
R1 5,033.8 5,033.8 4,893.9 4,968.3
PP 4,902.7 4,902.7 4,902.7 4,869.9
S1 4,735.3 4,735.3 4,839.1 4,669.8
S2 4,604.2 4,604.2 4,811.8
S3 4,305.7 4,436.8 4,784.4
S4 4,007.2 4,138.3 4,702.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,945.5 4,671.0 274.5 5.8% 111.1 2.4% 17% False True 3,876
10 5,148.0 4,671.0 477.0 10.1% 107.3 2.3% 10% False True 3,032
20 5,185.0 4,671.0 514.0 10.9% 104.0 2.2% 9% False True 1,741
40 5,185.0 4,587.5 597.5 12.7% 106.5 2.3% 22% False False 965
60 5,185.0 3,993.0 1,192.0 25.3% 108.2 2.3% 61% False False 689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.2
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5,705.3
2.618 5,383.7
1.618 5,186.7
1.000 5,065.0
0.618 4,989.7
HIGH 4,868.0
0.618 4,792.7
0.500 4,769.5
0.382 4,746.3
LOW 4,671.0
0.618 4,549.3
1.000 4,474.0
1.618 4,352.3
2.618 4,155.3
4.250 3,833.8
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 4,769.5 4,778.0
PP 4,752.0 4,757.7
S1 4,734.5 4,737.3

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

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