DAX Index Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 4,598.5 4,554.5 -44.0 -1.0% 4,658.0
High 4,644.5 4,754.0 109.5 2.4% 4,706.0
Low 4,573.5 4,540.0 -33.5 -0.7% 4,558.5
Close 4,578.0 4,709.5 131.5 2.9% 4,578.0
Range 71.0 214.0 143.0 201.4% 147.5
ATR 109.8 117.3 7.4 6.8% 0.0
Volume 701 244 -457 -65.2% 3,412
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,309.8 5,223.7 4,827.2
R3 5,095.8 5,009.7 4,768.4
R2 4,881.8 4,881.8 4,748.7
R1 4,795.7 4,795.7 4,729.1 4,838.8
PP 4,667.8 4,667.8 4,667.8 4,689.4
S1 4,581.7 4,581.7 4,689.9 4,624.8
S2 4,453.8 4,453.8 4,670.3
S3 4,239.8 4,367.7 4,650.7
S4 4,025.8 4,153.7 4,591.8
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,056.7 4,964.8 4,659.1
R3 4,909.2 4,817.3 4,618.6
R2 4,761.7 4,761.7 4,605.0
R1 4,669.8 4,669.8 4,591.5 4,642.0
PP 4,614.2 4,614.2 4,614.2 4,600.3
S1 4,522.3 4,522.3 4,564.5 4,494.5
S2 4,466.7 4,466.7 4,551.0
S3 4,319.2 4,374.8 4,537.4
S4 4,171.7 4,227.3 4,496.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,754.0 4,540.0 214.0 4.5% 109.6 2.3% 79% True True 663
10 4,933.5 4,540.0 393.5 8.4% 109.7 2.3% 43% False True 573
20 4,945.5 4,540.0 405.5 8.6% 112.0 2.4% 42% False True 1,364
40 5,185.0 4,540.0 645.0 13.7% 107.1 2.3% 26% False True 1,109
60 5,185.0 4,425.0 760.0 16.1% 108.4 2.3% 37% False False 779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.4
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 5,663.5
2.618 5,314.3
1.618 5,100.3
1.000 4,968.0
0.618 4,886.3
HIGH 4,754.0
0.618 4,672.3
0.500 4,647.0
0.382 4,621.7
LOW 4,540.0
0.618 4,407.7
1.000 4,326.0
1.618 4,193.7
2.618 3,979.7
4.250 3,630.5
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 4,688.7 4,688.7
PP 4,667.8 4,667.8
S1 4,647.0 4,647.0

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

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