DAX Index Future December 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 5,045.0 5,055.5 10.5 0.2% 4,554.5
High 5,063.5 5,144.5 81.0 1.6% 5,023.5
Low 5,012.5 5,038.5 26.0 0.5% 4,540.0
Close 5,038.5 5,095.5 57.0 1.1% 4,991.5
Range 51.0 106.0 55.0 107.8% 483.5
ATR 111.5 111.1 -0.4 -0.4% 0.0
Volume 119 401 282 237.0% 2,188
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,410.8 5,359.2 5,153.8
R3 5,304.8 5,253.2 5,124.7
R2 5,198.8 5,198.8 5,114.9
R1 5,147.2 5,147.2 5,105.2 5,173.0
PP 5,092.8 5,092.8 5,092.8 5,105.8
S1 5,041.2 5,041.2 5,085.8 5,067.0
S2 4,986.8 4,986.8 5,076.1
S3 4,880.8 4,935.2 5,066.4
S4 4,774.8 4,829.2 5,037.2
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6,302.2 6,130.3 5,257.4
R3 5,818.7 5,646.8 5,124.5
R2 5,335.2 5,335.2 5,080.1
R1 5,163.3 5,163.3 5,035.8 5,249.3
PP 4,851.7 4,851.7 4,851.7 4,894.6
S1 4,679.8 4,679.8 4,947.2 4,765.8
S2 4,368.2 4,368.2 4,902.9
S3 3,884.7 4,196.3 4,858.5
S4 3,401.2 3,712.8 4,725.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,144.5 4,821.0 323.5 6.3% 91.0 1.8% 85% True False 369
10 5,144.5 4,540.0 604.5 11.9% 96.5 1.9% 92% True False 540
20 5,144.5 4,540.0 604.5 11.9% 107.8 2.1% 92% True False 498
40 5,185.0 4,540.0 645.0 12.7% 102.6 2.0% 86% False False 1,118
60 5,185.0 4,540.0 645.0 12.7% 106.2 2.1% 86% False False 815
80 5,185.0 3,993.0 1,192.0 23.4% 108.1 2.1% 92% False False 637
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 18.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,595.0
2.618 5,422.0
1.618 5,316.0
1.000 5,250.5
0.618 5,210.0
HIGH 5,144.5
0.618 5,104.0
0.500 5,091.5
0.382 5,079.0
LOW 5,038.5
0.618 4,973.0
1.000 4,932.5
1.618 4,867.0
2.618 4,761.0
4.250 4,588.0
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 5,094.2 5,082.0
PP 5,092.8 5,068.5
S1 5,091.5 5,055.0

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

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