DAX Index Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 5,319.5 5,359.0 39.5 0.7% 5,293.5
High 5,400.0 5,385.0 -15.0 -0.3% 5,400.0
Low 5,264.5 5,309.0 44.5 0.8% 5,152.5
Close 5,377.0 5,344.5 -32.5 -0.6% 5,344.5
Range 135.5 76.0 -59.5 -43.9% 247.5
ATR 116.8 113.9 -2.9 -2.5% 0.0
Volume 401 510 109 27.2% 5,789
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,574.2 5,535.3 5,386.3
R3 5,498.2 5,459.3 5,365.4
R2 5,422.2 5,422.2 5,358.4
R1 5,383.3 5,383.3 5,351.5 5,364.8
PP 5,346.2 5,346.2 5,346.2 5,336.9
S1 5,307.3 5,307.3 5,337.5 5,288.8
S2 5,270.2 5,270.2 5,330.6
S3 5,194.2 5,231.3 5,323.6
S4 5,118.2 5,155.3 5,302.7
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6,041.5 5,940.5 5,480.6
R3 5,794.0 5,693.0 5,412.6
R2 5,546.5 5,546.5 5,389.9
R1 5,445.5 5,445.5 5,367.2 5,496.0
PP 5,299.0 5,299.0 5,299.0 5,324.3
S1 5,198.0 5,198.0 5,321.8 5,248.5
S2 5,051.5 5,051.5 5,299.1
S3 4,804.0 4,950.5 5,276.4
S4 4,556.5 4,703.0 5,208.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,400.0 5,152.5 247.5 4.6% 118.6 2.2% 78% False False 1,157
10 5,400.0 5,012.5 387.5 7.3% 109.6 2.1% 86% False False 915
20 5,400.0 4,540.0 860.0 16.1% 105.6 2.0% 94% False False 737
40 5,400.0 4,540.0 860.0 16.1% 108.0 2.0% 94% False False 1,251
60 5,400.0 4,540.0 860.0 16.1% 108.4 2.0% 94% False False 946
80 5,400.0 4,266.5 1,133.5 21.2% 107.8 2.0% 95% False False 731
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.4
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,708.0
2.618 5,584.0
1.618 5,508.0
1.000 5,461.0
0.618 5,432.0
HIGH 5,385.0
0.618 5,356.0
0.500 5,347.0
0.382 5,338.0
LOW 5,309.0
0.618 5,262.0
1.000 5,233.0
1.618 5,186.0
2.618 5,110.0
4.250 4,986.0
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 5,347.0 5,321.8
PP 5,346.2 5,299.0
S1 5,345.3 5,276.3

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

View Archives - Comment on this page... - Back to Index of Symbols