DAX Index Future December 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 5,425.5 5,395.0 -30.5 -0.6% 5,293.5
High 5,453.0 5,426.0 -27.0 -0.5% 5,400.0
Low 5,339.0 5,342.0 3.0 0.1% 5,152.5
Close 5,363.0 5,373.5 10.5 0.2% 5,344.5
Range 114.0 84.0 -30.0 -26.3% 247.5
ATR 112.4 110.3 -2.0 -1.8% 0.0
Volume 352 824 472 134.1% 5,789
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,632.5 5,587.0 5,419.7
R3 5,548.5 5,503.0 5,396.6
R2 5,464.5 5,464.5 5,388.9
R1 5,419.0 5,419.0 5,381.2 5,399.8
PP 5,380.5 5,380.5 5,380.5 5,370.9
S1 5,335.0 5,335.0 5,365.8 5,315.8
S2 5,296.5 5,296.5 5,358.1
S3 5,212.5 5,251.0 5,350.4
S4 5,128.5 5,167.0 5,327.3
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 5,467.0 5,309.0 158.0 2.9% 96.1 1.8% 41% False False 899
10 5,467.0 5,152.5 314.5 5.9% 109.3 2.0% 70% False False 994
20 5,467.0 4,540.0 927.0 17.3% 108.7 2.0% 90% False False 801
40 5,467.0 4,540.0 927.0 17.3% 109.0 2.0% 90% False False 1,222
60 5,467.0 4,540.0 927.0 17.3% 107.7 2.0% 90% False False 996
80 5,467.0 4,425.0 1,042.0 19.4% 107.3 2.0% 91% False False 776
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,783.0
2.618 5,645.9
1.618 5,561.9
1.000 5,510.0
0.618 5,477.9
HIGH 5,426.0
0.618 5,393.9
0.500 5,384.0
0.382 5,374.1
LOW 5,342.0
0.618 5,290.1
1.000 5,258.0
1.618 5,206.1
2.618 5,122.1
4.250 4,985.0
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 5,384.0 5,396.0
PP 5,380.5 5,388.5
S1 5,377.0 5,381.0

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

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