DAX Index Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 5,439.5 5,431.0 -8.5 -0.2% 5,337.5
High 5,448.5 5,454.5 6.0 0.1% 5,480.5
Low 5,400.0 5,278.0 -122.0 -2.3% 5,320.0
Close 5,425.0 5,293.5 -131.5 -2.4% 5,466.0
Range 48.5 176.5 128.0 263.9% 160.5
ATR 110.5 115.2 4.7 4.3% 0.0
Volume 150 293 143 95.3% 4,330
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,871.5 5,759.0 5,390.6
R3 5,695.0 5,582.5 5,342.0
R2 5,518.5 5,518.5 5,325.9
R1 5,406.0 5,406.0 5,309.7 5,374.0
PP 5,342.0 5,342.0 5,342.0 5,326.0
S1 5,229.5 5,229.5 5,277.3 5,197.5
S2 5,165.5 5,165.5 5,261.1
S3 4,989.0 5,053.0 5,245.0
S4 4,812.5 4,876.5 5,196.4
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,903.7 5,845.3 5,554.3
R3 5,743.2 5,684.8 5,510.1
R2 5,582.7 5,582.7 5,495.4
R1 5,524.3 5,524.3 5,480.7 5,553.5
PP 5,422.2 5,422.2 5,422.2 5,436.8
S1 5,363.8 5,363.8 5,451.3 5,393.0
S2 5,261.7 5,261.7 5,436.6
S3 5,101.2 5,203.3 5,421.9
S4 4,940.7 5,042.8 5,377.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,480.5 5,278.0 202.5 3.8% 116.7 2.2% 8% False True 392
10 5,480.5 5,152.5 328.0 6.2% 116.2 2.2% 43% False False 948
20 5,480.5 4,821.0 659.5 12.5% 109.2 2.1% 72% False False 762
40 5,480.5 4,540.0 940.5 17.8% 110.6 2.1% 80% False False 985
60 5,480.5 4,540.0 940.5 17.8% 107.2 2.0% 80% False False 993
80 5,480.5 4,425.0 1,055.5 19.9% 107.4 2.0% 82% False False 782
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 True
Bear Hook False
Bull Hook False
Stretch 30.8
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,204.6
2.618 5,916.6
1.618 5,740.1
1.000 5,631.0
0.618 5,563.6
HIGH 5,454.5
0.618 5,387.1
0.500 5,366.3
0.382 5,345.4
LOW 5,278.0
0.618 5,168.9
1.000 5,101.5
1.618 4,992.4
2.618 4,815.9
4.250 4,527.9
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 5,366.3 5,379.3
PP 5,342.0 5,350.7
S1 5,317.8 5,322.1

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

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