DAX Index Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 5,290.0 5,499.0 209.0 4.0% 5,289.5
High 5,482.5 5,532.0 49.5 0.9% 5,482.5
Low 5,290.0 5,475.0 185.0 3.5% 5,165.0
Close 5,451.0 5,510.0 59.0 1.1% 5,451.0
Range 192.5 57.0 -135.5 -70.4% 317.5
ATR 117.4 114.8 -2.6 -2.2% 0.0
Volume 3,457 325 -3,132 -90.6% 8,530
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,676.7 5,650.3 5,541.4
R3 5,619.7 5,593.3 5,525.7
R2 5,562.7 5,562.7 5,520.5
R1 5,536.3 5,536.3 5,515.2 5,549.5
PP 5,505.7 5,505.7 5,505.7 5,512.3
S1 5,479.3 5,479.3 5,504.8 5,492.5
S2 5,448.7 5,448.7 5,499.6
S3 5,391.7 5,422.3 5,494.3
S4 5,334.7 5,365.3 5,478.7
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6,318.7 6,202.3 5,625.6
R3 6,001.2 5,884.8 5,538.3
R2 5,683.7 5,683.7 5,509.2
R1 5,567.3 5,567.3 5,480.1 5,625.5
PP 5,366.2 5,366.2 5,366.2 5,395.3
S1 5,249.8 5,249.8 5,421.9 5,308.0
S2 5,048.7 5,048.7 5,392.8
S3 4,731.2 4,932.3 5,363.7
S4 4,413.7 4,614.8 5,276.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,532.0 5,165.0 367.0 6.7% 93.7 1.7% 94% True False 1,457
10 5,532.0 5,165.0 367.0 6.7% 110.7 2.0% 94% True False 1,309
20 5,532.0 5,152.5 379.5 6.9% 111.4 2.0% 94% True False 1,154
40 5,532.0 4,540.0 992.0 18.0% 107.5 2.0% 98% True False 860
60 5,532.0 4,540.0 992.0 18.0% 107.1 1.9% 98% True False 1,174
80 5,532.0 4,540.0 992.0 18.0% 108.5 2.0% 98% True False 935
100 5,532.0 4,243.0 1,289.0 23.4% 108.3 2.0% 98% True False 766
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 22.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,774.3
2.618 5,681.2
1.618 5,624.2
1.000 5,589.0
0.618 5,567.2
HIGH 5,532.0
0.618 5,510.2
0.500 5,503.5
0.382 5,496.8
LOW 5,475.0
0.618 5,439.8
1.000 5,418.0
1.618 5,382.8
2.618 5,325.8
4.250 5,232.8
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 5,507.8 5,474.5
PP 5,505.7 5,439.0
S1 5,503.5 5,403.5

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

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