DAX Index Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 5,470.0 5,548.5 78.5 1.4% 5,289.5
High 5,575.0 5,571.0 -4.0 -0.1% 5,482.5
Low 5,462.5 5,504.0 41.5 0.8% 5,165.0
Close 5,559.0 5,530.0 -29.0 -0.5% 5,451.0
Range 112.5 67.0 -45.5 -40.4% 317.5
ATR 114.7 111.3 -3.4 -3.0% 0.0
Volume 1,594 409 -1,185 -74.3% 8,530
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,736.0 5,700.0 5,566.9
R3 5,669.0 5,633.0 5,548.4
R2 5,602.0 5,602.0 5,542.3
R1 5,566.0 5,566.0 5,536.1 5,550.5
PP 5,535.0 5,535.0 5,535.0 5,527.3
S1 5,499.0 5,499.0 5,523.9 5,483.5
S2 5,468.0 5,468.0 5,517.7
S3 5,401.0 5,432.0 5,511.6
S4 5,334.0 5,365.0 5,493.2
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 5,575.0 5,275.0 300.0 5.4% 97.7 1.8% 85% False False 1,394
10 5,575.0 5,165.0 410.0 7.4% 99.0 1.8% 89% False False 1,378
20 5,575.0 5,165.0 410.0 7.4% 105.6 1.9% 89% False False 1,024
40 5,575.0 4,540.0 1,035.0 18.7% 105.9 1.9% 96% False False 898
60 5,575.0 4,540.0 1,035.0 18.7% 106.7 1.9% 96% False False 1,191
80 5,575.0 4,540.0 1,035.0 18.7% 108.7 2.0% 96% False False 958
100 5,575.0 4,266.5 1,308.5 23.7% 107.3 1.9% 97% False False 783
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,855.8
2.618 5,746.4
1.618 5,679.4
1.000 5,638.0
0.618 5,612.4
HIGH 5,571.0
0.618 5,545.4
0.500 5,537.5
0.382 5,529.6
LOW 5,504.0
0.618 5,462.6
1.000 5,437.0
1.618 5,395.6
2.618 5,328.6
4.250 5,219.3
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 5,537.5 5,526.3
PP 5,535.0 5,522.5
S1 5,532.5 5,518.8

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

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