DAX Index Future December 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 5,473.0 5,595.5 122.5 2.2% 5,480.0
High 5,587.0 5,630.0 43.0 0.8% 5,514.5
Low 5,455.0 5,548.0 93.0 1.7% 5,268.5
Close 5,575.5 5,594.0 18.5 0.3% 5,372.0
Range 132.0 82.0 -50.0 -37.9% 246.0
ATR 113.4 111.2 -2.2 -2.0% 0.0
Volume 16,469 17,915 1,446 8.8% 14,963
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,836.7 5,797.3 5,639.1
R3 5,754.7 5,715.3 5,616.6
R2 5,672.7 5,672.7 5,609.0
R1 5,633.3 5,633.3 5,601.5 5,612.0
PP 5,590.7 5,590.7 5,590.7 5,580.0
S1 5,551.3 5,551.3 5,586.5 5,530.0
S2 5,508.7 5,508.7 5,579.0
S3 5,426.7 5,469.3 5,571.5
S4 5,344.7 5,387.3 5,548.9
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,123.0 5,993.5 5,507.3
R3 5,877.0 5,747.5 5,439.7
R2 5,631.0 5,631.0 5,417.1
R1 5,501.5 5,501.5 5,394.6 5,443.3
PP 5,385.0 5,385.0 5,385.0 5,355.9
S1 5,255.5 5,255.5 5,349.5 5,197.3
S2 5,139.0 5,139.0 5,326.9
S3 4,893.0 5,009.5 5,304.4
S4 4,647.0 4,763.5 5,236.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,630.0 5,283.0 347.0 6.2% 89.2 1.6% 90% True False 11,223
10 5,630.0 5,268.5 361.5 6.5% 95.6 1.7% 90% True False 5,934
20 5,630.0 5,165.0 465.0 8.3% 97.3 1.7% 92% True False 3,656
40 5,630.0 4,910.0 720.0 12.9% 103.0 1.8% 95% True False 2,220
60 5,630.0 4,540.0 1,090.0 19.5% 106.0 1.9% 97% True False 1,818
80 5,630.0 4,540.0 1,090.0 19.5% 104.8 1.9% 97% True False 1,666
100 5,630.0 4,540.0 1,090.0 19.5% 105.1 1.9% 97% True False 1,366
Crabel Price Patterns
NR True
NR4 False
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 16.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,978.5
2.618 5,844.7
1.618 5,762.7
1.000 5,712.0
0.618 5,680.7
HIGH 5,630.0
0.618 5,598.7
0.500 5,589.0
0.382 5,579.3
LOW 5,548.0
0.618 5,497.3
1.000 5,466.0
1.618 5,415.3
2.618 5,333.3
4.250 5,199.5
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 5,592.3 5,576.8
PP 5,590.7 5,559.7
S1 5,589.0 5,542.5

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

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