DAX Index Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 5,742.0 5,718.5 -23.5 -0.4% 5,569.0
High 5,750.0 5,764.0 14.0 0.2% 5,764.0
Low 5,697.5 5,703.0 5.5 0.1% 5,535.0
Close 5,739.0 5,718.0 -21.0 -0.4% 5,718.0
Range 52.5 61.0 8.5 16.2% 229.0
ATR 101.0 98.1 -2.9 -2.8% 0.0
Volume 87,256 159,545 72,289 82.8% 375,678
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,911.3 5,875.7 5,751.6
R3 5,850.3 5,814.7 5,734.8
R2 5,789.3 5,789.3 5,729.2
R1 5,753.7 5,753.7 5,723.6 5,741.0
PP 5,728.3 5,728.3 5,728.3 5,722.0
S1 5,692.7 5,692.7 5,712.4 5,680.0
S2 5,667.3 5,667.3 5,706.8
S3 5,606.3 5,631.7 5,701.2
S4 5,545.3 5,570.7 5,684.5
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,359.3 6,267.7 5,844.0
R3 6,130.3 6,038.7 5,781.0
R2 5,901.3 5,901.3 5,760.0
R1 5,809.7 5,809.7 5,739.0 5,855.5
PP 5,672.3 5,672.3 5,672.3 5,695.3
S1 5,580.7 5,580.7 5,697.0 5,626.5
S2 5,443.3 5,443.3 5,676.0
S3 5,214.3 5,351.7 5,655.0
S4 4,985.3 5,122.7 5,592.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,764.0 5,535.0 229.0 4.0% 74.6 1.3% 80% True False 75,135
10 5,764.0 5,325.0 439.0 7.7% 78.8 1.4% 90% True False 43,672
20 5,764.0 5,268.5 495.5 8.7% 90.3 1.6% 91% True False 22,601
40 5,764.0 5,152.5 611.5 10.7% 99.1 1.7% 92% True False 11,794
60 5,764.0 4,540.0 1,224.0 21.4% 102.0 1.8% 96% True False 8,059
80 5,764.0 4,540.0 1,224.0 21.4% 102.3 1.8% 96% True False 6,487
100 5,764.0 4,540.0 1,224.0 21.4% 104.2 1.8% 96% True False 5,231
120 5,764.0 4,025.5 1,738.5 30.4% 105.4 1.8% 97% True False 4,375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,023.3
2.618 5,923.7
1.618 5,862.7
1.000 5,825.0
0.618 5,801.7
HIGH 5,764.0
0.618 5,740.7
0.500 5,733.5
0.382 5,726.3
LOW 5,703.0
0.618 5,665.3
1.000 5,642.0
1.618 5,604.3
2.618 5,543.3
4.250 5,443.8
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 5,733.5 5,713.3
PP 5,728.3 5,708.5
S1 5,723.2 5,703.8

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

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