DAX Index Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 5,718.5 5,709.5 -9.0 -0.2% 5,569.0
High 5,764.0 5,713.0 -51.0 -0.9% 5,764.0
Low 5,703.0 5,617.0 -86.0 -1.5% 5,535.0
Close 5,718.0 5,674.5 -43.5 -0.8% 5,718.0
Range 61.0 96.0 35.0 57.4% 229.0
ATR 98.1 98.3 0.2 0.2% 0.0
Volume 159,545 136,395 -23,150 -14.5% 375,678
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,956.2 5,911.3 5,727.3
R3 5,860.2 5,815.3 5,700.9
R2 5,764.2 5,764.2 5,692.1
R1 5,719.3 5,719.3 5,683.3 5,693.8
PP 5,668.2 5,668.2 5,668.2 5,655.4
S1 5,623.3 5,623.3 5,665.7 5,597.8
S2 5,572.2 5,572.2 5,656.9
S3 5,476.2 5,527.3 5,648.1
S4 5,380.2 5,431.3 5,621.7
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 5,589.0 175.0 3.1% 71.7 1.3% 49% False False 96,745
10 5,764.0 5,455.0 309.0 5.4% 77.6 1.4% 71% False False 56,625
20 5,764.0 5,268.5 495.5 8.7% 85.5 1.5% 82% False False 29,248
40 5,764.0 5,152.5 611.5 10.8% 99.2 1.7% 85% False False 15,200
60 5,764.0 4,540.0 1,224.0 21.6% 101.8 1.8% 93% False False 10,322
80 5,764.0 4,540.0 1,224.0 21.6% 102.7 1.8% 93% False False 8,191
100 5,764.0 4,540.0 1,224.0 21.6% 104.2 1.8% 93% False False 6,595
120 5,764.0 4,025.5 1,738.5 30.6% 105.3 1.9% 95% False False 5,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,121.0
2.618 5,964.3
1.618 5,868.3
1.000 5,809.0
0.618 5,772.3
HIGH 5,713.0
0.618 5,676.3
0.500 5,665.0
0.382 5,653.7
LOW 5,617.0
0.618 5,557.7
1.000 5,521.0
1.618 5,461.7
2.618 5,365.7
4.250 5,209.0
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 5,671.3 5,690.5
PP 5,668.2 5,685.2
S1 5,665.0 5,679.8

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

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