DAX Index Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 5,704.0 5,712.0 8.0 0.1% 5,569.0
High 5,754.0 5,756.5 2.5 0.0% 5,764.0
Low 5,692.0 5,671.5 -20.5 -0.4% 5,535.0
Close 5,708.5 5,696.0 -12.5 -0.2% 5,718.0
Range 62.0 85.0 23.0 37.1% 229.0
ATR 97.0 96.1 -0.9 -0.9% 0.0
Volume 116,128 130,925 14,797 12.7% 375,678
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,963.0 5,914.5 5,742.8
R3 5,878.0 5,829.5 5,719.4
R2 5,793.0 5,793.0 5,711.6
R1 5,744.5 5,744.5 5,703.8 5,726.3
PP 5,708.0 5,708.0 5,708.0 5,698.9
S1 5,659.5 5,659.5 5,688.2 5,641.3
S2 5,623.0 5,623.0 5,680.4
S3 5,538.0 5,574.5 5,672.6
S4 5,453.0 5,489.5 5,649.3
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 5,617.0 147.0 2.6% 71.3 1.3% 54% False False 126,049
10 5,764.0 5,535.0 229.0 4.0% 74.7 1.3% 70% False False 78,825
20 5,764.0 5,268.5 495.5 8.7% 84.4 1.5% 86% False False 41,505
40 5,764.0 5,152.5 611.5 10.7% 97.3 1.7% 89% False False 21,349
60 5,764.0 4,540.0 1,224.0 21.5% 99.6 1.7% 94% False False 14,431
80 5,764.0 4,540.0 1,224.0 21.5% 102.0 1.8% 94% False False 11,269
100 5,764.0 4,540.0 1,224.0 21.5% 104.1 1.8% 94% False False 9,064
120 5,764.0 4,266.5 1,497.5 26.3% 103.7 1.8% 95% False False 7,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,117.8
2.618 5,979.0
1.618 5,894.0
1.000 5,841.5
0.618 5,809.0
HIGH 5,756.5
0.618 5,724.0
0.500 5,714.0
0.382 5,704.0
LOW 5,671.5
0.618 5,619.0
1.000 5,586.5
1.618 5,534.0
2.618 5,449.0
4.250 5,310.3
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 5,714.0 5,692.9
PP 5,708.0 5,689.8
S1 5,702.0 5,686.8

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

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