DAX Index Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 5,622.5 5,566.0 -56.5 -1.0% 5,709.5
High 5,630.5 5,754.5 124.0 2.2% 5,756.5
Low 5,560.0 5,554.0 -6.0 -0.1% 5,560.0
Close 5,589.5 5,722.0 132.5 2.4% 5,589.5
Range 70.5 200.5 130.0 184.4% 196.5
ATR 98.4 105.7 7.3 7.4% 0.0
Volume 149,397 177,177 27,780 18.6% 751,601
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,278.3 6,200.7 5,832.3
R3 6,077.8 6,000.2 5,777.1
R2 5,877.3 5,877.3 5,758.8
R1 5,799.7 5,799.7 5,740.4 5,838.5
PP 5,676.8 5,676.8 5,676.8 5,696.3
S1 5,599.2 5,599.2 5,703.6 5,638.0
S2 5,476.3 5,476.3 5,685.2
S3 5,275.8 5,398.7 5,666.9
S4 5,075.3 5,198.2 5,611.7
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,224.8 6,103.7 5,697.6
R3 6,028.3 5,907.2 5,643.5
R2 5,831.8 5,831.8 5,625.5
R1 5,710.7 5,710.7 5,607.5 5,673.0
PP 5,635.3 5,635.3 5,635.3 5,616.5
S1 5,514.2 5,514.2 5,571.5 5,476.5
S2 5,438.8 5,438.8 5,553.5
S3 5,242.3 5,317.7 5,535.5
S4 5,045.8 5,121.2 5,481.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,756.5 5,554.0 202.5 3.5% 115.3 2.0% 83% False True 158,476
10 5,764.0 5,554.0 210.0 3.7% 93.5 1.6% 80% False True 127,611
20 5,764.0 5,268.5 495.5 8.7% 93.2 1.6% 92% False False 68,679
40 5,764.0 5,165.0 599.0 10.5% 98.7 1.7% 93% False False 34,865
60 5,764.0 4,540.0 1,224.0 21.4% 101.0 1.8% 97% False False 23,489
80 5,764.0 4,540.0 1,224.0 21.4% 103.4 1.8% 97% False False 18,058
100 5,764.0 4,540.0 1,224.0 21.4% 104.6 1.8% 97% False False 14,514
120 5,764.0 4,266.5 1,497.5 26.2% 104.8 1.8% 97% False False 12,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.4
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 6,606.6
2.618 6,279.4
1.618 6,078.9
1.000 5,955.0
0.618 5,878.4
HIGH 5,754.5
0.618 5,677.9
0.500 5,654.3
0.382 5,630.6
LOW 5,554.0
0.618 5,430.1
1.000 5,353.5
1.618 5,229.6
2.618 5,029.1
4.250 4,701.9
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 5,699.4 5,699.4
PP 5,676.8 5,676.8
S1 5,654.3 5,654.3

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

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