DAX Index Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 5,734.0 5,719.5 -14.5 -0.3% 5,709.5
High 5,759.0 5,746.5 -12.5 -0.2% 5,756.5
Low 5,690.5 5,619.0 -71.5 -1.3% 5,560.0
Close 5,719.5 5,674.5 -45.0 -0.8% 5,589.5
Range 68.5 127.5 59.0 86.1% 196.5
ATR 103.1 104.8 1.7 1.7% 0.0
Volume 144,003 179,827 35,824 24.9% 751,601
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,062.5 5,996.0 5,744.6
R3 5,935.0 5,868.5 5,709.6
R2 5,807.5 5,807.5 5,697.9
R1 5,741.0 5,741.0 5,686.2 5,710.5
PP 5,680.0 5,680.0 5,680.0 5,664.8
S1 5,613.5 5,613.5 5,662.8 5,583.0
S2 5,552.5 5,552.5 5,651.1
S3 5,425.0 5,486.0 5,639.4
S4 5,297.5 5,358.5 5,604.4
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 5,759.0 5,554.0 205.0 3.6% 125.1 2.2% 59% False False 173,832
10 5,764.0 5,554.0 210.0 3.7% 98.2 1.7% 57% False False 149,940
20 5,764.0 5,268.5 495.5 8.7% 90.3 1.6% 82% False False 84,814
40 5,764.0 5,165.0 599.0 10.6% 98.5 1.7% 85% False False 42,890
60 5,764.0 4,540.0 1,224.0 21.6% 100.8 1.8% 93% False False 28,874
80 5,764.0 4,540.0 1,224.0 21.6% 103.8 1.8% 93% False False 22,072
100 5,764.0 4,540.0 1,224.0 21.6% 104.8 1.8% 93% False False 17,747
120 5,764.0 4,425.0 1,339.0 23.6% 104.3 1.8% 93% False False 14,806
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,288.4
2.618 6,080.3
1.618 5,952.8
1.000 5,874.0
0.618 5,825.3
HIGH 5,746.5
0.618 5,697.8
0.500 5,682.8
0.382 5,667.7
LOW 5,619.0
0.618 5,540.2
1.000 5,491.5
1.618 5,412.7
2.618 5,285.2
4.250 5,077.1
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 5,682.8 5,668.5
PP 5,680.0 5,662.5
S1 5,677.3 5,656.5

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

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