DAX Index Future December 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 5,719.5 5,679.0 -40.5 -0.7% 5,709.5
High 5,746.5 5,729.0 -17.5 -0.3% 5,756.5
Low 5,619.0 5,531.0 -88.0 -1.6% 5,560.0
Close 5,674.5 5,559.5 -115.0 -2.0% 5,589.5
Range 127.5 198.0 70.5 55.3% 196.5
ATR 104.8 111.5 6.7 6.4% 0.0
Volume 179,827 203,795 23,968 13.3% 751,601
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,200.5 6,078.0 5,668.4
R3 6,002.5 5,880.0 5,614.0
R2 5,804.5 5,804.5 5,595.8
R1 5,682.0 5,682.0 5,577.7 5,644.3
PP 5,606.5 5,606.5 5,606.5 5,587.6
S1 5,484.0 5,484.0 5,541.4 5,446.3
S2 5,408.5 5,408.5 5,523.2
S3 5,210.5 5,286.0 5,505.1
S4 5,012.5 5,088.0 5,450.6
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 5,531.0 228.0 4.1% 133.0 2.4% 13% False True 170,839
10 5,764.0 5,531.0 233.0 4.2% 112.8 2.0% 12% False True 161,594
20 5,764.0 5,283.0 481.0 8.7% 96.7 1.7% 57% False False 94,970
40 5,764.0 5,165.0 599.0 10.8% 100.6 1.8% 66% False False 47,976
60 5,764.0 4,540.0 1,224.0 22.0% 102.9 1.9% 83% False False 32,257
80 5,764.0 4,540.0 1,224.0 22.0% 104.8 1.9% 83% False False 24,597
100 5,764.0 4,540.0 1,224.0 22.0% 105.1 1.9% 83% False False 19,783
120 5,764.0 4,425.0 1,339.0 24.1% 105.1 1.9% 85% False False 16,504
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 25.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,570.5
2.618 6,247.4
1.618 6,049.4
1.000 5,927.0
0.618 5,851.4
HIGH 5,729.0
0.618 5,653.4
0.500 5,630.0
0.382 5,606.6
LOW 5,531.0
0.618 5,408.6
1.000 5,333.0
1.618 5,210.6
2.618 5,012.6
4.250 4,689.5
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 5,630.0 5,645.0
PP 5,606.5 5,616.5
S1 5,583.0 5,588.0

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

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