DAX Index Future December 2009


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 5,640.0 5,721.0 81.0 1.4% 5,566.0
High 5,695.0 5,733.5 38.5 0.7% 5,759.0
Low 5,628.0 5,668.0 40.0 0.7% 5,443.5
Close 5,653.5 5,712.5 59.0 1.0% 5,484.0
Range 67.0 65.5 -1.5 -2.2% 315.5
ATR 111.3 109.0 -2.2 -2.0% 0.0
Volume 126,842 146,661 19,819 15.6% 894,855
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,901.2 5,872.3 5,748.5
R3 5,835.7 5,806.8 5,730.5
R2 5,770.2 5,770.2 5,724.5
R1 5,741.3 5,741.3 5,718.5 5,723.0
PP 5,704.7 5,704.7 5,704.7 5,695.5
S1 5,675.8 5,675.8 5,706.5 5,657.5
S2 5,639.2 5,639.2 5,700.5
S3 5,573.7 5,610.3 5,694.5
S4 5,508.2 5,544.8 5,676.5
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,508.7 6,311.8 5,657.5
R3 6,193.2 5,996.3 5,570.8
R2 5,877.7 5,877.7 5,541.8
R1 5,680.8 5,680.8 5,512.9 5,621.5
PP 5,562.2 5,562.2 5,562.2 5,532.5
S1 5,365.3 5,365.3 5,455.1 5,306.0
S2 5,246.7 5,246.7 5,426.2
S3 4,931.2 5,049.8 5,397.2
S4 4,615.7 4,734.3 5,310.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,733.5 5,442.0 291.5 5.1% 96.0 1.7% 93% True False 153,620
10 5,759.0 5,442.0 317.0 5.5% 114.5 2.0% 85% False False 162,230
20 5,764.0 5,442.0 322.0 5.6% 98.4 1.7% 84% False False 130,570
40 5,764.0 5,165.0 599.0 10.5% 97.8 1.7% 91% False False 67,113
60 5,764.0 4,910.0 854.0 14.9% 101.5 1.8% 94% False False 45,003
80 5,764.0 4,540.0 1,224.0 21.4% 104.1 1.8% 96% False False 34,006
100 5,764.0 4,540.0 1,224.0 21.4% 103.5 1.8% 96% False False 27,447
120 5,764.0 4,540.0 1,224.0 21.4% 104.0 1.8% 96% False False 22,900
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 19.2
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,011.9
2.618 5,905.0
1.618 5,839.5
1.000 5,799.0
0.618 5,774.0
HIGH 5,733.5
0.618 5,708.5
0.500 5,700.8
0.382 5,693.0
LOW 5,668.0
0.618 5,627.5
1.000 5,602.5
1.618 5,562.0
2.618 5,496.5
4.250 5,389.6
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 5,708.6 5,683.8
PP 5,704.7 5,655.0
S1 5,700.8 5,626.3

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

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