DAX Index Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 5,733.0 5,773.0 40.0 0.7% 5,470.5
High 5,818.5 5,792.0 -26.5 -0.5% 5,751.0
Low 5,733.0 5,697.5 -35.5 -0.6% 5,442.0
Close 5,780.0 5,722.0 -58.0 -1.0% 5,710.5
Range 85.5 94.5 9.0 10.5% 309.0
ATR 106.7 105.8 -0.9 -0.8% 0.0
Volume 113,522 147,502 33,980 29.9% 703,210
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,020.7 5,965.8 5,774.0
R3 5,926.2 5,871.3 5,748.0
R2 5,831.7 5,831.7 5,739.3
R1 5,776.8 5,776.8 5,730.7 5,757.0
PP 5,737.2 5,737.2 5,737.2 5,727.3
S1 5,682.3 5,682.3 5,713.3 5,662.5
S2 5,642.7 5,642.7 5,704.7
S3 5,548.2 5,587.8 5,696.0
S4 5,453.7 5,493.3 5,670.0
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,561.5 6,445.0 5,880.5
R3 6,252.5 6,136.0 5,795.5
R2 5,943.5 5,943.5 5,767.2
R1 5,827.0 5,827.0 5,738.8 5,885.3
PP 5,634.5 5,634.5 5,634.5 5,663.6
S1 5,518.0 5,518.0 5,682.2 5,576.3
S2 5,325.5 5,325.5 5,653.9
S3 5,016.5 5,209.0 5,625.5
S4 4,707.5 4,900.0 5,540.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,818.5 5,628.0 190.5 3.3% 77.5 1.4% 49% False False 131,937
10 5,818.5 5,442.0 376.5 6.6% 106.1 1.9% 74% False False 153,790
20 5,818.5 5,442.0 376.5 6.6% 100.1 1.7% 74% False False 145,788
40 5,818.5 5,165.0 653.5 11.4% 95.7 1.7% 85% False False 76,655
60 5,818.5 5,038.5 780.0 13.6% 102.1 1.8% 88% False False 51,425
80 5,818.5 4,540.0 1,278.5 22.3% 103.1 1.8% 92% False False 38,693
100 5,818.5 4,540.0 1,278.5 22.3% 103.3 1.8% 92% False False 31,303
120 5,818.5 4,540.0 1,278.5 22.3% 104.2 1.8% 92% False False 26,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,193.6
2.618 6,039.4
1.618 5,944.9
1.000 5,886.5
0.618 5,850.4
HIGH 5,792.0
0.618 5,755.9
0.500 5,744.8
0.382 5,733.6
LOW 5,697.5
0.618 5,639.1
1.000 5,603.0
1.618 5,544.6
2.618 5,450.1
4.250 5,295.9
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 5,744.8 5,747.3
PP 5,737.2 5,738.8
S1 5,729.6 5,730.4

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

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