DAX Index Future December 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 5,769.5 5,857.5 88.0 1.5% 5,733.0
High 5,861.0 5,894.0 33.0 0.6% 5,890.0
Low 5,762.0 5,785.5 23.5 0.4% 5,697.5
Close 5,855.0 5,819.0 -36.0 -0.6% 5,762.0
Range 99.0 108.5 9.5 9.6% 192.5
ATR 108.5 108.5 0.0 0.0% 0.0
Volume 122,597 165,516 42,919 35.0% 731,519
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,158.3 6,097.2 5,878.7
R3 6,049.8 5,988.7 5,848.8
R2 5,941.3 5,941.3 5,838.9
R1 5,880.2 5,880.2 5,828.9 5,856.5
PP 5,832.8 5,832.8 5,832.8 5,821.0
S1 5,771.7 5,771.7 5,809.1 5,748.0
S2 5,724.3 5,724.3 5,799.1
S3 5,615.8 5,663.2 5,789.2
S4 5,507.3 5,554.7 5,759.3
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,360.7 6,253.8 5,867.9
R3 6,168.2 6,061.3 5,814.9
R2 5,975.7 5,975.7 5,797.3
R1 5,868.8 5,868.8 5,779.6 5,922.3
PP 5,783.2 5,783.2 5,783.2 5,809.9
S1 5,676.3 5,676.3 5,744.4 5,729.8
S2 5,590.7 5,590.7 5,726.7
S3 5,398.2 5,483.8 5,709.1
S4 5,205.7 5,291.3 5,656.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,894.0 5,732.5 161.5 2.8% 102.7 1.8% 54% True False 151,721
10 5,894.0 5,628.0 266.0 4.6% 90.1 1.5% 72% True False 141,829
20 5,894.0 5,442.0 452.0 7.8% 107.9 1.9% 83% True False 155,838
40 5,894.0 5,268.5 625.5 10.7% 96.8 1.7% 88% True False 95,438
60 5,894.0 5,152.5 741.5 12.7% 101.7 1.7% 90% True False 64,010
80 5,894.0 4,540.0 1,354.0 23.3% 102.2 1.8% 94% True False 48,149
100 5,894.0 4,540.0 1,354.0 23.3% 103.0 1.8% 94% True False 38,880
120 5,894.0 4,540.0 1,354.0 23.3% 104.6 1.8% 94% True False 32,436
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 16.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,355.1
2.618 6,178.1
1.618 6,069.6
1.000 6,002.5
0.618 5,961.1
HIGH 5,894.0
0.618 5,852.6
0.500 5,839.8
0.382 5,826.9
LOW 5,785.5
0.618 5,718.4
1.000 5,677.0
1.618 5,609.9
2.618 5,501.4
4.250 5,324.4
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 5,839.8 5,817.1
PP 5,832.8 5,815.2
S1 5,825.9 5,813.3

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

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