DAX Index Future December 2009


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 5,775.0 5,656.0 -119.0 -2.1% 5,769.5
High 5,804.0 5,677.0 -127.0 -2.2% 5,894.0
Low 5,625.5 5,600.5 -25.0 -0.4% 5,714.0
Close 5,644.5 5,640.5 -4.0 -0.1% 5,751.0
Range 178.5 76.5 -102.0 -57.1% 180.0
ATR 116.4 113.6 -2.9 -2.5% 0.0
Volume 196,952 185,519 -11,433 -5.8% 824,240
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,868.8 5,831.2 5,682.6
R3 5,792.3 5,754.7 5,661.5
R2 5,715.8 5,715.8 5,654.5
R1 5,678.2 5,678.2 5,647.5 5,658.8
PP 5,639.3 5,639.3 5,639.3 5,629.6
S1 5,601.7 5,601.7 5,633.5 5,582.3
S2 5,562.8 5,562.8 5,626.5
S3 5,486.3 5,525.2 5,619.5
S4 5,409.8 5,448.7 5,598.4
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,326.3 6,218.7 5,850.0
R3 6,146.3 6,038.7 5,800.5
R2 5,966.3 5,966.3 5,784.0
R1 5,858.7 5,858.7 5,767.5 5,822.5
PP 5,786.3 5,786.3 5,786.3 5,768.3
S1 5,678.7 5,678.7 5,734.5 5,642.5
S2 5,606.3 5,606.3 5,718.0
S3 5,426.3 5,498.7 5,701.5
S4 5,246.3 5,318.7 5,652.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,862.5 5,600.5 262.0 4.6% 122.4 2.2% 15% False True 183,719
10 5,894.0 5,600.5 293.5 5.2% 112.6 2.0% 14% False True 167,720
20 5,894.0 5,442.0 452.0 8.0% 109.3 1.9% 44% False False 160,755
40 5,894.0 5,268.5 625.5 11.1% 101.8 1.8% 59% False False 118,307
60 5,894.0 5,165.0 729.0 12.9% 101.0 1.8% 65% False False 79,185
80 5,894.0 4,540.0 1,354.0 24.0% 103.0 1.8% 81% False False 59,601
100 5,894.0 4,540.0 1,354.0 24.0% 104.4 1.9% 81% False False 48,030
120 5,894.0 4,540.0 1,354.0 24.0% 105.2 1.9% 81% False False 40,085
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 23.8
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,002.1
2.618 5,877.3
1.618 5,800.8
1.000 5,753.5
0.618 5,724.3
HIGH 5,677.0
0.618 5,647.8
0.500 5,638.8
0.382 5,629.7
LOW 5,600.5
0.618 5,553.2
1.000 5,524.0
1.618 5,476.7
2.618 5,400.2
4.250 5,275.4
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 5,639.9 5,726.3
PP 5,639.3 5,697.7
S1 5,638.8 5,669.1

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

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