DAX Index Future December 2009


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 5,466.0 5,599.5 133.5 2.4% 5,775.0
High 5,616.0 5,603.5 -12.5 -0.2% 5,804.0
Low 5,463.0 5,382.5 -80.5 -1.5% 5,382.5
Close 5,593.5 5,403.5 -190.0 -3.4% 5,403.5
Range 153.0 221.0 68.0 44.4% 421.5
ATR 120.7 127.9 7.2 5.9% 0.0
Volume 171,675 214,550 42,875 25.0% 989,220
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,126.2 5,985.8 5,525.1
R3 5,905.2 5,764.8 5,464.3
R2 5,684.2 5,684.2 5,444.0
R1 5,543.8 5,543.8 5,423.8 5,503.5
PP 5,463.2 5,463.2 5,463.2 5,443.0
S1 5,322.8 5,322.8 5,383.2 5,282.5
S2 5,242.2 5,242.2 5,363.0
S3 5,021.2 5,101.8 5,342.7
S4 4,800.2 4,880.8 5,282.0
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,794.5 6,520.5 5,635.3
R3 6,373.0 6,099.0 5,519.4
R2 5,951.5 5,951.5 5,480.8
R1 5,677.5 5,677.5 5,442.1 5,603.8
PP 5,530.0 5,530.0 5,530.0 5,493.1
S1 5,256.0 5,256.0 5,364.9 5,182.3
S2 5,108.5 5,108.5 5,326.2
S3 4,687.0 4,834.5 5,287.6
S4 4,265.5 4,413.0 5,171.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,804.0 5,382.5 421.5 7.8% 159.9 3.0% 5% False True 197,844
10 5,894.0 5,382.5 511.5 9.5% 136.4 2.5% 4% False True 181,346
20 5,894.0 5,382.5 511.5 9.5% 115.5 2.1% 4% False True 162,409
40 5,894.0 5,325.0 569.0 10.5% 106.5 2.0% 14% False False 133,284
60 5,894.0 5,165.0 729.0 13.5% 105.7 2.0% 33% False False 89,274
80 5,894.0 4,540.0 1,354.0 25.1% 106.5 2.0% 64% False False 67,156
100 5,894.0 4,540.0 1,354.0 25.1% 107.1 2.0% 64% False False 54,053
120 5,894.0 4,540.0 1,354.0 25.1% 106.7 2.0% 64% False False 45,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.8
Widest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 6,542.8
2.618 6,182.1
1.618 5,961.1
1.000 5,824.5
0.618 5,740.1
HIGH 5,603.5
0.618 5,519.1
0.500 5,493.0
0.382 5,466.9
LOW 5,382.5
0.618 5,245.9
1.000 5,161.5
1.618 5,024.9
2.618 4,803.9
4.250 4,443.3
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 5,493.0 5,507.3
PP 5,463.2 5,472.7
S1 5,433.3 5,438.1

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

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