DAX Index Future December 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 5,599.5 5,413.0 -186.5 -3.3% 5,775.0
High 5,603.5 5,476.0 -127.5 -2.3% 5,804.0
Low 5,382.5 5,336.5 -46.0 -0.9% 5,382.5
Close 5,403.5 5,425.5 22.0 0.4% 5,403.5
Range 221.0 139.5 -81.5 -36.9% 421.5
ATR 127.9 128.7 0.8 0.6% 0.0
Volume 214,550 194,837 -19,713 -9.2% 989,220
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,831.2 5,767.8 5,502.2
R3 5,691.7 5,628.3 5,463.9
R2 5,552.2 5,552.2 5,451.1
R1 5,488.8 5,488.8 5,438.3 5,520.5
PP 5,412.7 5,412.7 5,412.7 5,428.5
S1 5,349.3 5,349.3 5,412.7 5,381.0
S2 5,273.2 5,273.2 5,399.9
S3 5,133.7 5,209.8 5,387.1
S4 4,994.2 5,070.3 5,348.8
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 5,677.0 5,336.5 340.5 6.3% 152.1 2.8% 26% False True 197,421
10 5,894.0 5,336.5 557.5 10.3% 140.5 2.6% 16% False True 188,570
20 5,894.0 5,336.5 557.5 10.3% 117.2 2.2% 16% False True 165,064
40 5,894.0 5,336.5 557.5 10.3% 107.3 2.0% 16% False True 137,983
60 5,894.0 5,165.0 729.0 13.4% 105.4 1.9% 36% False False 92,516
80 5,894.0 4,540.0 1,354.0 25.0% 107.3 2.0% 65% False False 69,583
100 5,894.0 4,540.0 1,354.0 25.0% 107.9 2.0% 65% False False 55,976
120 5,894.0 4,540.0 1,354.0 25.0% 107.3 2.0% 65% False False 46,757
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 27.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,068.9
2.618 5,841.2
1.618 5,701.7
1.000 5,615.5
0.618 5,562.2
HIGH 5,476.0
0.618 5,422.7
0.500 5,406.3
0.382 5,389.8
LOW 5,336.5
0.618 5,250.3
1.000 5,197.0
1.618 5,110.8
2.618 4,971.3
4.250 4,743.6
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 5,419.1 5,476.3
PP 5,412.7 5,459.3
S1 5,406.3 5,442.4

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

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